# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0000811869-26-000300
**Filing Date:** 2026-6
**Character Count:** 259805
**Document Hash:** 769b239452c6631bc2ff14699b444472
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000811869-26-000300.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000811869-26-000300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 261127842

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1156779758.87

**Total Liabilities:** $22229900.33

**Net Assets:** $1134549858.54

**Delayed Delivery Securities:** $15292212.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1406.00000000 | **1-Year:** -70375.00000000 | **5-Year:** -119703.00000000 | **10-Year:** -21423.00000000 | **30-Year:** -48452.00000000

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

- **3-Month:** -154.00000000 | **1-Year:** -2769.00000000 | **5-Year:** -6597.00000000 | **10-Year:** -1106.00000000 | **30-Year:** -525.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003648 | 0.56%                | -0.66%               | 0.43%                |
| Class ID C000003650 | 0.57%                | -0.73%               | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $461801.52               | $1926654.52                                |
| Month 2  | $56705.44                | $-11493432.75                              |
| Month 3  | $66991.18                | $834202.63                                 |

**Designated Index Information**

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

- **Index Identifier:** I38429US

### Schedule of Portfolio Investments

| Name                                                          | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROC SECURITIES TRUST                                          | Roc Mortgage Trust 2024-RTL1                                                                   | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4007870.40   | 0.35%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                              | COLT Mortgage Loan Trust 2021-5                                                                | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3460053 | PA      | $3134216.99   | 0.28%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                                                   | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    950000 | PA      | $971480.08    | 0.09%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                     | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2714802.40   | 0.24%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-8                                                                               | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1817256 | PA      | $1810758.10   | 0.16%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EDUCATION FUNDING TRUST                                       | Education Funding Trust 2020-A                                                                 | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725264 | PA      | $694399.04    | 0.06%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025921.90   | 0.09%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                | Capital One NA                                                                                 | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2228802.74   | 0.20%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                            | Banco Santander SA                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $996739.57    | 0.09%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                   | Swedbank AB                                                                                    | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2700000 | PA      | $2716947.90   | 0.24%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-2A                                                       | CUSIP: 69702WAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4998350.00   | 0.44%             | 2033-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2570897.11   | 0.23%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                    | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1595184.91   | 0.14%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-4A                                              | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6600000 | PA      | $6490209.66   | 0.57%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-5                                                                               | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3578056 | PA      | $3570642.34   | 0.31%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1868583.60   | 0.16%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                         | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    965000 | PA      | $968719.99    | 0.09%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                               | BAE Systems plc                                                                                | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1575914.61   | 0.14%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                                | CarVal CLO IX-C, Ltd. 2024-1A                                                                  | CUSIP: 14688HAL6<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-O            | CORP              | JE        |   1750000 | PA      | $1750008.75   | 0.15%             | 2037-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                     | Zions Bancorp NA                                                                               | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392339.16   | 0.12%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                     | Corebridge Global Funding                                                                      | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2578680.29   | 0.23%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2018-BN13                                                                                 | CUSIP: 06539LBE9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2463364.75   | 0.22%             | 2061-08-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms, Inc.                                                                           | CUSIP: 30303MAF9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2649388.72   | 0.23%             | 2031-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL I                                             | KeyCorp Capital I                                                                              | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2701259.44   | 0.24%             | 2028-07-01      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST CO                            | Manufacturers & Traders Trust Company                                                          | CUSIP: 564760CD6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994779.14   | 0.18%             | 2030-04-18      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RCF1                                                                            | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2197200 | PA      | $2170429.51   | 0.19%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                          | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267642.70   | 0.11%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                 | Blackstone Reg Finance Company, LLC                                                            | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1380719.55   | 0.12%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| DARDEN RESTAURANTS INC                                        | Darden Restaurants, Inc.                                                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996986.92   | 0.18%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                     | National Fuel Gas Company                                                                      | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1632903.18   | 0.14%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                  | Thermo Fisher Scientific, Inc.                                                                 | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3803738.98   | 0.34%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                                       | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1909905.40   | 0.17%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                        | Standard Chartered plc                                                                         | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1264477.86   | 0.11%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc.                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658454.45    | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1890080.65   | 0.17%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                 | Healthcare Realty Holdings, LP                                                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1059254.52   | 0.09%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                  | HSBC USA, Inc.                                                                                 | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2541654.34   | 0.22%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                                          | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2569826.10   | 0.23%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                      | Eastman Chemical Company                                                                       | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1743311.05   | 0.15%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                         | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1908497.01   | 0.17%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc.                                                                         | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1307249.23   | 0.12%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                    | Navient Student Loan Trust 2022-BA                                                             | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1813540 | PA      | $1766386.98   | 0.16%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA, Inc.                                                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2420117.74   | 0.21%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                 | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1888176.23   | 0.17%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                             | Bellemeade Re, Ltd. 2025-1                                                                     | CUSIP: 07876NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1186077 | PA      | $1186340.74   | 0.10%             | 2035-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                            | American Honda Finance Corporation                                                             | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998468.06   | 0.18%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS Group AG                                                                                   | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $1922568.41   | 0.17%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                   | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1900000 | PA      | $1924493.62   | 0.17%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                | Home Partners of America Trust 2021-2                                                          | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3669495 | PA      | $3610498.94   | 0.32%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP             | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1913758.89   | 0.17%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                     | Mosaic Company                                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2733993.05   | 0.24%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996363.20   | 0.18%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                     | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304607.25   | 0.11%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                       | Dryden 61 CLO, Ltd. 2018-61A                                                                   | CUSIP: 26251CBE3<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3251914.25   | 0.29%             | 2032-01-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                        | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1260699.40   | 0.11%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1747134.52   | 0.15%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                       | KeyCorp                                                                                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2525591.30   | 0.22%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                      | Eastman Chemical Company                                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707263.04    | 0.06%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                    | NBN Company, Ltd.                                                                              | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1300000 | PA      | $1295480.06   | 0.11%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                                   | Visio Trust 2020-1R                                                                            | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166201 | PA      | $161335.35    | 0.01%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                    | Fiserv, Inc.                                                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3136680.00   | 0.28%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                    | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1279273.40   | 0.11%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1150000 | PA      | $1135818.36   | 0.10%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                             | General Mills, Inc.                                                                            | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1943632.08   | 0.17%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                          | Toorak Mortgage Trust 2025-RRTL1                                                               | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   2025000 | PA      | $2032355.61   | 0.18%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                                       | CUSIP: 61779QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2267725 | PA      | $2252441.19   | 0.20%             | 2070-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                     | Orange SA                                                                                      | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $941828.18    | 0.08%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                                         | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    810000 | PA      | $194400.00    | 0.02%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TRUIST BANK                                                   | Truist Bank                                                                                    | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2747717.69   | 0.24%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                 | Palisades Mortgage Loan Trust 2021-RTL1                                                        | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    517041 | PA      | $516864.61    | 0.05%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES LLC                             | Molex Electronic Technologies, LLC                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1656998.99   | 0.15%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                    | AbbVie, Inc.                                                                                   | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1919052.29   | 0.17%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                  | ING Groep NV                                                                                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1913603.73   | 0.17%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1405308.80   | 0.12%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                       | Daimler Truck Finance North America, LLC                                                       | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1272449.09   | 0.11%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD                                              | Trinitas CLO, Ltd. 2021-16A                                                                    | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-O            | CORP              | KY        |   3800000 | PA      | $3795930.20   | 0.33%             | 2034-07-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HOME OWNER MORTGAGE ENHANCED SECURITIES LTD                   | HOMES Trust 2026-INV1                                                                          | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4206548 | PA      | $4185049.04   | 0.37%             | 2060-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                | Salesforce, Inc.                                                                               | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3306427.38   | 0.29%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                      | Foundation Finance Trust 2024-1A                                                               | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227145 | PA      | $229674.05    | 0.02%             | 2049-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                  | ING Groep NV                                                                                   | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1991791.32   | 0.18%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | Canadian Imperial Bank of Commerce                                                             | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1886116.24   | 0.17%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                            | Banco Bilbao Vizcaya Argentaria SA                                                             | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1186036.44   | 0.10%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                   | Paychex, Inc.                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581127.42    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1827684.38   | 0.16%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                         | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4103538.52   | 0.36%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP             | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915116.84   | 0.17%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1141370.27   | 0.10%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                           | NatWest Markets plc                                                                            | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2731513.98   | 0.24%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2469061.50   | 0.22%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1673653.74   | 0.15%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                           | Bank of New Zealand                                                                            | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   3200000 | PA      | $3229574.46   | 0.28%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2024-INV4                                                                           | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1828146 | PA      | $1828109.97   | 0.16%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2025-NQM4                                                                            | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-CBDO         | CORP              | US        |   3626121 | PA      | $3628596.17   | 0.32%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                          | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    643000 | PA      | $634154.63    | 0.06%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                            | Banco Santander SA                                                                             | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1381079.77   | 0.12%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | Royal Bank of Canada                                                                           | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1926596.21   | 0.17%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                           | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    630000 | PA      | $634917.16    | 0.06%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                           | Bank of Nova Scotia                                                                            | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $942148.35    | 0.08%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                     | Duke Energy Carolinas, LLC                                                                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034118.56   | 0.18%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                            | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1450000 | PA      | $1445453.00   | 0.13%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                            | Royalty Pharma plc                                                                             | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3225000 | PA      | $3186959.96   | 0.28%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                     | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3072519.19   | 0.27%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                         | Georgia Power Company                                                                          | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1913664.88   | 0.17%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                    | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2225000 | PA      | $2223778.54   | 0.20%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                             | Eversource Energy                                                                              | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1928386.42   | 0.17%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2025-5                                                              | CUSIP: 92540XAB7<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-CBDO         | CORP              | US        |   4003952 | PA      | $4010301.07   | 0.35%             | 2070-06-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                    | Fiserv, Inc.                                                                                   | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1910208.55   | 0.17%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                | Protective Life Global Funding                                                                 | CUSIP: 74368CCE2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997340.54   | 0.18%             | 2031-04-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | Lloyds Banking Group plc                                                                       | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $953519.00    | 0.08%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                      | Tricon Residential Trust 2024-SFR2                                                             | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2254413.38   | 0.20%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                           | Global Payments, Inc.                                                                          | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1294241.20   | 0.11%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL4                                                                            | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-CBDO         | CORP              | US        |   1186140 | PA      | $1187573.48   | 0.10%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                      | OBX Trust 2025-NQM15                                                                           | CUSIP: 67122CAF2<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-CBDO         | CORP              | US        |   1133660 | PA      | $1132356.34   | 0.10%             | 2065-07-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | Hyundai Capital America                                                                        | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1237266.98   | 0.11%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                                       | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2380262 | PA      | $2363496.53   | 0.21%             | 2070-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                             | EOG Resources, Inc.                                                                            | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    635000 | PA      | $636845.83    | 0.06%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                            | Metropolitan Life Global Funding I                                                             | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1942840.97   | 0.17%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1253863.57   | 0.11%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500273.00   | 0.13%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                  | Broadcom, Inc.                                                                                 | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022512.66   | 0.18%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1628270.02   | 0.14%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                     | Evergy Kansas Central, Inc.                                                                    | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104175.59   | 0.10%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                          | Deephaven Residential Mortgage Trust 2021-4                                                    | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3970789 | PA      | $3525658.83   | 0.31%             | 2066-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                        | Dell International, LLC/EMC Corporation                                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1911271.60   | 0.17%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-3A                                                       | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2550000 | PA      | $2546412.15   | 0.22%             | 2032-08-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                             | Amcor Flexibles North America, Inc.                                                            | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1933127.80   | 0.17%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2482451.80   | 0.22%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                  | Synopsys, Inc.                                                                                 | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1204505.94   | 0.11%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom, Inc.                                                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2701387.24   | 0.24%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262494.83   | 0.11%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                     | Qorvo, Inc.                                                                                    | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3628922.96   | 0.32%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CHENANGO PARK CLO LTD                                         | Chenango Park CLO, Ltd. 2018-1A                                                                | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $4005128.00   | 0.35%             | 2030-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2006-AR1                                                   | CUSIP: 17307G3F3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425767 | PA      | $411350.71    | 0.04%             | 2036-03-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                              | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2132841.15   | 0.19%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                       | National Bank of Canada                                                                        | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1392843.93   | 0.12%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                    | AMSR Trust 2021-SFR4                                                                           | CUSIP: 66982FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5917625.40   | 0.52%             | 2038-12-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385XK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $299132.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                    | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VBB0<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1761854.83   | 0.16%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                            | Chase Home Lending Mortgage Trust 2024-10                                                      | CUSIP: 16159YAB6<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-CBDO         | CORP              | US        |   2647126 | PA      | $2641440.22   | 0.23%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1665000 | PA      | $1695582.39   | 0.15%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                 | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1152961.45   | 0.10%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2025-3A                                                       | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4995450.00   | 0.44%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                                | CarVal CLO I, Ltd. 2018-1A                                                                     | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4200000 | PA      | $4210903.20   | 0.37%             | 2031-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517964.21   | 0.13%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                        | Sumisho Air Lease Corporation                                                                  | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2633877.48   | 0.23%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                      | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    725000 | PA      | $729377.97    | 0.06%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2025-3                                                            | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2320026 | PA      | $2332390.84   | 0.21%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2024-INV1                                                                      | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-CBDO         | CORP              | US        |   2029296 | PA      | $2035247.17   | 0.18%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-2                                                                    | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2049066 | PA      | $2042698.80   | 0.18%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                              | Lincoln Financial Global Funding                                                               | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014163.58   | 0.09%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011810.58   | 0.18%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                                            | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2175181.80   | 0.19%             | 2031-03-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2768537.50   | 0.24%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                    | Evergy, Inc.                                                                                   | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2579095.40   | 0.23%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP                                   | Chase Mortgage Finance Trust Series 2007-A2                                                    | CUSIP: 16163LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1073184 | PA      | $1093809.47   | 0.10%             | 2037-07-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                      | Tricon Residential Trust 2021-SFR1                                                             | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5717149.68   | 0.50%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-1A                                                       | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4135000 | PA      | $4157360.84   | 0.37%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2026-NPL5                                                                            | CUSIP: 69384KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3499965.00   | 0.31%             | 2056-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                  | United Airlines Holdings, Inc.                                                                 | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738796.19    | 0.07%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLIP TRUST                                                    | CLIP Trust 2026-NQM1                                                                           | CUSIP: 12570SAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2598423.10   | 0.23%             | 2071-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                                      | Madison Park Funding XXXIX, Ltd. 2021-39A                                                      | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $5504906.00   | 0.49%             | 2034-10-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                               | Blackstone Secured Lending Fund                                                                | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1925401.90   | 0.17%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                    | Equinix Europe 2 Financing Corporation, LLC                                                    | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3475865.23   | 0.31%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                 | Commonbond Student Loan Trust 2018-AGS                                                         | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    319952 | PA      | $317382.72    | 0.03%             | 2044-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                             | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1419384.79   | 0.13%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-3                                                                    | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1804961 | PA      | $1802731.33   | 0.16%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                           | Citadel Finance, LLC                                                                           | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1132074.31   | 0.10%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL2                                                                 | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3501734.60   | 0.31%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                          | TRK Trust 2022-INV1                                                                            | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3562758 | PA      | $3332652.63   | 0.29%             | 2057-02-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1916396.87   | 0.17%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                   | Cencora, Inc.                                                                                  | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1892235.69   | 0.17%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $958760.94    | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                    | Anglo American Capital plc                                                                     | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1977917.24   | 0.17%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                                                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2252527.39   | 0.20%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008192.55   | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST                                        | GSAA Home Equity Trust 2004-10                                                                 | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    916514 | PA      | $872920.16    | 0.08%             | 2034-08-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                              | Citizens Bank NA/Providence, RI                                                                | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241315.05   | 0.11%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                   | Cargill, Inc.                                                                                  | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1132362.48   | 0.10%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1941853.71   | 0.17%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                     | Amgen, Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1444713.31   | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT 2-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       335 | NC      | $-488023.35   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987599.98   | 0.18%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                        | Roper Technologies, Inc.                                                                       | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1915451.87   | 0.17%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                    | Hasbro, Inc.                                                                                   | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    825000 | PA      | $818317.69    | 0.07%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2672102.57   | 0.24%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                          | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995505.22   | 0.18%             | 2031-04-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                          | M&T Bank Corporation                                                                           | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1724625.88   | 0.15%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1918811.37   | 0.17%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                               | Brookfield Asset Management, Ltd.                                                              | CUSIP: 113004AE5<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1338678.23   | 0.12%             | 2031-04-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                      | Host Hotels & Resorts, LP                                                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1584451.39   | 0.14%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-1A                                              | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1447831.01   | 0.13%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                          | Deephaven Residential Mortgage Trust 2022-1                                                    | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3832570 | PA      | $3542172.85   | 0.31%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1569495.90   | 0.14%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                     | TransCanada PipeLines, Ltd.                                                                    | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $853720.45    | 0.08%             | 2056-10-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                               | BRAVO Residential Funding Trust 2026-NQM3                                                      | CUSIP: 10571LAF8<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-CBDO         | CORP              | US        |   3165591 | PA      | $3143785.74   | 0.28%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                 | Lendbuzz Securitization Trust 2025-1A                                                          | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    986375 | PA      | $989058.95    | 0.09%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST CO                                | First-Citizens Bank & Trust Company                                                            | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2100241.42   | 0.19%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-1A                                                       | CUSIP: 69703NAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2247360.75   | 0.20%             | 2032-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                           | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1952606.21   | 0.17%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                            | Northwestern Mutual Global Funding                                                             | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1918621.73   | 0.17%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    785000 | PA      | $799425.75    | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1728001.12   | 0.15%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                                    | ACRA Trust 2024-NQM1                                                                           | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3528694 | PA      | $3535522.39   | 0.31%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                   | Cencora, Inc.                                                                                  | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1577969.04   | 0.14%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                      | Ares Capital Corporation                                                                       | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1193957.69   | 0.11%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | Lloyds Banking Group plc                                                                       | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1988303.60   | 0.18%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                           | Banc of America Funding Trust 2006-3                                                           | CUSIP: 058931AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488929 | PA      | $490182.08    | 0.04%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2024-76                                          | CUSIP: 3136BTNH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1804026 | PA      | $1784685.94   | 0.16%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1758203.48   | 0.15%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST                                  | Navient Refinance Loan Trust 2026-A                                                            | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4344268 | PA      | $4281479.51   | 0.38%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                    | Schlumberger Holdings Corporation                                                              | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    875000 | PA      | $882017.91    | 0.08%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                              | Altria Group, Inc.                                                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    635000 | PA      | $640280.27    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                           | Societe Generale SA                                                                            | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2150000 | PA      | $2165726.86   | 0.19%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                              | Principal Life Global Funding II                                                               | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010622.90   | 0.18%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                            | DTE Energy Company                                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2112959.60   | 0.19%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-6                                                                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1673790 | PA      | $1674620.48   | 0.15%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-4                                                                    | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3003506 | PA      | $3002926.43   | 0.26%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5417                                            | CUSIP: 3137HDEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    301070 | PA      | $301238.26    | 0.03%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST                   | Bear Stearns ARM Trust 2005-9                                                                  | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78407 | PA      | $75753.47     | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1637461.39   | 0.14%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | Canadian Imperial Bank of Commerce                                                             | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1913709.75   | 0.17%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2028562.82   | 0.18%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | Lloyds Banking Group plc                                                                       | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1887409.88   | 0.17%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                         | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    950000 | PA      | $960725.84    | 0.08%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                   | Royal Caribbean Cruises, Ltd.                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3200000 | PA      | $3234370.30   | 0.29%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1065988.40   | 0.09%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1940033.70   | 0.17%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                         | Terwin Mortgage Trust 2004-21HE                                                                | CUSIP: 881561PB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    315974 | PA      | $316140.67    | 0.03%             | 2034-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2548567.32   | 0.22%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-69                                          | CUSIP: 3136BWC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4517276 | PA      | $4530289.82   | 0.40%             | 2051-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA CORP                                     | Deere Funding Canada Corporation                                                               | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2566985.15   | 0.23%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                        | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2687481.15   | 0.24%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                                          | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1278272.44   | 0.11%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD                                          | KKR Static CLO I, Ltd. 2022-1A                                                                 | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3249948.00   | 0.29%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1975034.32   | 0.17%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                            | Exelon Corporation                                                                             | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1289553.73   | 0.11%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD                                          | KKR Static CLO I, Ltd. 2022-1A                                                                 | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    959021 | PA      | $958638.73    | 0.08%             | 2031-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                       | Dryden 72 CLO, Ltd. 2019-72A                                                                   | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1900000 | PA      | $1901092.50   | 0.17%             | 2032-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                              | ABN AMRO Bank NV                                                                               | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1913069.82   | 0.17%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                            | DTE Energy Company                                                                             | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1574478.56   | 0.14%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                            | RGA Global Funding                                                                             | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2557197.45   | 0.23%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                       | Sonoco Products Company                                                                        | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2151151.22   | 0.19%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                           | Georgia-Pacific, LLC                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1426339.17   | 0.13%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                                         | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2558873.90   | 0.23%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1597787.34   | 0.14%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                          | Jacobs Solutions, Inc.                                                                         | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2078232.79   | 0.18%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                                     | AEGON Funding Company, LLC                                                                     | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1890611.38   | 0.17%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                   | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1093793.11   | 0.10%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                 | Commonbond Student Loan Trust 2017-AGS                                                         | CUSIP: 20267VAA5<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     80587 | PA      | $77425.95     | 0.01%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                    | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1450000 | PA      | $1430510.80   | 0.13%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS Group AG                                                                                   | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1625000 | PA      | $1661687.63   | 0.15%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                    | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1886742.39   | 0.17%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                      | Foundation Finance Trust 2023-2A                                                               | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2522928 | PA      | $2607054.73   | 0.23%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                    | American Tower Corporation                                                                     | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989308.02    | 0.09%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                              | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1590491.39   | 0.14%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1925000 | PA      | $1921484.60   | 0.17%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1873806.89   | 0.17%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                     | AvalonBay Communities, Inc.                                                                    | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2727737.98   | 0.24%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SG CAPITAL PAR                                                | SG Residential Mortgage Trust 2026-1                                                           | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3207244 | PA      | $3182028.80   | 0.28%             | 2066-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3156009.13   | 0.28%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO LTD                                          | Silver Point CLO 4, Ltd. 2024-4A                                                               | CUSIP: 82809EAN0<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-O            | CORP              | JE        |   3250000 | PA      | $3250052.00   | 0.29%             | 2037-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST                         | PRPM Trust 2026-RCF1                                                                           | CUSIP: 69383VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2445310.21   | 0.22%             | 2056-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                       | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1798759 | PA      | $1806346.55   | 0.16%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-11                                                           | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2175040 | PA      | $2181787.37   | 0.19%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | Lloyds Banking Group plc                                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1512998.07   | 0.13%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2025-2A                                                       | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3499923.00   | 0.31%             | 2033-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                  | MassMutual Global Funding II                                                                   | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1921237.76   | 0.17%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                       | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1059892.04   | 0.09%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                        | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1300303.48   | 0.11%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE                                           | National Collegiate Trust 2007-A                                                               | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274361 | PA      | $269026.72    | 0.02%             | 2031-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                            | Morgan Stanley Direct Lending Fund                                                             | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2862246.33   | 0.25%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                   | Cigna Group                                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2571934.26   | 0.23%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                           | Societe Generale SA                                                                            | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2028480.30   | 0.18%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME OWNER MORTGAGE ENHANCED SECURITIES LTD                   | HOMES Trust 2026-NQM1                                                                          | CUSIP: 437922AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1026067 | PA      | $1016273.89   | 0.09%             | 2070-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                        | Southern Power Company                                                                         | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716404.46    | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                          | International Business Machines Corporation                                                    | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2515266.08   | 0.22%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST                                        | Towd Point Asset Trust 2021-SL1                                                                | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    642915 | PA      | $626253.84    | 0.06%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                | BNP Paribas SA                                                                                 | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1420078.91   | 0.13%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION LLC               | Tesla Lease Electric Vehicle Securitization, LLC 2025-A                                        | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2907858 | PA      | $2908252.01   | 0.26%             | 2029-05-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3034110.69   | 0.27%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994610.16   | 0.18%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                             | ITC Holdings Corporation                                                                       | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2696557.12   | 0.24%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                 | Aircastle, Ltd./Aircastle Ireland DAC                                                          | CUSIP: 00929JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2150000 | PA      | $2135651.29   | 0.19%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3988156.24   | 0.35%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-3A                                                       | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2412771.36   | 0.21%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT CII, LLC 2021-NP11                                                                        | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    366089 | PA      | $366153.86    | 0.03%             | 2051-08-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                  | Becton, Dickinson and Company                                                                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2258518.95   | 0.20%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 48128BAR2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.18%             | 2031-07-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC Holdings plc                                                                              | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1256485.81   | 0.11%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                            | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1925000 | PA      | $1904344.96   | 0.17%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                          | Associated Banc-Corp                                                                           | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1330948.16   | 0.12%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-16                                          | CUSIP: 3136ACSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    779460 | PA      | $781482.48    | 0.07%             | 2033-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                            | Roche Holdings, Inc.                                                                           | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2220227.19   | 0.20%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                     | Boeing Company                                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1118546.28   | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2025-PJ10                                                  | CUSIP: 36273MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2249890 | PA      | $2231470.79   | 0.20%             | 2056-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                         | McDonald's Corporation                                                                         | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1313084.12   | 0.12%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                                   | PPM CLO 6-R, Ltd. 2022-6RA                                                                     | CUSIP: 693975AQ7<br>LEI: 2549003CULWUB4AA0151 | Long             | ABS-O            | CORP              | JE        |   4500000 | PA      | $4508941.50   | 0.40%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-2                                                                    | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4345245 | PA      | $4265525.61   | 0.38%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                            | Credit Agricole SA                                                                             | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1212110.58   | 0.11%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                  | Credit Suisse Mortgage Capital Certificates 2021-NQM8                                          | CUSIP: 12659FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3738812 | PA      | $3306258.87   | 0.29%             | 2066-10-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                                            | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33460000 | PA      | $33510974.30  | 2.95%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-1                                                                    | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3128267 | PA      | $3015215.23   | 0.27%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                         | GSK Consumer Healthcare Capital US, LLC                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1884077.70   | 0.17%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                      | Foundation Finance Trust 2021-1A                                                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    681241 | PA      | $650169.82    | 0.06%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027241.92   | 0.27%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                       | Honeywell Aerospace, Inc.                                                                      | CUSIP: 43849RAD7<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1694903.74   | 0.15%             | 2029-03-16      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                           | Voya Global Funding                                                                            | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2074315.76   | 0.18%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1384082.47   | 0.12%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                    | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    840000 | PA      | $836719.69    | 0.07%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                           | Highwoods Realty, LP                                                                           | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1728670.78   | 0.15%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | Hyundai Capital America                                                                        | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1914888.15   | 0.17%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | Volkswagen Group of America Finance, LLC                                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2243510.62   | 0.20%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMAC Mortgage Corporation Loan Trust 2005-HE1                                                  | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11892 | PA      | $5397.16      | 0.00%             | 2035-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3138EKPQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36807 | PA      | $37792.57     | 0.00%             | 2043-01-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                        | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1580269.76   | 0.14%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                                            | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1261744.31   | 0.11%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                       | Westpac New Zealand, Ltd.                                                                      | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1900000 | PA      | $1918219.99   | 0.17%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 LTD                                                 | PPM CLO 2, Ltd. 2019-2A                                                                        | CUSIP: 69377PBG8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-O            | CORP              | KY        |   6250000 | PA      | $6249875.00   | 0.55%             | 2037-04-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                                          | Roc Mortgage Trust 2025-RTL1                                                                   | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2707128.00   | 0.24%             | 2040-02-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                             | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1829000 | PA      | $1890781.08   | 0.17%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                          | Cross Mortgage Trust 2026-NQM1                                                                 | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4390730 | PA      | $4354473.93   | 0.38%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                                                     | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3453617.37   | 0.30%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                            | F&G Global Funding                                                                             | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    975000 | PA      | $962513.73    | 0.08%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                          | Nevada Power Company                                                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1280199.45   | 0.11%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                               | Blackstone Secured Lending Fund                                                                | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2094873.71   | 0.18%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                        | Williams Companies, Inc.                                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1897925.64   | 0.17%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                            | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511312.88    | 0.05%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                      | OBX Trust 2026-NQM2                                                                            | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-CBDO         | CORP              | US        |   1713280 | PA      | $1703920.77   | 0.15%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | Royal Bank of Canada                                                                           | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $2036669.77   | 0.18%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                 | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484581.98   | 0.22%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                              | Skandinaviska Enskilda Banken AB                                                               | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3250000 | PA      | $3226429.15   | 0.28%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                          | Toorak Mortgage Trust 2024-RRTL1                                                               | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3096816 | PA      | $3099650.10   | 0.27%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-1A                                                       | CUSIP: 69703NAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1440351 | PA      | $1439514.07   | 0.13%             | 2032-10-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                         | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  13730764 | NS      | $13730764.00  | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                          | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1581288.96   | 0.14%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1885703.01   | 0.17%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                          | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1623431.65   | 0.14%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                         | Banque Federative du Credit Mutuel SA                                                          | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2470635.95   | 0.22%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                  | Fortitude Group Holdings, LLC                                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2560957.93   | 0.23%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO LTD | Neuberger Berman Loan Advisers LaSalle Street Lending CLO II, Ltd. 2024-2A                     | CUSIP: 64135NAN3<br>LEI: 254900IOVQ7KBVZKPZ16 | Long             | ABS-O            | CORP              | KY        |   4500000 | PA      | $4508536.50   | 0.40%             | 2038-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                                                     | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3722988.82   | 0.33%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                                | CarVal CLO III, Ltd. 2019-2A                                                                   | CUSIP: 14686WAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $5499912.00   | 0.48%             | 2032-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                           | Abbott Laboratories                                                                            | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1578105.65   | 0.14%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                            | American Honda Finance Corporation                                                             | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010815.20   | 0.18%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                          | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2721428.66   | 0.24%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                | ACHV ABS Trust 2024-2PL                                                                        | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559619 | PA      | $561447.25    | 0.05%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                    | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1724996.61   | 0.15%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                                       | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    635000 | PA      | $646239.75    | 0.06%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                        | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3573411.63   | 0.31%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                                                   | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011588.17   | 0.09%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                     | Continental Resources, Inc.                                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4795669.33   | 0.42%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                           | Centene Corporation                                                                            | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1618500.46   | 0.14%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                               | Philip Morris International, Inc.                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2094175.13   | 0.18%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2025-6                                                            | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3199705 | PA      | $3191325.38   | 0.28%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                        | Citigroup Capital XIII, 10.295%                                                                | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     54000 | NS      | $1587060.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6                                   | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2091770 | PA      | $2093037.69   | 0.18%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST                              | J.P. Morgan Alternative Loan Trust 2006-A1                                                     | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216811 | PA      | $160686.04    | 0.01%             | 2036-03-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                               | Philip Morris International, Inc.                                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633182.29    | 0.06%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                   | PNC Bank NA                                                                                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1900912.82   | 0.17%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2025-RTL1                                                              | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3400000 | PA      | $3392793.02   | 0.30%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | Royal Bank of Canada                                                                           | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3002299.02   | 0.26%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                | Amazon.com, Inc.                                                                               | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2978731.14   | 0.26%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005155.90   | 0.09%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2023-NQM3                                                                   | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2033424 | PA      | $2037676.87   | 0.18%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                | ACHV ABS Trust 2024-1PL                                                                        | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262861 | PA      | $263600.01    | 0.02%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                            | American Honda Finance Corporation                                                             | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2101697.54   | 0.19%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                              | American International Group, Inc.                                                             | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262399.33   | 0.11%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                    | Progress Residential Trust 2021-SFR6                                                           | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4043942 | PA      | $4018789.40   | 0.35%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                   | Walmart, Inc.                                                                                  | CUSIP: 931142FT5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3286302.76   | 0.29%             | 2031-04-30      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                               | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1909063.48   | 0.17%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                    | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1268211.05   | 0.11%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                           | Centene Corporation                                                                            | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1754816.80   | 0.15%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1896004.48   | 0.17%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                        | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    326000 | PA      | $312889.56    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1305912.68   | 0.12%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                  | SK Hynix, Inc.                                                                                 | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1250000 | PA      | $1260338.75   | 0.11%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET Trust 2025-RPL2                                                                           | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2699670 | PA      | $2620666.41   | 0.23%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom, Inc.                                                                                 | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2320860.33   | 0.20%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                           | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1479034.20   | 0.13%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                | EPR Properties                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3125596.38   | 0.28%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                     | TPG Operating Group II, LP                                                                     | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $2056564.43   | 0.18%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-8                                                              | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1336864 | PA      | $1193293.88   | 0.11%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001120.44   | 0.18%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                             | Hyatt Hotels Corporation                                                                       | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2875043.95   | 0.25%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                             | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1789200.32   | 0.16%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                         | Stellantis Financial Services US Corporation                                                   | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    825000 | PA      | $815121.44    | 0.07%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                     | Jabil, Inc.                                                                                    | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500036.56   | 0.13%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                         | Cousins Properties, LP                                                                         | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1777175.72   | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                  | New York Life Global Funding                                                                   | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1921550.73   | 0.17%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DENSO CORPORATION                                             | Denso Corporation                                                                              | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   2250000 | PA      | $2227593.22   | 0.20%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                             | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750614.42    | 0.07%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| STRYKER CORPORATION                                           | Stryker Corporation                                                                            | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1911821.12   | 0.17%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                    | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400990.07   | 0.12%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1244839.25   | 0.11%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                       | Honeywell Aerospace, Inc.                                                                      | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2621821.68   | 0.23%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | Volkswagen Group of America Finance, LLC                                                       | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915696.83   | 0.17%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                     | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2350000 | PA      | $2351595.89   | 0.21%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation                                                                  | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1233045.74   | 0.11%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                                                   | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1237597.99   | 0.11%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                           | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2729786.51   | 0.24%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                              | GATX Corporation                                                                               | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259637.08   | 0.11%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                      | Eagle Funding Luxco SARL                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1575000 | PA      | $1587127.50   | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                           | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2591373.60   | 0.23%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1613007.29   | 0.14%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                        | Standard Chartered plc                                                                         | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2072326.75   | 0.18%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                                      | Madison Park Funding XXIV, Ltd. 2016-24A                                                       | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      2489 | PA      | $2488.76      | 0.00%             | 2029-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3                                       | CUSIP: 617960AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5293751 | PA      | $5286579.68   | 0.47%             | 2071-03-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | Crown Castle, Inc.                                                                             | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1266229.21   | 0.11%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                  | CaixaBank SA                                                                                   | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1900000 | PA      | $1901587.66   | 0.17%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2025-1A                                                       | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2999940.00   | 0.26%             | 2033-02-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST                                        | GSAA Home Equity Trust 2004-4                                                                  | CUSIP: 36228F4K9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75720 | PA      | $140793.02    | 0.01%             | 2034-05-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                                          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1939057.19   | 0.17%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | State Street Corporation                                                                       | CUSIP: 857477DF7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492774.11   | 0.13%             | 2032-04-23      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                | Phillips 66 Company                                                                            | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1210311.07   | 0.11%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2021-NQM6                                                                           | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3401583 | PA      | $3119710.64   | 0.27%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                           | Bank of Nova Scotia                                                                            | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1998736.02   | 0.18%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                                       | CUSIP: 617948AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2613066 | PA      | $2612572.21   | 0.23%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2024-1A                                                       | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2533000 | PA      | $2564882.36   | 0.23%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                 | Universal Health Services, Inc.                                                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2576483.86   | 0.23%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| OZLM LTD                                                      | OZLM XIV, Ltd. 2015-14A                                                                        | CUSIP: 67110HCC0<br>LEI: 549300Y1XB6AVMQY8652 | Long             | ABS-O            | CORP              | KY        |   3600000 | PA      | $3610800.00   | 0.32%             | 2038-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259518.39   | 0.11%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                              | Bank of Montreal                                                                               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2251269.20   | 0.20%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1906496.46   | 0.17%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2025-INV2                                                                      | CUSIP: 62957JAF8<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |   2690863 | PA      | $2678020.36   | 0.24%             | 2060-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                              | Altria Group, Inc.                                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1978131.23   | 0.17%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                          | Cross Mortgage Trust 2026-NQM2                                                                 | CUSIP: 227924AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3794073 | PA      | $3764565.39   | 0.33%             | 2061-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND (INTL) LTD                                    | ANZ New Zealand International, Ltd./London                                                     | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   1250000 | PA      | $1238937.48   | 0.11%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                           | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1938352.36   | 0.17%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 01F050452<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2725000 | PA      | $2744740.91   | 0.24%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                      | Nippon Life Insurance Company                                                                  | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   3300000 | PA      | $3301948.25   | 0.29%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                          | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1832302.77   | 0.16%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                         | Novartis Capital Corporation                                                                   | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1348012.02   | 0.12%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION II                               | Blue Owl Capital Corporation II                                                                | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267035.14   | 0.11%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1579740.18   | 0.14%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                                              | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1918740.35   | 0.17%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                       | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $974087.00    | 0.09%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                   | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3482059.81   | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1117900.34   | 0.10%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CFST MORTGAGE TRUST                                           | CFST Mortgage Trust 2025-RTL1                                                                  | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1525000 | PA      | $1536268.68   | 0.14%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2006-A1                                                             | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113966 | PA      | $77354.09     | 0.01%             | 2036-02-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $959701.03    | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                       | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1052984.58   | 0.09%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1983620.56   | 0.17%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                             | Repsol E&P Capital Markets US, LLC                                                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    975000 | PA      | $978341.18    | 0.09%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                                                   | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033887.16   | 0.18%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                 | Discovery Global Holdings, Inc.                                                                | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1002474.74   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                  | Illumina, Inc.                                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000585.42   | 0.09%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                      | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC                      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2432115.75   | 0.21%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-85CB                                                   | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80138 | PA      | $62869.85     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                              | SoFi Consumer Loan Program Trust 2025-4                                                        | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    616560 | PA      | $616780.85    | 0.05%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                   | Imperial Brands Finance plc                                                                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1426164.62   | 0.13%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                    | Fiserv, Inc.                                                                                   | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1923757.18   | 0.17%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | Hyundai Capital America                                                                        | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2233699.10   | 0.20%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2702724.30   | 0.24%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                              | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1614677.57   | 0.14%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                      | Met Tower Global Funding                                                                       | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991346.56   | 0.18%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2026-NPL2                                                                            | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3654102 | PA      | $3627780.77   | 0.32%             | 2056-02-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                           | Georgia-Pacific, LLC                                                                           | CUSIP: 37331NAX9<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2296970.00   | 0.20%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                            | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1305729.26   | 0.12%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-8                                                            | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631924 | PA      | $633319.18    | 0.06%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                          | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2513123.90   | 0.22%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                | BNP Paribas SA                                                                                 | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1425000 | PA      | $1429136.90   | 0.13%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2019-BN17                                                                                 | CUSIP: 065403BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1847514 | PA      | $1827498.80   | 0.16%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2026-RTL1                                                              | CUSIP: 03959CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3875000 | PA      | $3880342.85   | 0.34%             | 2041-04-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                    | Citadel, LP                                                                                    | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2631712.15   | 0.23%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                             | Brown & Brown, Inc.                                                                            | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1277558.67   | 0.11%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STATE ST INST US GOV MM FUND                                  | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   3953829 | NS      | $3953828.71   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1088533.95   | 0.10%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                           | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1911333.18   | 0.17%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2025-12MPR                                                          | CUSIP: 46660LAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488809 | PA      | $487697.87    | 0.04%             | 2056-06-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK (MEMPHIS)                                  | First Horizon Bank                                                                             | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2549979.72   | 0.22%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                    | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAX3<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1419257.93   | 0.13%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738518.66    | 0.07%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                             | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494020.42    | 0.04%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                           | Abbott Laboratories                                                                            | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1741932.53   | 0.15%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2025-DSC2                                                  | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-CBDO         | CORP              | US        |   3022088 | PA      | $3008879.89   | 0.27%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC Holdings plc                                                                              | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $1936297.62   | 0.17%             | 2030-03-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                             | FedEx Freight Holding Company, Inc.                                                            | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3105786.57   | 0.27%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                              | Blue Owl Technology Finance Corporation                                                        | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3072017.41   | 0.27%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                          | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1781651.33   | 0.16%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3479235.13   | 0.31%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                                                     | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2501108.53   | 0.22%             | 2031-06-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2024-NPL1                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1833067 | PA      | $1835821.27   | 0.16%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1900702.73   | 0.17%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CORP                                     | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1917356.56   | 0.17%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM4                                                                   | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |   2473933 | PA      | $2479684.85   | 0.22%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                   | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1204292.41   | 0.11%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2556423.64   | 0.23%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                          | International Business Machines Corporation                                                    | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2573071.41   | 0.23%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                         | McDonald's Corporation                                                                         | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1911180.02   | 0.17%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | State Street Corporation                                                                       | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2272814.96   | 0.20%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1280589.59   | 0.11%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK (THE)                                | Huntington Bank Auto Credit-Linked Notes 2024-2                                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343710 | PA      | $346152.92    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                           | Affirm Master Trust 2025-1A                                                                    | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4526744.85   | 0.40%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                           | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $841185.99    | 0.07%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2572366.73   | 0.23%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-1                                                                    | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1367655 | PA      | $1365031.44   | 0.12%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                          | TRK Trust 2021-INV2                                                                            | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3565133 | PA      | $3240349.26   | 0.29%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1752759.82   | 0.15%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                   | Blue Owl Credit Income Corporation                                                             | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1905587.90   | 0.17%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $796937.50    | 0.07%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986723.44   | 0.18%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD                                              | Marathon CLO, Ltd. 2021-16A                                                                    | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |   3750000 | PA      | $3749910.00   | 0.33%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385XS0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99640.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)              | Commonwealth Bank of Australia/New York, NY                                                    | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $743558.90    | 0.07%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                        | Standard Chartered plc                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1623994.96   | 0.14%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                    | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397862.34    | 0.04%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP                      | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2652944.95   | 0.23%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                              | AGCO Corporation                                                                               | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1913635.22   | 0.17%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1870681.61   | 0.16%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                    | American Tower Corporation                                                                     | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2086770.48   | 0.18%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                        | Citadel Securities Global Holdings, LLC                                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    635000 | PA      | $645661.99    | 0.06%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                          | Shell Finance US, Inc.                                                                         | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1729856.33   | 0.15%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD                                                | Annisa CLO, Ltd. 2016-2A                                                                       | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1064868 | PA      | $1065047.40   | 0.09%             | 2031-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                    | Progress Residential Trust 2021-SFR7                                                           | CUSIP: 74333PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3512944.88   | 0.31%             | 2040-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    950000 | PA      | $960992.22    | 0.08%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                  | New York Life Global Funding                                                                   | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2545561.10   | 0.22%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1916643.47   | 0.17%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1550000 | PA      | $1566772.88   | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC Holdings plc                                                                              | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $2168135.12   | 0.19%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                          | FirstKey Homes Trust 2021-SFR1                                                                 | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $446014.62    | 0.04%             | 2038-08-17      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                        | Morgan Stanley Bank NA                                                                         | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1917658.11   | 0.17%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                           | Banc of America Funding Trust 2004-D                                                           | CUSIP: 05946XND1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65458 | PA      | $66587.96     | 0.01%             | 2035-01-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VBA9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997156.23    | 0.09%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999086.20   | 0.18%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2022-CHM1                                                                            | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3562544 | PA      | $3502115.78   | 0.31%             | 2056-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385ZR0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99171.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                          | Glencore Funding, LLC                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1551125.43   | 0.14%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                             | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1294958.38   | 0.11%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-9INV                                                              | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1853267 | PA      | $1678611.79   | 0.15%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                     | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2099101.41   | 0.19%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS Group AG                                                                                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $2245331.42   | 0.20%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                        | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2100559.66   | 0.19%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5582                                            | CUSIP: 3137HN6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1517773 | PA      | $1505927.91   | 0.13%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                              | Carlyle Global Market Strategies CLO, Ltd. 2015-5A                                             | CUSIP: 14312JBQ4<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-O            | CORP              | KY        |   3900000 | PA      | $3896653.80   | 0.34%             | 2032-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                            | Credit Agricole SA                                                                             | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2000941.62   | 0.18%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| HELMERICH AND PAYNE INC                                       | Helmerich & Payne, Inc.                                                                        | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2703596.16   | 0.24%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2024-BPL2                                                                      | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2509847.75   | 0.22%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                                                   | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1268852.49   | 0.11%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK (TENNESSEE)                                     | Pinnacle Bank/Nashville, TN                                                                    | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3178510.27   | 0.28%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                 | BAT International Finance plc                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1969535.57   | 0.17%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $743906.45    | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PENDING                                                       | Builder Circle Mortgage Trust 2026-RTL1                                                        | CUSIP: 12009GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3249950.93   | 0.29%             | 2031-05-25      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| BANCO SANTANDER SA                                            | Banco Santander SA                                                                             | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2019810.60   | 0.18%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1263002.33   | 0.11%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2020-NQM1                                                  | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183272 | PA      | $174382.69    | 0.02%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                      | Mars, Inc.                                                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508915.10   | 0.13%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1709272.74   | 0.15%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                    | Air Canada                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   3125000 | PA      | $3116358.44   | 0.27%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                   | Citibank NA                                                                                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2157362.31   | 0.19%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                            | Atlas Warehouse Lending Company, LP                                                            | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2641148.22   | 0.23%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                    | Sprint Capital Corporation                                                                     | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4994186.16   | 0.44%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                            | Conagra Brands, Inc.                                                                           | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2755217.60   | 0.24%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1930284.29   | 0.17%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                             | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1324235.30   | 0.12%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116765.03   | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                           | Bank of Nova Scotia                                                                            | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1950000 | PA      | $1939318.39   | 0.17%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                  | SNF Group SACA                                                                                 | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1012158.67   | 0.09%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                  | DNB Bank ASA                                                                                   | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2000000 | PA      | $1997140.82   | 0.18%             | 2032-03-30      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                                          | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $993519.20    | 0.09%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                                            | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4457900 | PA      | $4455984.48   | 0.39%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-49CB                                                   | CUSIP: 12668AMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83219 | PA      | $51299.83     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                            | Credit Agricole SA                                                                             | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1324118.74   | 0.12%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                              | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1728848.75   | 0.15%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer