# EDGAR Filing Document

**Accession Number:** 0001995745
**File Stem:** 0001410368-26-052974
**Filing Date:** 2026-5
**Character Count:** 249960
**Document Hash:** d5ab51bcd195e3d8989707dc469b4231
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052974.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052974

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Venerable Variable Insurance Trust
- **CENTRAL INDEX KEY:** 0001995745

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23910
- **FILM NUMBER:** 261023742

**BUSINESS ADDRESS:**
- **STREET 1:** 1475 DUNWOODY DRIVE
- **STREET 2:** SUITE 200
- **CITY:** WEST CHESTER
- **STATE:** PA
- **ZIP:** 19380
- **BUSINESS PHONE:** (800) 366-0066

**MAIL ADDRESS:**
- **STREET 1:** 1475 DUNWOODY DRIVE
- **STREET 2:** SUITE 200
- **CITY:** WEST CHESTER
- **STATE:** PA
- **ZIP:** 19380

## Series and Classes Contracts Data

### Venerable Strategic Bond Fund (Series ID: S000083586)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000247364 | Class V      | VVBVX           |
| C000247365 | Class I      | VVBIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Venerable Variable Insurance Trust

- **b. Investment Company Act file number:** 811-23910

- **c. CIK number of Registrant:** 0001995745

- **d. LEI of Registrant:** 254900O8TIU1JLAFMB08

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

  - **Street Address 1:** 1475 Dunwoody Drive

  - **City:** West Chester

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19380

  - **Telephone number:** 800-366-0066

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

- **a. Name of Series:** Venerable Strategic Bond Fund

- **b. EDGAR series identifier (if any):** S000083586

- **c. LEI of Series:** 254900S4P6I6HPX17E53

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3145856625.13

**Total Liabilities:** $1417213578.36

**Net Assets:** $1728643046.77

**Delayed Delivery Securities:** $3030000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -990.72000000 | **1-Year:** -52612.52000000 | **5-Year:** -179116.98000000 | **10-Year:** -311349.46000000 | **30-Year:** -350986.65000000

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

- **3-Month:** -31.13000000 | **1-Year:** -286.38000000 | **5-Year:** -1463.15000000 | **10-Year:** -3914.60000000 | **30-Year:** -12768.80000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000247364 | 0.22%                | 1.61%                | -1.80%               |
| Class ID C000247365 | 0.14%                | 1.72%                | -1.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $881999.00               | $-2637466.14                               |
| Month 2  | $92496.26                | $23134231.55                               |
| Month 3  | $-1335976.79             | $-36827971.76                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Aggregate Bond Index

- **Index Identifier:** BM0838

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL CLO Ltd.                                                            | AGL CLO 33 Ltd                                                                  | CUSIP: 00121DAA3<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |   1630000 | PA      | $1630158.11   | 0.09%             | 2037-07-21      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    910000 | PA      | $878330.31    | 0.05%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $1663751.31   | 0.10%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1886617.49   | 0.11%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                        | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888048.36    | 0.05%             | 2036-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                  | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2350000 | PA      | $2323188.80   | 0.13%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5140623.68   | 0.30%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                      | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $990162.56    | 0.06%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                      | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337864.32    | 0.02%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2820000 | PA      | $2787333.49   | 0.16%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2100000 | PA      | $2022212.58   | 0.12%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1680000 | PA      | $1527266.36   | 0.09%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    485000 | PA      | $478438.92    | 0.03%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                              | Airbnb Inc                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    790000 | PA      | $788577.86    | 0.05%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                              | Airbnb Inc                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399657.06    | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2400000 | PA      | $2189365.30   | 0.13%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                    | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2289701.00   | 0.13%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                                 | Alexander Funding Trust II                                                      | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1110720.84   | 0.06%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F012445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7197032.00   | 0.42%             | 2041-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11500000 | PA      | $10577378.00  | 0.61%             | 2041-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4200000 | PA      | $3380252.40   | 0.20%             | 2056-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3777812.00   | 0.22%             | 2041-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39060000 | PA      | $32852037.96  | 1.90%             | 2056-04-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24080000 | PA      | $22066261.84  | 1.28%             | 2056-04-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $19829187.00  | 1.15%             | 2056-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040636<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -21000000 | PA      | $-19829187.00 | -1.15%            | 2056-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $19807284.00  | 1.15%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $496471.00    | 0.03%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  49430000 | PA      | $47663371.80  | 2.76%             | 2056-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -10500000 | PA      | $-10124730.00 | -0.59%            | 2056-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5036650.00   | 0.29%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -7060000 | PA      | $-6960312.80  | -0.40%            | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  36360000 | PA      | $36522529.20  | 2.11%             | 2056-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -21000000 | PA      | $-21093870.00 | -1.22%            | 2056-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28800000 | PA      | $29345184.00  | 1.70%             | 2056-04-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  78000000 | PA      | $80685540.00  | 4.67%             | 2056-04-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    860000 | PA      | $855936.35    | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    815000 | PA      | $807117.49    | 0.05%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1193773.20   | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169584.45    | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1431227.85   | 0.08%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2478436.90   | 0.14%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    835000 | PA      | $827880.14    | 0.05%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    880000 | PA      | $906182.79    | 0.05%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1115000 | PA      | $1124530.46   | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    690000 | PA      | $677653.19    | 0.04%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1927632.85   | 0.11%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1846820.43   | 0.11%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1742179.43   | 0.10%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                           | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2073750.19   | 0.12%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2022-3                                                 | CUSIP: 03464TAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   3373874 | PA      | $3342265.55   | 0.19%             | 2067-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2022-3                                                 | CUSIP: 03464TAC3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1056569 | PA      | $990100.72    | 0.06%             | 2067-01-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                  | Anglo American Capital PLC                                                      | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1405000 | PA      | $1382936.43   | 0.08%             | 2033-03-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2025-HB1                                               | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |    827205 | PA      | $832160.25    | 0.05%             | 2055-02-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| APTARGROUP INC                                                          | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1151434.46   | 0.07%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                          | ARES1 2024-IND2                                                                 | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4994068.25   | 0.29%             | 2034-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                 | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909737.35    | 0.05%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                  | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2180653.05   | 0.13%             | 2030-04-10      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2102000 | PA      | $2154460.77   | 0.12%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2110000 | PA      | $2096591.18   | 0.12%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | Barclays Commercial Mortgage Trust 2019-C5                                      | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2172000 | PA      | $1963583.07   | 0.11%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4569411.80   | 0.26%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                         | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2296312.00   | 0.13%             | 2029-03-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                         | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   3415000 | PA      | $3497518.25   | 0.20%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1154967.91   | 0.07%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2023-C19                                                   | CUSIP: 05553RAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37154044 | PA      | $1109835.88   | 0.06%             | 2056-04-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2026-5C40                                                  | CUSIP: 05557AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  54339679 | PA      | $2800464.93   | 0.16%             | 2059-02-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2026-5C40                                                  | CUSIP: 05557AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3162000 | PA      | $3223288.26   | 0.19%             | 2059-02-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX 2021-LBA3 Mortgage Trust                                                     | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4987672.40   | 0.29%             | 2036-10-15      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157000 | PA      | $1152510.42   | 0.07%             | 2044-12-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-ARIA                                                              | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151000 | PA      | $1150795.99   | 0.07%             | 2042-12-13      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2787533.78   | 0.16%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7710000 | PA      | $7574533.60   | 0.44%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2429600.15   | 0.14%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $5736102.05   | 0.33%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4377899.65   | 0.25%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                     | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1960000 | PA      | $1875750.24   | 0.11%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 2025-5YR15                                                                | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7366036 | PA      | $337430.37    | 0.02%             | 2058-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 2026-5YR20                                                                | CUSIP: 06650JAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2613000 | PA      | $2637824.15   | 0.15%             | 2059-02-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1430000 | PA      | $1409590.88   | 0.08%             | 2031-01-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2065000 | PA      | $2100119.66   | 0.12%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                   | Basswood Park CLO Ltd                                                           | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1946585.55   | 0.11%             | 2034-04-20      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                                                       | Battalion CLO X Ltd                                                             | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   3693256 | PA      | $3691409.87   | 0.21%             | 2035-01-24      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2025-5C33                                                  | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32758773 | PA      | $912615.86    | 0.05%             | 2058-03-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2024-5C31                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22751807 | PA      | $774192.81    | 0.04%             | 2057-12-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375649 | PA      | $1316303.23   | 0.08%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3576526 | PA      | $3480608.26   | 0.20%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2025-V15 Mortgage Trust                                               | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35325205 | PA      | $1465017.52   | 0.08%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2025-V18 Mortgage Trust                                               | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16224047 | PA      | $805803.47    | 0.05%             | 2058-10-15      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2026-V21 Mortgage Trust                                               | CUSIP: 08164HBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3209000 | PA      | $3259470.19   | 0.19%             | 2031-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2026-V21 Mortgage Trust                                               | CUSIP: 08164HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16016000 | PA      | $1009749.54   | 0.06%             | 2030-11-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2024-V12 Mortgage Trust                                               | CUSIP: 081915AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26575605 | PA      | $725503.91    | 0.04%             | 2057-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO 8 Ltd                                                           | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3001200.00   | 0.17%             | 2037-04-20      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                                   | Black Diamond CLO 2024-1 Ltd                                                    | CUSIP: 09204UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5003465.00   | 0.29%             | 2037-10-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO XXXI Ltd                                                       | CUSIP: 09631BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5092130.70   | 0.29%             | 2034-04-19      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27853767 | PA      | $954506.83    | 0.06%             | 2057-12-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1979317.55   | 0.11%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1176065.16   | 0.07%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5505000 | PA      | $4426107.36   | 0.26%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    810000 | PA      | $724183.30    | 0.04%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1210079.66   | 0.07%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1754521.56   | 0.10%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2023-NQM8                                       | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   2384676 | PA      | $2392917.75   | 0.14%             | 2063-10-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2025-HE1                                        | CUSIP: 10568VAA2<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-O            | CORP              | US        |   2007682 | PA      | $2005695.34   | 0.12%             | 2072-09-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2023-NQM6                                       | CUSIP: 10569DAA1<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1475147 | PA      | $1478271.33   | 0.09%             | 2063-09-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2023-NQM4                                       | CUSIP: 10569YAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4379457 | PA      | $4377603.03   | 0.25%             | 2063-05-25      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2024-NQM5                                       | CUSIP: 105925AA9<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-MBS          | CORP              | US        |   4541392 | PA      | $4562658.73   | 0.26%             | 2064-06-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1193781.26   | 0.07%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    950000 | PA      | $935476.04    | 0.05%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2803830.61   | 0.16%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4506057.70   | 0.26%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                    | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    845000 | PA      | $834742.00    | 0.05%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                    | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124188.16    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                       | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1881529.96   | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                       | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    673000 | PA      | $672439.16    | 0.04%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $979615.59    | 0.06%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2026-CSMO                                          | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2691000 | PA      | $2688225.82   | 0.16%             | 2043-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Colony American Finance Ltd                                             | CAFL 2025-RRTL1 Issuer LP                                                       | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $642054.59    | 0.04%             | 2040-05-28      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                        | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    790000 | PA      | $764426.35    | 0.04%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2015-CCRE22 Mortgage Trust                                                 | CUSIP: 12592XBG0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1568000 | PA      | $1513621.72   | 0.09%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2014-CR14 Mortgage Trust                                                   | CUSIP: 12630DBB9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1404844 | PA      | $1377798.31   | 0.08%             | 2047-02-10      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1433942.77   | 0.08%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1544789.15   | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2358132.76   | 0.14%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2616167.30   | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2059128.55   | 0.12%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    680000 | PA      | $593997.13    | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    970000 | PA      | $841092.28    | 0.05%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2024-2 Mortgage Loan Trust                                                 | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   4162191 | PA      | $4187581.54   | 0.24%             | 2069-04-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                          | CSTL Commercial Mortgage Trust 2025-GATE2                                       | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2522000 | PA      | $2478599.78   | 0.14%             | 2042-11-10      | Variable      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                            | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2250000 | PA      | $2310968.30   | 0.13%             | 2030-03-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                            | CaixaBank SA                                                                    | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3002615.10   | 0.17%             | 2029-07-03      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1872772.52   | 0.11%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | CALIFORNIA ST                                                                   | CUSIP: 13063ESC1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2435000 | PA      | $2426194.80   | 0.14%             | 2032-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2264202.02   | 0.13%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1232129.14   | 0.07%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                        | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850235.39    | 0.05%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1608041 | PA      | $1611129.31   | 0.09%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5345000 | PA      | $5218693.43   | 0.30%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1840000 | PA      | $1854032.72   | 0.11%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2500000 | PA      | $2500476.25   | 0.14%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carval CLO LTD                                                          | CarVal CLO VII-C Ltd                                                            | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | JE        |   1920000 | PA      | $1921008.00   | 0.11%             | 2037-07-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1808609.24   | 0.10%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $460555.86    | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $891544.24    | 0.05%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $309277.88    | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3316525.91   | 0.19%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1053176.74   | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $807742.76    | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $782363.74    | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1260691.11   | 0.07%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $810418.95    | 0.05%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1296931.38   | 0.08%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                  | Chase Auto Owner Trust 2024-3                                                   | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790073 | PA      | $1804864.96   | 0.10%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust 2025-7                                        | CUSIP: 16160AAZ2<br>LEI: 529900D1PFVOAYCPMB10 | Long             | ABS-MBS          | CORP              | US        |    677646 | PA      | $679114.84    | 0.04%             | 2056-05-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust 2025-10                                       | CUSIP: 16160BBD8<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |    752424 | PA      | $753237.94    | 0.04%             | 2056-07-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust 2025-3                                        | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |   1161678 | PA      | $1158956.05   | 0.07%             | 2056-02-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470444.19    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1684683.78   | 0.10%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                     | Cheniere Energy Inc                                                             | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281853.80    | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726147.95    | 0.04%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $299171.93    | 0.02%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2512037.31   | 0.15%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4654677.21   | 0.27%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $5718212.59   | 0.33%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3713440.98   | 0.21%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $3315433.76   | 0.19%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                       | Citigroup Mortgage Loan Trust 2025-4                                            | CUSIP: 17332NAX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   2169234 | PA      | $2173138.42   | 0.13%             | 2055-10-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1741396.74   | 0.10%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2015-LC19 Mortgage Trust                                                   | CUSIP: 200474BH6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    535655 | PA      | $514403.83    | 0.03%             | 2048-02-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                      | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3127000 | PA      | $3116746.88   | 0.18%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                      | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058000 | PA      | $1036494.64   | 0.06%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2345274 | PA      | $2338861.59   | 0.14%             | 2046-02-25      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754EAB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4086842.08   | 0.24%             | 2043-07-25      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1734894 | PA      | $1731929.58   | 0.10%             | 2045-02-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755BAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3510309 | PA      | $3492142.26   | 0.20%             | 2046-01-25      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755BAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3983463 | PA      | $3977518.87   | 0.23%             | 2046-01-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1316228 | PA      | $1312872.44   | 0.08%             | 2045-01-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    844598 | PA      | $843298.52    | 0.05%             | 2045-01-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    933751 | PA      | $932874.15    | 0.05%             | 2045-05-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2046764 | PA      | $2044954.68   | 0.12%             | 2045-05-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2297735.62   | 0.13%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                | Constellation Energy Generation LLC                                             | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    765000 | PA      | $755920.32    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969276.78   | 0.11%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3200000 | PA      | $2638902.40   | 0.15%             | 2056-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13010000 | PA      | $11183981.45  | 0.65%             | 2056-04-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8140000 | PA      | $7618242.28   | 0.44%             | 2056-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14000000 | PA      | $13856052.00  | 0.80%             | 2056-04-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $10059300.00  | 0.58%             | 2056-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1000000 | PA      | $-1016460.00  | -0.06%            | 2056-04-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $4155760.00   | 0.24%             | 2055-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    780000 | PA      | $766996.40    | 0.04%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4170000 | PA      | $3820746.11   | 0.22%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2024-H1 Mortgage Trust                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955756 | PA      | $959664.40    | 0.06%             | 2068-12-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2300000 | PA      | $2311397.74   | 0.13%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                         | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    296000 | PA      | $291905.64    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                         | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2186458.00   | 0.13%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                         | DTE Electric Co                                                                 | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1015638.30   | 0.06%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                   | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2291797.12   | 0.13%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                   | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2158594.22   | 0.12%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1214970.39   | 0.07%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 86 CLO Ltd                                                               | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2250000.00   | 0.13%             | 2034-07-17      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 75 CLO Ltd                                                               | CUSIP: 26252JBC1<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   9300000 | PA      | $9291527.70   | 0.54%             | 2034-04-14      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                        | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984847.34    | 0.06%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                    | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    900000 | PA      | $920503.25    | 0.05%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                 | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $839218.01    | 0.05%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                 | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    845000 | PA      | $832062.65    | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | EFMT 2025-NQM4                                                                  | CUSIP: 26846RAD5<br>LEI: 254900CD2QA4YMZIVN66 | Long             | ABS-MBS          | CORP              | US        |   1900522 | PA      | $1897947.47   | 0.11%             | 2070-09-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| EATON CORP                                                              | Eaton Corp                                                                      | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987306.78    | 0.06%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                      | Elmwood CLO I Ltd                                                               | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5180000 | PA      | $5169655.54   | 0.30%             | 2037-04-20      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                                                      | Elmwood CLO 16 Ltd                                                              | CUSIP: 29002UAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1525000 | PA      | $1522401.40   | 0.09%             | 2037-04-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                        | Empower CLO 2024-1 Ltd                                                          | CUSIP: 29244RAA3<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750841.75   | 0.10%             | 2037-04-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3662463.56   | 0.21%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                    | ENEL Finance International NV                                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2115000 | PA      | $2078990.64   | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917000.25    | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1933484.96   | 0.11%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1667117.22   | 0.10%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                 | Entergy Mississippi LLC                                                         | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1136508.69   | 0.07%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                 | Essential Utilities Inc                                                         | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1192986.17   | 0.07%             | 2036-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630750 | PA      | $644311.56    | 0.04%             | 2029-05-25      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133B0W25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16201138 | PA      | $13880548.60  | 0.80%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BRK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6241823 | PA      | $6293079.36   | 0.36%             | 2054-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BSFL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6450699 | PA      | $6499701.77   | 0.38%             | 2054-06-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3523682 | PA      | $3534026.57   | 0.20%             | 2054-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BUCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5035392 | PA      | $5077075.80   | 0.29%             | 2055-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2568760 | PA      | $2591349.15   | 0.15%             | 2053-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BV4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3580267 | PA      | $3610766.73   | 0.21%             | 2054-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BVJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3444868 | PA      | $3449095.01   | 0.20%             | 2055-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HD7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2553792 | PA      | $2566334.21   | 0.15%             | 2054-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2093450 | PA      | $2109019.80   | 0.12%             | 2054-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HFPC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10249871 | PA      | $10286749.98  | 0.60%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HJMR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5424658 | PA      | $5463988.18   | 0.32%             | 2055-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5367178 | PA      | $5413236.97   | 0.31%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140APBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16812826 | PA      | $17189427.19  | 0.99%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QG4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12978409 | PA      | $10549044.74  | 0.61%             | 2046-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QMN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12394342 | PA      | $10502648.24  | 0.61%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QQN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4910823 | PA      | $4997031.59   | 0.29%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XPZP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34145212 | PA      | $30651910.55  | 1.77%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XQ3W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4680207 | PA      | $4540867.65   | 0.26%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19096463 | PA      | $16702794.66  | 0.97%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                         | Fannie Mae Interest Strip                                                       | CUSIP: 31424U8E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8777797 | PA      | $2006332.10   | 0.12%             | 2053-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 31427N4V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46614296 | PA      | $37791081.11  | 2.19%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-HE3                                                            | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1077163 | PA      | $1080776.91   | 0.06%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-HE4                                                            | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3255707 | PA      | $3257219.62   | 0.19%             | 2055-07-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    930000 | PA      | $929108.61    | 0.05%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969412.84   | 0.11%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4961231.40   | 0.29%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    820000 | PA      | $699733.25    | 0.04%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                                     | 522 Funding CLO 2020-6 Ltd                                                      | CUSIP: 33835AAY5<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   5490000 | PA      | $5485328.01   | 0.32%             | 2034-10-23      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                              | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1825552.22   | 0.11%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2021-REV2                                          | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1870000 | PA      | $1841255.44   | 0.11%             | 2034-05-15      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2022-REV1                                          | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $1062310.40   | 0.06%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3560000 | PA      | $3614422.22   | 0.21%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1390731.61   | 0.08%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2788988.51   | 0.16%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4558177.89   | 0.26%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1864063.28   | 0.11%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1170514.82   | 0.07%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $941267.28    | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    630000 | PA      | $643814.55    | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    955000 | PA      | $983017.56    | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    582283 | PA      | $581501.75    | 0.03%             | 2041-11-25      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2024-DNA3                                         | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    476019 | PA      | $475923.73    | 0.03%             | 2044-10-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2025-DNA2                                         | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |   1229375 | PA      | $1229374.57   | 0.07%             | 2045-05-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Stacr Remic Trust 2025-Dna3                                         | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1839492 | PA      | $1836165.77   | 0.11%             | 2045-09-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2025-DNA4                                         | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |   1051264 | PA      | $1048422.04   | 0.06%             | 2045-10-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Structured Agency Credit Risk 2026-DNA1                                         | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2701945 | PA      | $2692882.38   | 0.16%             | 2046-02-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| County of Fresno CA                                                     | FRESNO CNTY CA PENSN OBLG                                                       | CUSIP: 358266CK8<br>LEI: 549300JJ6NWR5CVGI705 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $867685.79    | 0.05%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14723565 | PA      | $12149074.69  | 0.70%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179X2F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10269818 | PA      | $9195367.17   | 0.53%             | 2053-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10571986 | PA      | $9866443.26   | 0.57%             | 2053-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3678660 | PA      | $3562313.32   | 0.21%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5642175 | PA      | $5455721.76   | 0.32%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3622ACNC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4636933 | PA      | $4774893.67   | 0.28%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3622ACYM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8327559 | PA      | $8593980.07   | 0.50%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3622ADDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8993257 | PA      | $7646384.51   | 0.44%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                   | Haleon US Capital LLC                                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972505.21    | 0.06%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                   | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1883766.70   | 0.11%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust                                | GM Financial Revolving Receivables Trust 2024-1                                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5693000 | PA      | $5800059.43   | 0.34%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511786.30    | 0.03%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890943.27    | 0.05%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    945000 | PA      | $937412.10    | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603808.30    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                     | Georgia-Pacific LLC                                                             | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2133410.89   | 0.12%             | 2032-06-30      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Georgia Higher Education Facilities Authority                           | GEORGIA ST HGR EDU FACS AUTH REVENUE                                            | CUSIP: 373511KQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $421385.05    | 0.02%             | 2040-01-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2788146.26   | 0.16%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1336036.10   | 0.08%             | 2031-09-23      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | Glencore Funding LLC                                                            | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1406380.92   | 0.08%             | 2036-04-01      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    610000 | PA      | $657635.63    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6558322.57   | 0.38%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $6723026.64   | 0.39%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1049862.42   | 0.06%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1120674.29   | 0.06%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    710000 | PA      | $695183.06    | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $358160.28    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2179772 | PA      | $2195715.15   | 0.13%             | 2054-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38384WEK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4064845 | PA      | $4084900.88   | 0.24%             | 2054-09-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                         | HOMES 2024-NQM1 Trust                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    978128 | PA      | $983299.08    | 0.06%             | 2069-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1899118.52   | 0.11%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1007116.11   | 0.06%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                                            | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3430000 | PA      | $3495775.40   | 0.20%             | 2054-03-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                 | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    665000 | PA      | $657006.12    | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                 | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1319508.48   | 0.08%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                 | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    755000 | PA      | $746467.88    | 0.04%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                 | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $505567.33    | 0.03%             | 2066-03-16      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                    | Howmet Aerospace Inc                                                            | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    635000 | PA      | $627207.78    | 0.04%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                    | Howmet Aerospace Inc                                                            | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    755000 | PA      | $733644.79    | 0.04%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3806693.04   | 0.22%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427635.61    | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                         | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1833094.22   | 0.11%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                         | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3556019.67   | 0.21%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167752.81    | 0.01%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-C                                           | CUSIP: 44935JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7573000 | PA      | $7572488.37   | 0.44%             | 2028-07-17      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7058000 | PA      | $7072799.57   | 0.41%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                | Icon Investments Six DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    601000 | PA      | $612564.26    | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                                     | CUSIP: 452153PY9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1630611.60   | 0.09%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2787896.15   | 0.16%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    630000 | PA      | $634858.63    | 0.04%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                   | CUSIP: 46590RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1716961.02   | 0.10%             | 2049-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                   | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1008000 | PA      | $944186.74    | 0.05%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2398941.20   | 0.14%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   5627583 | PA      | $5642418.18   | 0.33%             | 2055-06-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                              | JPMBB Commercial Mortgage Securities Trust 2014-C23                             | CUSIP: 46643ABK8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1521418 | PA      | $1499219.17   | 0.09%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4004795.52   | 0.23%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2494592.86   | 0.14%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5158594.82   | 0.30%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    730000 | PA      | $739748.78    | 0.04%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust Series 2024-CES1                                       | CUSIP: 46658CAA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    646248 | PA      | $649031.20    | 0.04%             | 2054-06-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3340000 | PA      | $3465472.24   | 0.20%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                 | Jefferies Financial Group Inc                                                   | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2628382.92   | 0.15%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $916152.56    | 0.05%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                               | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    283000 | PA      | $240032.29    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                              | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3412891.39   | 0.20%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1937990.60   | 0.11%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    645000 | PA      | $698453.90    | 0.04%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    645000 | PA      | $569939.22    | 0.03%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                               | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987825.38    | 0.06%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 39 Ltd/Jersey                                                               | CUSIP: 50204NBC1<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |    650000 | PA      | $649169.95    | 0.04%             | 2034-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | Lhome Mortgage Trust 2025-Rtl2                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |   1024000 | PA      | $1027234.41   | 0.06%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2859323.70   | 0.17%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272123.33    | 0.02%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    890000 | PA      | $914842.01    | 0.05%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2024-FL16                                                                   | CUSIP: 55287EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4220000 | PA      | $4234018.42   | 0.24%             | 2039-11-18      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $855085.99    | 0.05%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1855291.18   | 0.11%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1916431.52   | 0.11%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3129951.25   | 0.18%             | 2030-09-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2280473.51   | 0.13%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    945000 | PA      | $989625.59    | 0.06%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding L Ltd                                                      | CUSIP: 55821FAJ6<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1347004.35   | 0.08%             | 2034-04-19      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                       | Magnetite XVII Ltd                                                              | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $870187.05    | 0.05%             | 2037-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                        | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    530000 | PA      | $505849.44    | 0.03%             | 2030-04-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    660000 | PA      | $466064.00    | 0.03%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278232.00    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1634732.22   | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1026310.76   | 0.06%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1959374.39   | 0.11%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    490000 | PA      | $480923.36    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                   | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1066604.08   | 0.06%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                    | Mercedes-Benz Auto Receivables Trust 2023-1                                     | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5848000 | PA      | $5856958.90   | 0.34%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                          | Merck & Co Inc                                                                  | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546156.98    | 0.03%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                          | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    890000 | PA      | $873478.89    | 0.05%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $895287.49    | 0.05%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5758754.06   | 0.33%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1283417.54   | 0.07%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1357231.71   | 0.08%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    274000 | PA      | $280833.10    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    905000 | PA      | $913245.55    | 0.05%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1514683.12   | 0.09%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1055414.67   | 0.06%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1047498.48   | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1057787.00   | 0.06%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                     | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1300136 | PA      | $1190327.08   | 0.07%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                     | CUSIP: 61779RBV2<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |  32191000 | PA      | $1613545.23   | 0.09%             | 2058-11-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2024-INV2                        | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2031616 | PA      | $2060931.89   | 0.12%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    397000 | PA      | $357625.17    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1761101.71   | 0.10%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    452000 | PA      | $455102.91    | 0.03%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4606783.55   | 0.27%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2360032.06   | 0.14%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman Loan Advisers Clo 51 Ltd                                       | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   1800000 | PA      | $1799487.00   | 0.10%             | 2036-10-23      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman Loan Advisers Clo 51 Ltd                                       | CUSIP: 64135BAY5<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   1775000 | PA      | $1773347.48   | 0.10%             | 2036-10-23      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                          | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    360000 | PA      | $395896.81    | 0.02%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                      | CUSIP: 64972JA57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1296633.83   | 0.08%             | 2036-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4557360.18   | 0.26%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1307728.68   | 0.08%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                                       | NJ Trust 2023-GSP                                                               | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5171496.50   | 0.30%             | 2029-01-06      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2347342.35   | 0.14%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                                  | Northwoods Capital 25 Ltd                                                       | CUSIP: 668468AN1<br>LEI: 254900UXEMW3RG9T8D39 | Long             | ABS-CBDO         | CORP              | KY        |   5630000 | PA      | $5598860.47   | 0.32%             | 2034-07-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3919446.23   | 0.23%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                           | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    945000 | PA      | $941059.24    | 0.05%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                           | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1162122.07   | 0.07%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                           | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628988.37    | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2024-NQM3 Trust                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   2076211 | PA      | $2087295.35   | 0.12%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2024-NQM8 Trust                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   3789671 | PA      | $3823668.36   | 0.22%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2024-NQM13 Trust                                                            | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   2075136 | PA      | $2072754.40   | 0.12%             | 2064-06-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-J2 Trust                                                               | CUSIP: 67122EAU5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    942031 | PA      | $943743.73    | 0.05%             | 2055-09-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                         | Oaktree CLO 2024-25 Ltd                                                         | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4799860.80   | 0.28%             | 2037-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2023-NQM4 Trust                                                             | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    930712 | PA      | $928821.85    | 0.05%             | 2063-03-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    690000 | PA      | $783996.13    | 0.05%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3474254.52   | 0.20%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                                        | Ocean Trails Clo X                                                              | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248468.75   | 0.07%             | 2034-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                                    | Octagon Investment Partners 49 Ltd                                              | CUSIP: 67578FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1980000 | PA      | $1966815.18   | 0.11%             | 2037-04-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                | OHA Credit Funding 18 Ltd                                                       | CUSIP: 67706JAA2<br>LEI: 254900NGFKJYUCJCAJ59 | Long             | ABS-CBDO         | CORP              | BM        |   2050000 | PA      | $2050887.65   | 0.12%             | 2037-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                                   | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388000 | PA      | $1282480.45   | 0.07%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Avenue of Americas                                                      | 1301 Trust 2025-AOA                                                             | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2317000 | PA      | $2315188.80   | 0.13%             | 2042-08-11      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905252.18    | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    870000 | PA      | $905025.25    | 0.05%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349179.21    | 0.02%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                                             | Onity Loan Investment Trust 2025-HB1                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896906 | PA      | $879098.85    | 0.05%             | 2038-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                          | ONNI Commerical Mortgage Trust 2024-APT                                         | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4460000 | PA      | $4504903.19   | 0.26%             | 2039-07-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708715.07    | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $425447.50    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1074548.16   | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1422495.19   | 0.08%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1869952.23   | 0.11%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    640000 | PA      | $592806.73    | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| City of Orange CA                                                       | ORANGE CALIF PENSION OBLIG                                                      | CUSIP: 684100AN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $760088.21    | 0.04%             | 2034-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1537313.48   | 0.09%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503916.71    | 0.03%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                             | PRKCM 2024-AFC1 Trust                                                           | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1932058 | PA      | $1942487.30   | 0.11%             | 2059-03-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937954.96   | 0.11%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896949.80    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1122234.17   | 0.06%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $857498.46    | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2662610.24   | 0.15%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                             | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2589044.23   | 0.15%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                      | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1272618.45   | 0.07%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                   | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5027646.23   | 0.29%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | PHILADELPHIA PA REDEV AUTH                                                      | CUSIP: 717868KT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1975000 | PA      | $1968507.17   | 0.11%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157028.84    | 0.01%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    810000 | PA      | $822192.12    | 0.05%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183908.96    | 0.01%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1110776.60   | 0.06%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3627486.36   | 0.21%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    335000 | PA      | $304116.20    | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Pomona CA                                                       | POMONA CA PENSN OBLG                                                            | CUSIP: 73208PBS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $468604.21    | 0.03%             | 2040-08-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2024-INV1                                                   | CUSIP: 74938QAA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1056838 | PA      | $1079265.59   | 0.06%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd                                                                  | RR 16 Ltd                                                                       | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   1180000 | PA      | $1177307.24   | 0.07%             | 2036-07-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2333996.63   | 0.14%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $995525.90    | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2025275.00   | 0.12%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1495000 | PA      | $1474760.11   | 0.09%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                     | SG Residential Mortgage Trust 2022-1                                            | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235418 | PA      | $1183752.75   | 0.07%             | 2062-03-27      | Variable      | 3.17%                 | Yes           |                  2 | On Loan: No      |
| SMRT                                                                    | SMRT 2022-MINI                                                                  | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4993767.95   | 0.29%             | 2039-01-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                                          | Salesforce Inc                                                                  | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2295924.01   | 0.13%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                           | SDR Commercial Mortgage Trust 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155000 | PA      | $1150436.49   | 0.07%             | 2039-05-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2026-2                                                   | CUSIP: 81750FBD9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   3544616 | PA      | $3530843.70   | 0.20%             | 2056-03-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                            | 7-Eleven Inc                                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4523801.03   | 0.26%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                            | 7-Eleven Inc                                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    428000 | PA      | $370863.63    | 0.02%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| SHRN Trust                                                              | SHRN Trust 2025-MF18                                                            | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2840000 | PA      | $2826838.59   | 0.16%             | 2040-10-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2750000 | PA      | $2745205.65   | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                           | Lunar 2021-1 Structured Aircraft Portfolio Notes                                | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   4027424 | PA      | $3824839.88   | 0.22%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                 | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2270435.85   | 0.13%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                       | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739627.72    | 0.04%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                       | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1314144.08   | 0.08%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-PALM                                                           | CUSIP: 85237AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4996903.60   | 0.29%             | 2034-10-15      | Floating      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund              | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        |  39606216 | NS      | $39606216.29  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust Series 2025-1                                | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5911000 | PA      | $5909688.35   | 0.34%             | 2026-07-23      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust Series 2025-3                                | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5890000 | PA      | $5864436.52   | 0.34%             | 2026-09-23      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust Series 2025-7                                | CUSIP: 85779XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6408000 | PA      | $6370574.78   | 0.37%             | 2026-11-24      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3671000 | PA      | $3677646.38   | 0.21%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143263.87    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                                      | 2023-MIC Trust/THE                                                              | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5324958.05   | 0.31%             | 2038-12-05      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1063125.18   | 0.06%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4215380.22   | 0.24%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $163527.46    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2415155.30   | 0.14%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1449397.92   | 0.08%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1685958.82   | 0.10%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                            | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    430000 | PA      | $389631.51    | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                            | Tapestry Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1144545.20   | 0.07%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                            | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1380275.66   | 0.08%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    360000 | PA      | $301001.25    | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3600429.17   | 0.21%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                            | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    880000 | PA      | $861615.11    | 0.05%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                  | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1875441.96   | 0.11%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2705279.04   | 0.16%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    935000 | PA      | $927123.63    | 0.05%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1840602.39   | 0.11%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                   | Toorak Mortgage Trust 2025-RRTL1                                                | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $682395.91    | 0.04%             | 2040-02-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $324981.07    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust 2024-CES4                                             | CUSIP: 89182QAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1929988 | PA      | $1923947.50   | 0.11%             | 2064-09-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                 | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1131226.39   | 0.07%             | 2036-03-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1273250.88   | 0.07%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| County of Tulare CA                                                     | TULARE CNTY CA PENSN OBLG                                                       | CUSIP: 899154BG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1596373.85   | 0.09%             | 2037-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3700000 | PA      | $3709900.72   | 0.21%             | 2028-05-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust                                                    | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4074000 | PA      | $4085467.66   | 0.24%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1830162.73   | 0.11%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    870000 | PA      | $908173.62    | 0.05%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55219000 | PA      | $40991479.53  | 2.37%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 183699000 | PA      | $95839212.66  | 5.54%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    920000 | PA      | $592393.75    | 0.03%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11900000 | PA      | $11585765.63  | 0.67%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10090000 | PA      | $9829867.19   | 0.57%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $439371.88    | 0.03%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2620000 | PA      | $2554500.00   | 0.15%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 113957000 | PA      | $113093420.18 | 6.54%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83894000 | PA      | $83867783.13  | 4.85%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38210000 | PA      | $38227910.94  | 2.21%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9660000 | PA      | $9482648.49   | 0.55%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11250000 | PA      | $11157714.90  | 0.65%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2180000 | PA      | $2150535.95   | 0.12%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17680000 | PA      | $17545328.08  | 1.01%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28830000 | PA      | $28586746.88  | 1.65%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $8255324.98   | 0.48%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16060000 | PA      | $15748837.50  | 0.91%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    780000 | PA      | $706571.59    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $1653432.48   | 0.10%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                              | VRTX Trust 2025-HQ                                                              | CUSIP: 91835XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222000 | PA      | $1206578.15   | 0.07%             | 2042-08-05      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $2618841.15   | 0.15%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1192945.59   | 0.07%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346522.42    | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    790000 | PA      | $596376.90    | 0.03%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $2932270.57   | 0.17%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2705133.78   | 0.16%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    770000 | PA      | $767095.29    | 0.04%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1544964.48   | 0.09%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $660851.63    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                | Vertiv Group Corp                                                               | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $2312670.26   | 0.13%             | 2028-11-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                      | Vertiv Holdings Co                                                              | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1729660.66   | 0.10%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                      | Vertiv Holdings Co                                                              | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398544.54    | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2023-3                                               | CUSIP: 92539GAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    905888 | PA      | $905887.97    | 0.05%             | 2068-03-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2023-6                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    743916 | PA      | $747118.76    | 0.04%             | 2068-09-25      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2024-4                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   2414941 | PA      | $2435221.59   | 0.14%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |   2350000 | PA      | $2332504.93   | 0.13%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2000000 | PA      | $1984751.54   | 0.11%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    945000 | PA      | $946515.37    | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    954000 | PA      | $962002.70    | 0.06%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3551142.06   | 0.21%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1929304.38   | 0.11%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2359852.32   | 0.14%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2696617.84   | 0.16%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    690000 | PA      | $672318.27    | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                        | WFRBS Commercial Mortgage Trust 2014-C23                                        | CUSIP: 92939HBB0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   1133000 | PA      | $1100710.98   | 0.06%             | 2057-10-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                   | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1830000 | PA      | $1841253.18   | 0.11%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                   | Waste Connections Inc                                                           | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1255000 | PA      | $1229730.16   | 0.07%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1039725.12   | 0.06%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2024-C63                                  | CUSIP: 94990FAE1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5100011.85   | 0.30%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $3798286.30   | 0.22%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5469190.96   | 0.32%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                      | Whitebox CLO III Ltd                                                            | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4695873.40   | 0.27%             | 2035-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950433.68    | 0.05%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1900692.72   | 0.11%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904170.77    | 0.05%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Woodmont Trust                                                          | Woodmont 2023-12 Trust                                                          | CUSIP: 979926AN2<br>LEI: 254900XKHBCNXQQ84W37 | Long             | ABS-CBDO         | CORP              | KY        |   3044610 | PA      | $3044692.69   | 0.18%             | 2032-10-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Zais Matrix CDO I                                                       | Zais Clo 16 Ltd                                                                 | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2489032.50   | 0.14%             | 2034-10-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC                                                              | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4125490.76   | 0.24%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Venerable Variable Insurance Trust

**Signature:** John Bruggeman

**Name of Signer:** John Bruggeman

**Title:** Assistant Treasurer