# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-040963
**Filing Date:** 2023-2
**Character Count:** 681619
**Document Hash:** 4349deb56cc82d2ee062f66e25aa3a08
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040963.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040963

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 23670627

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### TIAA-CREF Core Plus Bond Fund (Series ID: S000012198)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000033283 | Retail Class        | TCBPX           |
| C000033284 | Retirement Class    | TCBRX           |
| C000033285 | Institutional Class | TIBFX           |
| C000079574 | Premier Class       | TBPPX           |
| C000162569 | Advisor Class       | TCBHX           |
| C000202758 | Class W             | TCBWX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** TIAA-CREF Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000012198

- **c. LEI of Series:** 0MUK3R86NU2905A9L154

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $4449203573.00

**Total Liabilities:** $172761662.00

**Net Assets:** $4276441911.00

**Delayed Delivery Securities:** $81408450.00

**Cash Not Reported:** $20460389.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6209.73000000 | **1-Year:** -66489.05000000 | **5-Year:** -311632.51000000 | **10-Year:** -735365.03000000 | **30-Year:** -1284829.23000000

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

- **3-Month:** -10466.08000000 | **1-Year:** -29957.51000000 | **5-Year:** -152423.76000000 | **10-Year:** -91697.58000000 | **30-Year:** -71779.08000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033283 | -1.29%               | 3.84%                | -0.45%               |
| Class ID C000033284 | -1.39%               | 3.85%                | -0.45%               |
| Class ID C000033285 | -1.26%               | 3.87%                | -0.43%               |
| Class ID C000079574 | -1.27%               | 3.86%                | -0.44%               |
| Class ID C000162569 | -1.26%               | 3.86%                | -0.43%               |
| Class ID C000202758 | -1.24%               | 3.90%                | -0.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-43829120.82            | $-17305299.33                              |
| Month 2  | $-18577425.93            | $169205837.24                              |
| Month 3  | $-8778973.81             | $-25752194.25                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1071041 | PA      | $1055841.70   | 0.02%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                          | Newmont Corp                                                                | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $964487.66    | 0.02%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     350000 | PA      | $288834.87    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                           | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2002027.56   | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1447079.00   | 0.03%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3643466.42   | 0.09%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC              | Diamond Sports Group LLC                                                    | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     141729 | PA      | $134672.15    | 0.00%             | 2026-05-25      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Funding XIV LLC                                                     | CUSIP: 68377BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $445366.80    | 0.01%             | 2028-03-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6755000.00   | 0.16%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L              | EQM Midstream Partners LP                                                   | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1679854.14   | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81746QAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     712625 | PA      | $603856.47    | 0.01%             | 2048-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MSCG Trust                            | MSCG Trust                                                                  | CUSIP: 55352NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4310000 | PA      | $3488026.97   | 0.08%             | 2035-06-07      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                | Reynolds Group Holdings, Inc                                                | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |     368170 | PA      | $364601.99    | 0.01%             | 2026-02-05      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                        | Becle SAB de C.V.                                                           | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    2250000 | PA      | $1748250.00   | 0.04%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $982855.42    | 0.02%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                        | PulteGroup, Inc                                                             | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4942534.05   | 0.12%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                 | American Airlines, Inc                                                      | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     750000 | PA      | $748008.75    | 0.02%             | 2028-04-20      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1993727.08   | 0.05%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR                       | Turkiye Ihracat Kredi Bankasi AS.                                           | CUSIP: 90016LAA4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    2500000 | PA      | $2276989.38   | 0.05%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE               | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $2623500.00   | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                    | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4214889.00   | 0.10%             | 2048-09-15      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                  | TCW CLO Ltd                                                                 | CUSIP: 87301QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2500000 | PA      | $2208952.50   | 0.05%             | 2034-07-25      | Variable      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                          | SLM Corp                                                                    | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $998290.00    | 0.02%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                         | Life Time, Inc                                                              | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     643824 | PA      | $641512.20    | 0.02%             | 2024-12-16      | Variable      | 9.48%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE               | GSK Consumer Healthcare Capital US LLC                                      | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1861911.60   | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                   | Mozart Borrower LP                                                          | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     794000 | PA      | $755971.37    | 0.02%             | 2028-10-23      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31384VP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        376 | PA      | $383.95       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Funding XIV LLC                                                     | CUSIP: 68377BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     950000 | PA      | $875077.40    | 0.02%             | 2028-03-08      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST BUSINESS DEV COMMISS        | Oregon State Business Development Commission                                | CUSIP: 68608GAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $219000.00    | 0.01%             | 2031-04-01      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MPF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1787222 | PA      | $1576044.62   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                | Church & Dwight Co, Inc                                                     | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     875000 | PA      | $700984.64    | 0.02%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC              | National Retail Properties, Inc                                             | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     600000 | PA      | $559623.12    | 0.01%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2557552 | PA      | $2204592.30   | 0.05%             | 2052-05-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                | DBS Group Holdings Ltd                                                      | CUSIP: 24023MAA2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    1525000 | PA      | $1508456.28   | 0.04%             | 2028-12-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1113619.65   | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                 | Genesis Energy LP                                                           | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $645104.25    | 0.02%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                          | Alamo Re Ltd                                                                | CUSIP: 011395AH3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $938400.00    | 0.02%             | 2025-06-07      | Variable      | 11.59%                | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | Onslow Bay Mortgage Loan Trust                                              | CUSIP: 670857AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $1380395.25   | 0.03%             | 2061-05-25      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3530000 | PA      | $3289759.50   | 0.08%             | 2041-11-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                   | Genm Capital Labuan Ltd                                                     | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    3000000 | PA      | $2233641.24   | 0.05%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                 | Palmer Square CLO Ltd                                                       | CUSIP: 69689QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2500000 | PA      | $2305625.00   | 0.05%             | 2035-04-20      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                | CUSIP: 36251PAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1935644.63   | 0.05%             | 2049-10-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| OREGON ST BUSINESS DEV COMMISS        | Oregon State Business Development Commission                                | CUSIP: 68608GAJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     780000 | PA      | $56940.00     | 0.00%             | 2037-04-01      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1181448 | PA      | $893752.29    | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                              | CSX Corp                                                                    | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1859170.49   | 0.04%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN              | Empresas Publicas de Medellin ESP                                           | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    2525000 | PA      | $2004218.75   | 0.05%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                   | Ecuador Government International Bond                                       | CUSIP: ZO2104248<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     170283 | PA      | $66505.21     | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                | Millicom International Cellular S.A.                                        | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    2268000 | PA      | $2109069.08   | 0.05%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST               | Retail Properties of America, Inc                                           | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1496571.25   | 0.03%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                | Men's Wearhouse LLC                                                         | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | US        |       7034 | NS      | $55688.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO              | Virginia Electric & Power Co                                                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     650000 | PA      | $614273.26    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA              | Development Bank of Kazakhstan JSC                                          | CUSIP: 48129VAA4<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    1775000 | PA      | $1771895.92   | 0.04%             | 2025-05-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                   | Sirius XM Radio, Inc                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     590000 | PA      | $523884.60    | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E              | Alexandria Real Estate Equities, Inc                                        | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1607458.56   | 0.04%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                   | AssuredPartners, Inc                                                        | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     458252 | PA      | $446129.13    | 0.01%             | 2027-02-12      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        349 | PA      | $349.10       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1072655.55   | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3261417 | PA      | $3053117.59   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $7046864.96   | 0.16%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                     | Imperial Fund Mortgage Trust                                                | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $357384.81    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L              | EQM Midstream Partners LP                                                   | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     450000 | PA      | $434248.57    | 0.01%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | Mexican Bonos                                                               | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   18000000 | PA      | $835501.50    | 0.02%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                             | CUSIP: 92939KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5277000 | PA      | $5082067.09   | 0.12%             | 2047-11-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                   | Bangkok Bank PCL                                                            | CUSIP: 06000BAA0<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     500000 | PA      | $473748.40    | 0.01%             | N/A             | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     116936 | PA      | $121462.93    | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3061007 | PA      | $2447522.15   | 0.06%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46650JAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     883187 | PA      | $719475.95    | 0.02%             | 2048-12-25      | Variable      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                    | Tronox Finance LLC                                                          | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     291490 | PA      | $282895.06    | 0.01%             | 2028-03-10      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                    | CA Magnum Holdings                                                          | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     265000 | PA      | $241475.43    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD PLC                          | DP World Ltd                                                                | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $936190.00    | 0.02%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12900000 | PA      | $13185680.82  | 0.31%             | 2042-05-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| HESTIA RE LTD                         | Hestia Re Ltd                                                               | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    1250000 | PA      | $906250.00    | 0.02%             | 2025-04-22      | Variable      | 13.84%                | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                         | CUSIP: AS1417375<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1400000 | PA      | $1035732.67   | 0.02%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLIUM SE                        | Constellium SE                                                              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     725000 | PA      | $589017.11    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1250000 | PA      | $977200.95    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group AG.                                                     | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5900000 | PA      | $4715301.77   | 0.11%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group Funding Guernsey Ltd                                    | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    2325000 | PA      | $2092592.05   | 0.05%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                        | Merck & Co, Inc                                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $885284.19    | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC               | Sasol Financing USA LLC                                                     | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1834439.38   | 0.04%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Affirm Inc                            | Affirm Asset Securitization Trust                                           | CUSIP: 00834DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2239405.00   | 0.05%             | 2026-08-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                | Roper Technologies, Inc                                                     | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3285722.08   | 0.08%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81746XAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     529318 | PA      | $444488.77    | 0.01%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                      | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1000000 | PA      | $960490.56    | 0.02%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                | Five Corners Funding Trust II                                               | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1416662.63   | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Myers Park CLO LTD                    | Myers Park CLO Ltd                                                          | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1180000 | PA      | $1143217.04   | 0.03%             | 2030-10-20      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | Toronto-Dominion Bank                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $437500.16    | 0.01%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD              | Mizrahi Tefahot Bank Ltd                                                    | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |    3000000 | PA      | $2628750.00   | 0.06%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                    | Diageo Capital plc                                                          | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $944591.15    | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3600000 | PA      | $3366297.36   | 0.08%             | 2041-10-25      | Variable      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit               | Capital Automotive REIT                                                     | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $4403274.21   | 0.10%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DDH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1274 | PA      | $1108.73      | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    7806496 | PA      | $919211.04    | 0.02%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                      | Lamar Media Corp                                                            | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2754530.34   | 0.06%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                | Republic of Uzbekistan International Bond                                   | CUSIP: 91822Q2F3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 5708925000 | PA      | $476089.95    | 0.01%             | 2024-07-19      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12350000 | PA      | $8965146.09   | 0.21%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2188870 | PA      | $1656588.46   | 0.04%             | 2052-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                               | CUSIP: 744448CE9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     550000 | PA      | $482156.94    | 0.01%             | 2041-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC           | Hertz Vehicle Financing LLC                                                 | CUSIP: 42806MAC3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    5025000 | PA      | $4526546.63   | 0.11%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                 | Cablevision Lightpath LLC                                                   | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |     196000 | PA      | $188038.48    | 0.00%             | 2027-11-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                  | Parker-Hannifin Corp                                                        | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2344119.93   | 0.05%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                  | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10350000 | PA      | $9447408.38   | 0.22%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG.                                                           | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2450000 | PA      | $2455462.99   | 0.06%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE               | Energean Israel Finance Ltd                                                 | CUSIP: BO3321847<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     500000 | PA      | $458599.90    | 0.01%             | 2026-03-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OHIO POWER COMPANY                    | Ohio Power Co                                                               | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1076460.74   | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31374FY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        458 | PA      | $461.52       | 0.00%             | 2025-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                      | CSC Holdings LLC                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4194381.95   | 0.10%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding Ltd                                                            | CUSIP: 12552FAU7<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1418689.50   | 0.03%             | 2035-01-17      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                | Solar Star Funding LLC                                                      | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2254674 | PA      | $1935913.47   | 0.05%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3865417 | PA      | $3119590.90   | 0.07%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                               | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3184187.16   | 0.07%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                           | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1372207.82   | 0.03%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                    | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1172319.80   | 0.03%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1764332 | PA      | $1733719.51   | 0.04%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                        | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $2398215.75   | 0.06%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2140896.31   | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T        | Countrywide Alternative Loan Trust                                          | CUSIP: 12667F5M3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      24216 | PA      | $22843.38     | 0.00%             | 2056-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3826688.73   | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                            | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2150000 | PA      | $1790278.62   | 0.04%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                        | AGL CLO 19 Ltd                                                              | CUSIP: 001210AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    3000000 | PA      | $2959647.00   | 0.07%             | 2035-07-21      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global, Inc                                                           | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $4788134.66   | 0.11%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                 | Guatemala Government Bond                                                   | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1200000 | PA      | $1127715.25   | 0.03%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7075000 | PA      | $6808254.81   | 0.16%             | 2047-02-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| ZEKELMAN INDUSTRIES INC               | Zekelman Industries, Inc                                                    | CUSIP: 98931YAC7<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    1442207 | PA      | $1411560.05   | 0.03%             | 2027-01-24      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     671346 | PA      | $561266.37    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                            | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1250683.38   | 0.03%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                     | TransCanada Trust                                                           | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1726439.54   | 0.04%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $2924549.55   | 0.07%             | 2047-08-10      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                        | Microsoft Corp                                                              | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1122693.03   | 0.03%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2848370.40   | 0.07%             | 2042-01-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                       | MVW Owner Trust                                                             | CUSIP: 55389PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     791017 | PA      | $731164.01    | 0.02%             | 2036-11-20      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| INGRAM MICRO INC                      | Ingram Micro, Inc                                                           | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     356844 | PA      | $352383.75    | 0.01%             | 2028-06-30      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| CSX CORP                              | CSX Corp                                                                    | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3169402.44   | 0.07%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                    | UEP Penonome II S.A.                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    1569573 | PA      | $1147750.48   | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL        | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5875000 | PA      | $5073887.35   | 0.12%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      30000 | PA      | $28102.73     | 0.00%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX Trust                                                                   | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    4043999 | PA      | $3477086.04   | 0.08%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                  | FLUTTER FINANCING BV                                                        | CUSIP: N8233BAE2<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    5000000 | PA      | $4985425.00   | 0.12%             | 2028-07-22      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                  | Covanta Holding Corp                                                        | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |      41463 | PA      | $41219.19     | 0.00%             | 2028-11-30      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1316147.68   | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC              | Primo Water Holdings, Inc                                                   | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1295387.27   | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6600000 | PA      | $5529316.91   | 0.13%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2277048.90   | 0.05%             | 2039-07-10      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2702784 | PA      | $2161094.27   | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6429872 | PA      | $4976072.39   | 0.12%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1061508 | PA      | $828528.62    | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                     | Imola Merger Corp                                                           | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4125000 | PA      | $3578906.02   | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                   | Consumers Energy Co                                                         | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1497208.41   | 0.04%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes    | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 313312AD2<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |    6000000 | PA      | $5999287.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                    | Morocco Government International Bond                                       | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    1025000 | PA      | $817568.41    | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                     | Kosmos Energy Ltd                                                           | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1104792.18   | 0.03%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL               | Japan Finance Organization for Municipalities                               | CUSIP: 471068AP1<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    2500000 | PA      | $2441903.33   | 0.06%             | 2024-03-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     695000 | PA      | $662618.81    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1285000 | PA      | $1271312.57   | 0.03%             | 2033-08-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14570394 | PA      | $11901538.12  | 0.28%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3058825.08   | 0.07%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                            | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6126855.00   | 0.14%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     435728 | PA      | $426037.24    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                  | Colgate-Palmolive Co                                                        | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     550000 | PA      | $496342.67    | 0.01%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                  | Swiss Re Finance Luxembourg SA                                              | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     700000 | PA      | $644518.00    | 0.02%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2522647 | PA      | $348533.45    | 0.01%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 38382DUC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3281100 | PA      | $382039.43    | 0.01%             | 2050-03-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy, Inc                                                     | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1976456.42   | 0.05%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                | Boston Scientific Corp                                                      | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1025026.68   | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                        | Open Text Corp                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    2830000 | PA      | $2275852.04   | 0.05%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382757 | PA      | $387591.86    | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                         | Fresnillo plc                                                               | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $551088.61    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                | Acrisure LLC                                                                | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2104805.55   | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                     | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1780793 | PA      | $1369285.09   | 0.03%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                  | Thaioil Treasury Center Co Ltd                                              | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    2000000 | PA      | $1561072.74   | 0.04%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                 | Encompass Health Corp                                                       | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4905360.00   | 0.11%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                   | Boyce Park Clo Ltd                                                          | CUSIP: 103228AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    2625000 | PA      | $2384153.63   | 0.06%             | 2035-04-21      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13433730 | PA      | $11452893.88  | 0.27%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $977203.56    | 0.02%             | 2057-09-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS              | Ferrellgas Escrow LLC                                                       | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1842035.18   | 0.04%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    8468230 | PA      | $8372229.76   | 0.20%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140HJJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1938826 | PA      | $1951496.69   | 0.05%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | Duke Energy Corp                                                            | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     875000 | PA      | $649221.69    | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19525000 | PA      | $18721613.81  | 0.44%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                             | Baidu, Inc                                                                  | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1550000 | PA      | $1326227.69   | 0.03%             | 2027-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40088161 | PA      | $35745315.23  | 0.84%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12290000 | PA      | $12372693.27  | 0.29%             | 2042-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                   | Nigeria Government International Bond                                       | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     300000 | PA      | $241530.24    | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR              | Anheuser-Busch InBev Worldwide, Inc                                         | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5580000 | PA      | $5507975.59   | 0.13%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                      | Black Hills Corp                                                            | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     925000 | PA      | $919791.29    | 0.02%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                             | CUSIP: 96221QAE3<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3432496.90   | 0.08%             | 2046-12-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NiSource, Inc                                                               | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8135000 | PA      | $6201506.88   | 0.15%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4HP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     443571 | PA      | $458743.59    | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                    | Camelot Finance S.A.                                                        | CUSIP: L2000AAC4<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | LU        |     788393 | PA      | $777059.51    | 0.02%             | 2026-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR              | Anheuser-Busch InBev Worldwide, Inc                                         | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1490277.06   | 0.03%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     725000 | PA      | $626504.54    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1955862 | PA      | $1738809.49   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                         | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1500000 | PA      | $1094421.00   | 0.03%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays plc                                                                | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1855000 | PA      | $1692687.50   | 0.04%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4910987 | PA      | $4843071.83   | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1990268.09   | 0.05%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group, Inc                                                   | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1570111.87   | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                     | MLN US Holdco LLC                                                           | CUSIP: 55292HAB9<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |     394592 | PA      | $139093.85    | 0.00%             | 2025-11-30      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                   | Resideo Funding, Inc                                                        | CUSIP: 76090LAE4<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     778054 | PA      | $773680.98    | 0.02%             | 2028-02-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2049400.00   | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T        | JP Morgan Alternative Loan Trust                                            | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      32806 | PA      | $31158.05     | 0.00%             | 2047-04-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J7TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1278809 | PA      | $1229842.87   | 0.03%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17291HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3204823.68   | 0.07%             | 2036-10-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2750271.23   | 0.06%             | N/A             | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group, Inc                                                   | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1521000 | PA      | $1421707.20   | 0.03%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      89260 | PA      | $87787.81     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                    | Ukraine Government International Bond                                       | CUSIP: ZP6261280<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     850000 | PA      | $142873.32    | 0.00%             | 2032-01-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1308777 | PA      | $1046472.77   | 0.02%             | 2051-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC Financial Services Group, Inc                                           | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2493749.75   | 0.06%             | N/A             | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2106530.25   | 0.05%             | 2048-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO               | Becton Dickinson & Co                                                       | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1424709.79   | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays plc                                                                | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2909212.29   | 0.07%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                    | Leviathan Bond Ltd                                                          | CUSIP: BK6709004<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    2025000 | PA      | $1976906.25   | 0.05%             | 2025-06-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                        | Air Lease Corp                                                              | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1105014.32   | 0.03%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                            | AMSR Trust                                                                  | CUSIP: 00180AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $2833982.80   | 0.07%             | 2037-04-17      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | South Africa Government International Bond                                  | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    9300000 | PA      | $426843.87    | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1359102.96   | 0.03%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      12859 | PA      | $12052.78     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                | Hartford Financial Services Group, Inc                                      | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     850000 | PA      | $534291.21    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4234017 | PA      | $3961663.55   | 0.09%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                    | Union Pacific Corp                                                          | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1452265.41   | 0.03%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                         | Discover Bank                                                               | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1100659.29   | 0.03%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E              | Alexandria Real Estate Equities, Inc                                        | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $836493.85    | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                  | Waste Management, Inc                                                       | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     850000 | PA      | $529538.88    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                            | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5141079.59   | 0.12%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI              | Turkiye Vakiflar Bankasi TAO                                                | CUSIP: 90015WAL7<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     550000 | PA      | $491658.37    | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2057980.00   | 0.05%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| KIA CORP                              | Kia Corp                                                                    | CUSIP: 49374JAD5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    1225000 | PA      | $1081372.56   | 0.03%             | 2027-02-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic Government International Bond                            | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3725000 | PA      | $3063893.67   | 0.07%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6799482 | PA      | $6705450.26   | 0.16%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2477666 | PA      | $2233594.83   | 0.05%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2896369 | PA      | $2868963.75   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                   | Gilead Sciences, Inc                                                        | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     450000 | PA      | $396656.03    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11080363 | PA      | $9769111.90   | 0.23%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust         | EQUS Mortgage Trust                                                         | CUSIP: 29478JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1999960 | PA      | $1841500.89   | 0.04%             | 2038-10-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1313831 | PA      | $1010228.74   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                      | DT Midstream, Inc                                                           | CUSIP: 23345NAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     193674 | PA      | $194219.27    | 0.00%             | 2028-06-26      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1585102 | PA      | $1492872.89   | 0.03%             | 2044-12-25      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | SYSCO Corp                                                                  | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1479024.36   | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WEST CORP                             | Intrado Corp                                                                | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    1492126 | PA      | $1378560.12   | 0.03%             | 2024-10-10      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO               | Korea Electric Power Corp                                                   | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    2250000 | PA      | $2135399.20   | 0.05%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     198044 | PA      | $189250.86    | 0.00%             | 2033-11-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1905129 | PA      | $1835205.82   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga        | UBS-Barclays Commercial Mortgage Trust                                      | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $996441.80    | 0.02%             | 2046-03-10      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     277867 | PA      | $229590.48    | 0.01%             | 2050-05-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd              | Madison Park Funding LIX Ltd                                                | CUSIP: 55822EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $3815948.00   | 0.09%             | 2034-01-18      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING             | Adams Outdoor Advertising LP                                                | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    6251277 | PA      | $5926127.03   | 0.14%             | 2048-11-15      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31359KQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      23583 | PA      | $23730.81     | 0.00%             | 2026-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $1467398.39   | 0.03%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP               | Asbury Automotive Group, Inc                                                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2249848.80   | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157698 | PA      | $156331.13    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31374TMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        737 | PA      | $747.54       | 0.00%             | 2029-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX Trust                                                                   | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     385535 | PA      | $364334.25    | 0.01%             | 2057-06-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC              | Marsh & McLennan Cos, Inc                                                   | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     375000 | PA      | $363987.22    | 0.01%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1226605 | PA      | $1062672.35   | 0.02%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      48111 | PA      | $45154.70     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                   | Highwoods Realty LP                                                         | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     700000 | PA      | $609991.58    | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | Freeport Indonesia PT                                                       | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1785000 | PA      | $1637263.17   | 0.04%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                    | Sigma Alimentos S.A. de C.V.                                                | CUSIP: 82655AAC7<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |    2250000 | PA      | $2131880.76   | 0.05%             | 2026-05-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                           | Gartner, Inc                                                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     900000 | PA      | $775770.62    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                   | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     450000 | PA      | $427899.65    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                 | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $440314.10    | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7523947 | PA      | $5785302.91   | 0.14%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140M2SE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     463559 | PA      | $409398.70    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                 | EWC Master Issuer LLC                                                       | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2238750 | PA      | $2051772.29   | 0.05%             | 2052-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E              | Alexandria Real Estate Equities, Inc                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     450000 | PA      | $422456.76    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC                                        | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $761290.07    | 0.02%             | 2024-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16781818 | PA      | $15392568.07  | 0.36%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group, Inc                                                     | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2453279.77   | 0.06%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MAGENTA BUYER LLC                     | Magenta Buyer LLC                                                           | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1122 | PA      | $966.12       | 0.00%             | 2028-07-27      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                      | Paramount Global                                                            | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2861282.45   | 0.07%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32055546 | PA      | $26173590.84  | 0.61%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      84199 | PA      | $80675.07     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                               | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1157267.89   | 0.03%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     107557 | PA      | $99235.70     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                   | Malaysia Government Bond                                                    | CUSIP: AZ4602308<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    3800000 | PA      | $835142.36    | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                | CUSIP: 36192CAN5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    3846000 | PA      | $3835892.71   | 0.09%             | 2046-02-10      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2500000 | PA      | $2459558.40   | 0.06%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust        | HarborView Mortgage Loan Trust                                              | CUSIP: 41161PUK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1159537 | PA      | $1044318.20   | 0.02%             | 2045-08-19      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                   | Sirius XM Radio, Inc                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2371567.50   | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2462553.02   | 0.06%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                     | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3590909.20   | 0.08%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT              | Pattern Energy Operations LP                                                | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $537980.68    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2908875 | PA      | $2370953.01   | 0.06%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORP                           | Exelon Corp                                                                 | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6289894.08   | 0.15%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5565000 | PA      | $5545652.94   | 0.13%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                    | Diageo Capital plc                                                          | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1650000 | PA      | $1565151.36   | 0.04%             | 2024-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $5865319.70   | 0.14%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7805000 | PA      | $7000146.29   | 0.16%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                       | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    3300000 | PA      | $521115.36    | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                   | Sirius XM Radio, Inc                                                        | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1299705.75   | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FannieMae Whole Loan                  | Federal National Mortgage Association (FNMA)                                | CUSIP: 31392GWE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     365591 | PA      | $169859.71    | 0.00%             | 2042-12-25      | Variable      | 2.59%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                   | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     800000 | PA      | $797000.00    | 0.02%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T              | AerCap Global Aviation                                                      | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2827862.52   | 0.07%             | 2045-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4421447 | PA      | $3880760.60   | 0.09%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                   | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3337466.91   | 0.08%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FNDG TRUST I              | High Street Funding Trust I                                                 | CUSIP: 42981CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1861600.00   | 0.04%             | 2028-02-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group plc                                                    | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2752154.38   | 0.06%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                  | Verisk Analytics, Inc                                                       | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      75000 | PA      | $51760.09     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO              | Virginia Electric & Power Co                                                | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     650000 | PA      | $605720.43    | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                 | Costa Rica Government International Bond                                    | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1850000 | PA      | $1513016.27   | 0.04%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL        | Cologix Data Centers US Issuer LLC                                          | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3360000 | PA      | $2935778.83   | 0.07%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN              | Northern States Power Co                                                    | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1078270.30   | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                        | Alpek SAB de C.V.                                                           | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    1125000 | PA      | $1020937.50   | 0.02%             | 2029-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                  | CUSIP: 92537KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     930000 | PA      | $789242.36    | 0.02%             | 2059-11-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                      | Organon Finance  LLC                                                        | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1770800.00   | 0.04%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                            | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2833902 | PA      | $2234124.12   | 0.05%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                           | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $2702461.58   | 0.06%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                   | Alfa Desarrollo S.p.A                                                       | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    3985419 | PA      | $3027447.20   | 0.07%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC                                                            | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5592420.00   | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                | Pertamina Persero PT                                                        | CUSIP: 69370PAK7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    5000000 | PA      | $4456865.10   | 0.10%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                   | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1266953.25   | 0.03%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                | Republic of Uzbekistan International Bond                                   | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2150000 | PA      | $2100915.56   | 0.05%             | 2024-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                 | Guatemala Government International Bond                                     | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     875000 | PA      | $826907.07    | 0.02%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                            | Tronox, Inc                                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     911000 | PA      | $757268.75    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a        | C-BASS Trust                                                                | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     575037 | PA      | $543421.54    | 0.01%             | 2036-07-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1700181 | PA      | $1359432.04   | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2200000 | PA      | $1925625.04   | 0.05%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                      | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    3150000 | PA      | $2769361.88   | 0.06%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | Telefonica Emisiones SAU                                                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    1875000 | PA      | $1778948.01   | 0.04%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      22466 | PA      | $20840.45     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                          | Ecopetrol S.A.                                                              | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2300000 | PA      | $2085714.84   | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                 | Texas Instruments, Inc                                                      | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     505000 | PA      | $446879.82    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC            | Driven Brands Funding LLC                                                   | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2419312 | PA      | $2075078.20   | 0.05%             | 2050-07-20      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                         | Parkland Corp                                                               | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1666532.70   | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     800000 | PA      | $727712.80    | 0.02%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICIDAD FIRME DE ME              | Electricidad Firme de Mexico Holdings S.A. de C.V.                          | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |    1300000 | PA      | $1142375.00   | 0.03%             | 2026-11-20      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                        | PECO Energy Co                                                              | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $1520893.84   | 0.04%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                   | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $1935441.00   | 0.05%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1397701.55   | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46643ABF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370509 | PA      | $362545.27    | 0.01%             | 2047-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     210803 | PA      | $187645.01    | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6236822 | PA      | $5966394.92   | 0.14%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1873363 | PA      | $1514233.55   | 0.04%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                 | Mineral Resources Ltd                                                       | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2045040.00   | 0.05%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                              | Dana, Inc                                                                   | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     325000 | PA      | $261826.50    | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2366466 | PA      | $2086836.91   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    5130000 | PA      | $5190747.92   | 0.12%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2508193.61   | 0.06%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                            | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $2914111.35   | 0.07%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1952736.30   | 0.05%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     459588 | PA      | $419460.39    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                    | Grupo Televisa SAB                                                          | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    2785000 | PA      | $2861453.15   | 0.07%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     986050 | PA      | $831422.61    | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8255000 | PA      | $8664875.61   | 0.20%             | 2042-06-25      | Variable      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC               | Magna International, Inc                                                    | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    1450000 | PA      | $1417243.30   | 0.03%             | 2024-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3339909 | PA      | $3021285.46   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                  | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5170156.94   | 0.12%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BXP Trust                             | BXP Trust                                                                   | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $2827884.60   | 0.07%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| SANDERS RE II LTD                     | Sanders RE II Ltd                                                           | CUSIP: 80001PAA3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | ABS-O            | CORP              | BM        |    2400000 | PA      | $2232000.00   | 0.05%             | 2025-04-07      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                  | Magic Mergeco, Inc                                                          | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1528608.27   | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2419050 | PA      | $1958182.27   | 0.05%             | 2050-06-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                         | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2312000 | PA      | $2296986.27   | 0.05%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO              | Florida Power & Light Co                                                    | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1064740.66   | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     226398 | PA      | $215035.91    | 0.01%             | 2048-05-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos, Inc                                                           | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1456655.36   | 0.03%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                   | Anthem, Inc                                                                 | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3474426.65   | 0.08%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                    | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2271519.04   | 0.05%             | 2048-09-15      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC               | LCPR Senior Secured Financing DAC                                           | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    1275000 | PA      | $1056220.40   | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| VR Funding LLC                        | Vine                                                                        | CUSIP: 91835CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1819458 | PA      | $1583014.36   | 0.04%             | 2050-11-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust              | Oceanview Mortgage Trust                                                    | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1615204 | PA      | $1241960.06   | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     355922 | PA      | $300908.09    | 0.01%             | 2050-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2241992.22   | 0.05%             | 2048-03-10      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                 | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    6950000 | PA      | $5672932.91   | 0.13%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE              | Hudson Pacific Properties LP                                                | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     460000 | PA      | $391399.40    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC               | Booz Allen Hamilton, Inc                                                    | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     370000 | PA      | $325653.25    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1800000 | PA      | $1684609.65   | 0.04%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                 | One Bryant Park Trust                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5700000 | PA      | $4679378.52   | 0.11%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L              | Weber-Stephen Products LLC                                                  | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     874263 | PA      | $742638.33    | 0.02%             | 2027-10-30      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                | Power Finance Corp Ltd                                                      | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    2375000 | PA      | $2078741.34   | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR               | El Salvador Government International Bond                                   | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1200000 | PA      | $463586.11    | 0.01%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LS GROUP OPCO ACQUISITIO              | LS GROUP OPCO ACQUISITIO                                                    | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     605912 | PA      | $599095.72    | 0.01%             | 2027-11-02      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PureWest Funding LLC                  | Purewest Funding LLC                                                        | CUSIP: 746245AA7<br>LEI: 549300CU0IQI7FATI376 | Long             | ABS-O            | CORP              | US        |    6437627 | PA      | $6103525.43   | 0.14%             | 2036-12-22      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Fun        | GRACIE POINT INTERNATIONAL FUNDING                                          | CUSIP: 38411JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     775000 | PA      | $775112.22    | 0.02%             | 2024-07-01      | Variable      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                      | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $945000.00    | 0.02%             | 2025-08-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                      | DT Midstream, Inc                                                           | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1249961.00   | 0.03%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER BANK                         | Discover Bank                                                               | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2317431.28   | 0.05%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING             | Adams Outdoor Advertising LP                                                | CUSIP: 006346AV2<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $5818859.15   | 0.14%             | 2048-11-15      | Fixed         | 7.36%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CBD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13975000 | PA      | $13975000.00  | 0.33%             | 2022-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                           | REC Ltd                                                                     | CUSIP: 74947LAC8<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    2000000 | PA      | $1990420.26   | 0.05%             | 2023-05-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust           | SMR Mortgage Trust                                                          | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2411476 | PA      | $2279165.48   | 0.05%             | 2039-02-15      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK, Inc                                                                  | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1228618.94   | 0.03%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1823000 | PA      | $1598258.28   | 0.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems, Inc                                           | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2503641.25   | 0.06%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ENRGY TRANS LP/REG FIN                | Regency Energy Partners LP                                                  | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $471526.06    | 0.01%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                        | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1312054.17   | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMAN SOVEREIGN SUKUK                  | Oman Sovereign Sukuk Co                                                     | CUSIP: 68204LAB0<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | CORP              | OM        |     400000 | PA      | $388312.30    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                  | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $898715.34    | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                | Cushman & Wakefield US Borrower LLC                                         | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1765566.00   | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL               | Southern Co Gas Capital Corp                                                | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72344.70     | 0.00%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KENDALL RE LTD                        | Kendall Re Ltd                                                              | CUSIP: 48878QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1000000 | PA      | $895100.00    | 0.02%             | 2024-05-02      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16187091 | PA      | $13800278.18  | 0.32%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                      | Gulf Finance LLC                                                            | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |     990000 | PA      | $937198.36    | 0.02%             | 2026-08-25      | Variable      | 10.97%                | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC                                        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2480186.00   | 0.06%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    2351250 | PA      | $2006956.46   | 0.05%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                | Adient Global Holdings Ltd                                                  | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    4500000 | PA      | $4189410.00   | 0.10%             | 2026-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    6335000 | PA      | $6469181.64   | 0.15%             | 2042-09-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1055205 | PA      | $1078808.62   | 0.03%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P          | HIFI A2                                                                     | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    3750000 | PA      | $3359081.63   | 0.08%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2551183 | PA      | $2444385.49   | 0.06%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                             | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $4420408.58   | 0.10%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3522433 | PA      | $3133221.88   | 0.07%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T        | Alternative Loan Trust                                                      | CUSIP: 12669FEZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      27486 | PA      | $26495.41     | 0.00%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Trust of America Holdings LP                                     | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2550815.48   | 0.06%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5395000 | PA      | $5214393.96   | 0.12%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH               | International Game Technology plc                                           | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $373061.76    | 0.01%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU              | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | IL        |    1045000 | PA      | $944575.23    | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S              | Tyco Electronics Group S.A.                                                 | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     450000 | PA      | $431864.70    | 0.01%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                    | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1323102.50   | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS              | Ritchie Bros Auctioneers, Inc                                               | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $196500.00    | 0.00%             | 2025-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION INC                        | AutoNation, Inc                                                             | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $179752.80    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                   | Highwoods Realty LP                                                         | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     725000 | PA      | $654789.74    | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN              | USA Compression Partners LP                                                 | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1005125.28   | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     950000 | PA      | $925317.34    | 0.02%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                     | SITE Centers Corp                                                           | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     603000 | PA      | $569106.73    | 0.01%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 3622ABHJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     883467 | PA      | $868120.63    | 0.02%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME           | Kloeckner Pentaplast of America, Inc                                        | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     761438 | PA      | $679582.98    | 0.02%             | 2026-02-12      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     750000 | PA      | $515650.40    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1115595.15   | 0.03%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6745146 | PA      | $6492739.83   | 0.15%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS              | Univision Communications, Inc                                               | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     457626 | PA      | $451333.70    | 0.01%             | 2026-03-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                       | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3840000 | PA      | $3591544.32   | 0.08%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                     | MLN US Holdco LLC                                                           | CUSIP: 55292HAJ2<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |     247119 | PA      | $200166.55    | 0.00%             | 2027-10-18      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17015312 | PA      | $15961004.87  | 0.37%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEX TSG INTERMEDIATE CO              | Onex TSG Intermediate Corp                                                  | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |    1896125 | PA      | $1698425.53   | 0.04%             | 2028-02-28      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | Springleaf Finance Corp                                                     | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1104165.76   | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRF SA                                | BRF S.A.                                                                    | CUSIP: 10552TAH0<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    2000000 | PA      | $1427360.00   | 0.03%             | 2050-09-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1102895.50   | 0.03%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD              | Israel Electric Corp Ltd                                                    | CUSIP: BU3987486<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1250000 | PA      | $1093365.00   | 0.03%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BONANZA RE LTD                        | Bonanza RE Ltd                                                              | CUSIP: 09785EAD3<br>LEI: 5493003F0CXUQ2C83105 | Long             | ABS-O            | CORP              | BM        |    1000000 | PA      | $850000.00    | 0.02%             | 2024-12-23      | Variable      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| VNO Mortgage Trust                    | VNDO Trust                                                                  | CUSIP: 91831UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1291498.67   | 0.03%             | 2035-01-10      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE NA                        | Capital One Bank USA NA                                                     | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2820058.40   | 0.07%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     400000 | PA      | $419121.86    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                   | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     850000 | PA      | $826026.91    | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | Humana, Inc                                                                 | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1560664.46   | 0.04%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                        | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $836237.30    | 0.02%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT International Finance plc                                               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    4400000 | PA      | $4075109.46   | 0.10%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING              | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46485.00     | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31371FH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7423 | PA      | $7442.40      | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      10364 | PA      | $10520.89     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                            | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10230995 | PA      | $8846539.98   | 0.21%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                 | Icahn Enterprises LP                                                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $846930.00    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER              | Alliant Holdings Intermediate LLC                                           | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $738892.82    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6035000 | PA      | $6091207.58   | 0.14%             | 2042-07-25      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                  | Colombia Government International Bond                                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1500000 | PA      | $1020458.84   | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV               | Anheuser-Busch Cos LLC                                                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2572682.87   | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                            | Akbank T.A.S.                                                               | CUSIP: 00972BAC3<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    2000000 | PA      | $1899720.00   | 0.04%             | 2028-04-27      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                  | CUSIP: 92538LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     269947 | PA      | $245864.33    | 0.01%             | 2065-05-25      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | CSMC                                                                        | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1799583 | PA      | $1260740.52   | 0.03%             | 2065-05-25      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP                                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $400529.97    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                               | Keycorp                                                                     | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     890000 | PA      | $768408.20    | 0.02%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                   | Banco Industrial S.A.                                                       | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    1725000 | PA      | $1617187.50   | 0.04%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                  | IHO Verwaltungs GmbH                                                        | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    2250000 | PA      | $1947068.46   | 0.05%             | 2026-09-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6179613.44   | 0.14%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                  | Liberty Street Trust                                                        | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9124094.00   | 0.21%             | 2036-02-10      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2650000 | PA      | $2574640.63   | 0.06%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                  | Paraguay Government International Bond                                      | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1475000 | PA      | $1271000.36   | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                 | Cars Net Lease Mortgage Notes Series                                        | CUSIP: 14576AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2132667.75   | 0.05%             | 2050-12-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | Marathon Petroleum Corp                                                     | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1376892.05   | 0.03%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9700000 | PA      | $6855929.74   | 0.16%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                       | SkyMiles IP Ltd                                                             | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     275000 | PA      | $280827.25    | 0.01%             | 2027-10-20      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                            | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8225000 | PA      | $6301792.99   | 0.15%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN              | Archrock Partners LP                                                        | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $343129.52    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1128124.39   | 0.03%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                   | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $979232.84    | 0.02%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                   | Nigeria Government International Bond                                       | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1250000 | PA      | $890553.71    | 0.02%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2157113.24   | 0.05%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                | Sunoco LP                                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1005905.00   | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7275000 | PA      | $5895641.09   | 0.14%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                         | Discover Bank                                                               | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1496272.25   | 0.03%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $3781952.68   | 0.09%             | 2027-02-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                     | Clarios Global LP                                                           | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     784418 | PA      | $771345.28    | 0.02%             | 2026-04-30      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | Thailand Government International Bond                                      | CUSIP: AV1262212<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   18500000 | PA      | $537641.32    | 0.01%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644ABK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4725601.00   | 0.11%             | 2048-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                    | CUSIP: 08162RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $4390954.10   | 0.10%             | 2054-02-15      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                  | Korea Southern Power Co Ltd                                                 | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |    2400000 | PA      | $2104749.17   | 0.05%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                        | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1859000 | PA      | $1803188.53   | 0.04%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO               | KazMunayGas National Co JSC                                                 | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    1700000 | PA      | $1523591.75   | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   12500000 | PA      | $13087797.50  | 0.31%             | 2042-06-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands, Inc                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1166187.50   | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                 | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $9348525.49   | 0.22%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                   | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1491135.93   | 0.03%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                  | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $775653.62    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                    | Wendy's Funding LLC                                                         | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    5722850 | PA      | $4620194.15   | 0.11%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORP                       | Murphy Oil Corp                                                             | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    1617000 | PA      | $1556022.93   | 0.04%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31403CX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243682 | PA      | $246335.26    | 0.01%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                    | Santos Finance Ltd                                                          | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     640000 | PA      | $508710.31    | 0.01%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                   | United Airlines, Inc                                                        | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     982500 | PA      | $972881.33    | 0.02%             | 2028-04-21      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                    | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1769000 | PA      | $1410006.39   | 0.03%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| TARGET CORP                           | Target Corp                                                                 | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2164541.64   | 0.05%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                     | Chile Government International Bond                                         | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3575000 | PA      | $2924982.49   | 0.07%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Woodward Capital Management           | Woodward Capital Management                                                 | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2722089 | PA      | $2176530.24   | 0.05%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                 | L Brands, Inc                                                               | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     925000 | PA      | $868022.78    | 0.02%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                 | BOC Aviation USA Corp                                                       | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1423764.20   | 0.03%             | 2024-04-29      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ADOBE INC                             | Adobe, Inc                                                                  | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2536690.01   | 0.06%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                             | News Corp                                                                   | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     825000 | PA      | $715596.75    | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MESSER INDUSTRIES USA                 | Messer Industries USA, Inc                                                  | CUSIP: D6000EAB8<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |     442694 | PA      | $439581.81    | 0.01%             | 2026-03-02      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                    | Rwanda International Government Bond                                        | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    3150000 | PA      | $2382811.33   | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     700000 | PA      | $694089.38    | 0.02%             | 2023-05-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L              | Fertitta Entertainment LLC                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     970099 | PA      | $924266.42    | 0.02%             | 2029-01-27      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                | BBVA Bancomer S.A.                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    2850000 | PA      | $2558164.22   | 0.06%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                            | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1872197.84   | 0.04%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                | CUSIP: 36254CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1502401.00   | 0.04%             | 2050-08-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Amcor Flexibles North America, Inc                                          | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3006145.22   | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares, Inc                                                  | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3713287.32   | 0.09%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36213X7C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      56560 | PA      | $56708.92     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                    | CNA Financial Corp                                                          | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     700000 | PA      | $687683.90    | 0.02%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2200805 | PA      | $1943038.47   | 0.05%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                           | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $987879.72    | 0.02%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK, Inc                                                                  | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3916807.72   | 0.09%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                      | AlixPartners LLP                                                            | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     291773 | PA      | $289819.32    | 0.01%             | 2028-02-04      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                            | Affirm Asset Securitization Trust                                           | CUSIP: 00834DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1275785.10   | 0.03%             | 2026-08-17      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                | Oman Government International Bond                                          | CUSIP: 68205LAE3<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1500000 | PA      | $1630488.18   | 0.04%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8854866 | PA      | $6808671.05   | 0.16%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP                           | PolyOne Corp                                                                | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2827500.61   | 0.07%             | 2025-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Home Loans                | Countrywide Home Loan Mortgage Pass Through Trust                           | CUSIP: 12669GBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     315287 | PA      | $291436.37    | 0.01%             | 2034-11-20      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2800000 | PA      | $2592486.96   | 0.06%             | 2041-11-25      | Variable      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                            | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3300000 | PA      | $3126018.65   | 0.07%             | 2025-11-19      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Trust of America Holdings LP                                     | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1140178.11   | 0.03%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                       | Mid-State Capital Trust                                                     | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     492240 | PA      | $482702.58    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    2750000 | PA      | $2209057.73   | 0.05%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA              | African Export-Import Bank                                                  | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |     750000 | PA      | $674696.45    | 0.02%             | 2026-05-17      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4HQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     771181 | PA      | $796711.99    | 0.02%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV               | European Bank for Reconstruction & Development                              | CUSIP: BG3727990<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     256254 | PA      | $213047.83    | 0.00%             | 2023-02-28      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| KENNEDY-WILSON INC                    | Kennedy-Wilson, Inc                                                         | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1110295.48   | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654FAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400877 | PA      | $1044288.78   | 0.02%             | 2052-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| SAKA ENERGI INDONESIA PT              | Saka Energi Indonesia PT                                                    | CUSIP: 69371EAA3<br>LEI: 25490049636XFM5KBR83 | Long             | DBT              | CORP              | ID        |    1994000 | PA      | $1902740.52   | 0.04%             | 2024-05-05      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| MSCG Trust                            | MSCG Trust                                                                  | CUSIP: 55352NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $676008.32    | 0.02%             | 2035-06-07      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                      | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1425000 | PA      | $1353669.03   | 0.03%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                        | Microsoft Corp                                                              | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2797357.74   | 0.07%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                    | Zambia Government International Bond                                        | CUSIP: 988895AE8<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    1500000 | PA      | $675000.00    | 0.02%             | 2024-04-14      | Fixed         | 8.50%                 | Yes           |                  3 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                           | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169904.91    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1682244 | PA      | $1472445.35   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     205398 | PA      | $169346.87    | 0.00%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                           | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1364693.81   | 0.03%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    3370000 | PA      | $3053900.74   | 0.07%             | 2042-01-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd              | Neuberger Berman CLO Ltd                                                    | CUSIP: 64135GAJ7<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |    1000000 | PA      | $911864.00    | 0.02%             | 2036-04-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                           | Phillips 66                                                                 | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2161824.66   | 0.05%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                           | Hologic, Inc                                                                | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3005437.54   | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                       | State of Israel                                                             | CUSIP: BJ1411179<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2400000 | PA      | $1864904.47   | 0.04%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1177544.02   | 0.03%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor Funding, Inc                                                        | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1713090.00   | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4015255.95   | 0.09%             | 2036-07-15      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31537 | PA      | $31118.92     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                  | Kallpa Generacion SA                                                        | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    1525000 | PA      | $1397344.71   | 0.03%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                  | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $862379.76    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                           | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4532914.17   | 0.11%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | Duke Energy Corp                                                            | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     250000 | PA      | $181877.19    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill           | United States Treasury Bill                                                 | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   50000000 | PA      | $48102462.50  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                     | Kommunalbanken AS.                                                          | CUSIP: 50048MCQ1<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    1560000 | PA      | $1524377.07   | 0.04%             | 2024-02-05      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     825000 | PA      | $653025.78    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD               | Lions Gate Capital Holdings LLC                                             | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |     363020 | PA      | $347592.07    | 0.01%             | 2025-03-24      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                 | Grupo Bimbo SAB de C.V.                                                     | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    1700000 | PA      | $1435655.64   | 0.03%             | 2047-11-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2336896 | PA      | $1868537.47   | 0.04%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CBRE Realty Finance CDO Ltd           | CBRE Realty Finance                                                         | CUSIP: 1248MLAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6451318 | PA      | $16128.29     | 0.00%             | 2052-04-07      | Variable      | 0.44%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12276029 | PA      | $10347734.35  | 0.24%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                        | j2 Global, Inc                                                              | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    1413000 | PA      | $1195652.34   | 0.03%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     750000 | PA      | $530231.03    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                             | Sophia LP                                                                   | CUSIP: 83578BAM5<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    1477556 | PA      | $1429543.06   | 0.03%             | 2027-10-07      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                           | Equinix, Inc                                                                | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     590000 | PA      | $469368.16    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     811221 | PA      | $828438.88    | 0.02%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20570000 | PA      | $13725202.50  | 0.32%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                     | Magnetite XXIII Ltd                                                         | CUSIP: 55954RAG5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $904640.00    | 0.02%             | 2035-01-25      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     263999 | PA      | $216871.04    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV               | VZ Secured Financing BV                                                     | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1625242.82   | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SITE CENTERS CORP                     | SITE Centers Corp                                                           | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3597855.46   | 0.08%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                  | Ryan Specialty Group LLC                                                    | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    1226673 | PA      | $1221055.23   | 0.03%             | 2027-09-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                   | Gilead Sciences, Inc                                                        | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2493406.03   | 0.06%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                  | EnLink Midstream LLC                                                        | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     745000 | PA      | $737326.50    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2475000 | PA      | $2400163.43   | 0.06%             | 2042-04-25      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                           | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1529332.56   | 0.04%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                   | Abbott Laboratories                                                         | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     450000 | PA      | $457759.29    | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                | WESCO Distribution, Inc                                                     | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     725000 | PA      | $734406.13    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy, Inc                                                     | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1170673.10   | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie, Inc                                                                 | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2558350.04   | 0.06%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4429440 | PA      | $4025434.29   | 0.09%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3494420 | PA      | $3363173.39   | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                    | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7762285.98   | 0.18%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                    | CPT Mortgage Trust                                                          | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3346356.00   | 0.08%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3074069.22   | 0.07%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                       | MVW Owner Trust                                                             | CUSIP: 62848BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     773833 | PA      | $744214.81    | 0.02%             | 2036-01-21      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp            | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   84050000 | PA      | $84050000.00  | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XHC70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4609567 | PA      | $3803115.71   | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                | Church & Dwight Co, Inc                                                     | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1730064.39   | 0.04%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                      | SFR Group S.A.                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     944833 | PA      | $877910.85    | 0.02%             | 2026-01-31      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3293486.73   | 0.08%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3612000.00   | 0.08%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I        | BRE Grand Islander Timeshare Issuer LLC                                     | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1612625 | PA      | $1514547.04   | 0.04%             | 2033-09-26      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                       | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1071609.00   | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group AG.                                                     | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     475000 | PA      | $405693.56    | 0.01%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5245000 | PA      | $5317867.74   | 0.12%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $285365.85    | 0.01%             | 2041-10-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                       | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     375000 | PA      | $335527.88    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL              | Element Materials Technology Group US Holdings, Inc                         | CUSIP: BL3899012<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     455000 | PA      | $445711.18    | 0.01%             | 2029-06-22      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22287250 | PA      | $20913198.32  | 0.49%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3659722.80   | 0.09%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3950000.00   | 0.09%             | N/A             | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                | Goodyear Tire & Rubber Co                                                   | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4151476.50   | 0.10%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS              | Targa Resources Partners LP                                                 | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $528328.48    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12318632 | PA      | $11195146.67  | 0.26%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3518803.72   | 0.08%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                           | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $822473.71    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     208785 | PA      | $182812.17    | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2810901 | PA      | $2161353.95   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg        | DBJPM                                                                       | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5065000 | PA      | $4620511.30   | 0.11%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                       | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7182000 | PA      | $6888715.85   | 0.16%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                   | Minejesa Capital BV                                                         | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1225280.00   | 0.03%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1165373 | PA      | $896076.75    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4071891 | PA      | $3130952.75   | 0.07%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                   | Bangkok Bank PCL                                                            | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    2600000 | PA      | $2032704.44   | 0.05%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| LEGG MASON INC                        | Legg Mason, Inc                                                             | CUSIP: 524901AT2<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     425000 | PA      | $416144.20    | 0.01%             | 2024-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17065000 | PA      | $16971675.78  | 0.40%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO              | OCP S.A.                                                                    | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1100000 | PA      | $921333.80    | 0.02%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC LTD                           | NBK SPC Ltd                                                                 | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    4900000 | PA      | $4302200.00   | 0.10%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                 | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1158000 | PA      | $917949.01    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                   | MRCD Mortgage Trust                                                         | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1327195.65   | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL               | Natura &Co Luxembourg Holdings Sarl                                         | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    1850000 | PA      | $1619107.83   | 0.04%             | 2029-04-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| FMG RESOURCES AUG 2006                | FMG Resources August 2006 Pty Ltd                                           | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $4657637.60   | 0.11%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3472150.07   | 0.08%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                     | Imperial Fund Mortgage Trust                                                | CUSIP: 452764AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4810000 | PA      | $2954897.48   | 0.07%             | 2056-06-25      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN               | Misc Capital Two Labuan Ltd                                                 | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    3260000 | PA      | $2953826.31   | 0.07%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31403DAZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22923 | PA      | $23017.14     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                   | Suzano Austria GmbH                                                         | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2100000 | PA      | $1766877.00   | 0.04%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                           | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     825000 | PA      | $540578.42    | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                            | Akbank T.A.S.                                                               | CUSIP: 00971YAG5<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    2000000 | PA      | $1928041.72   | 0.05%             | 2026-02-06      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: —       |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9420000 | PA      | $9223504.64   | 0.22%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                    | CUSIP: 08160JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1010772.29   | 0.02%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                        | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $797498.50    | 0.02%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust               | Home Equity Asset Trust                                                     | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28639 | PA      | $27978.58     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT               | United Airlines Pass Through Trust                                          | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4045568 | PA      | $3370580.75   | 0.08%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                     | Weingarten Realty Investors                                                 | CUSIP: 948741AM5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     300000 | PA      | $275802.28    | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   14992599 | PA      | $2370983.65   | 0.06%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP               | Unifrax Escrow Issuer Corp                                                  | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     815000 | PA      | $655803.36    | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1096968 | PA      | $1071249.08   | 0.03%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                           | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2252796.25   | 0.05%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2578356 | PA      | $2543226.98   | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                     | ASGN, Inc                                                                   | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     800000 | PA      | $724160.00    | 0.02%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $953538.95    | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                    | Cenovus Energy, Inc                                                         | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1788874.38   | 0.04%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1962815.00   | 0.05%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4794735.40   | 0.11%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                          | CubeSmart LP                                                                | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1462886.11   | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     470984 | PA      | $450016.94    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOPHER RESOURCE LLC                   | Gopher Resource LLC                                                         | CUSIP: 26828KAB6<br>LEI: 549300BTDNOXC3JSII89 | Long             | LON              | CORP              | US        |    1937701 | PA      | $1306010.47   | 0.03%             | 2025-03-06      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                              | Flex Ltd                                                                    | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     875000 | PA      | $823343.22    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      85617 | PA      | $17487.82     | 0.00%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17185000 | PA      | $17074908.59  | 0.40%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                 | Icahn Enterprises LP                                                        | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3255752.50   | 0.08%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIO           | Light & Wonder, Inc                                                         | CUSIP: BL3898659<br>LEI: 529900JXALYBOHXKFM62 | Long             | LON              | CORP              | US        |     505460 | PA      | $499864.56    | 0.01%             | 2029-04-14      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31371NKB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41010 | PA      | $41636.33     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS              | MTN Mauritius Investment Ltd                                                | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    2150000 | PA      | $2145173.44   | 0.05%             | 2026-10-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group, Inc                                                     | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3020924.27   | 0.07%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     400000 | PA      | $305936.71    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust          | Hilton Grand Vacations Trust                                                | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     603445 | PA      | $589464.18    | 0.01%             | 2028-12-26      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                               | Hungary Government International Bond                                       | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     725000 | PA      | $692791.19    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET              | Empresa Nacional del Petroleo                                               | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    2000000 | PA      | $1681472.86   | 0.04%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | Freeport-McMoRan, Inc                                                       | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2255100.00   | 0.05%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN              | Banco BTG Pactual S.A.                                                      | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    3000000 | PA      | $2726250.00   | 0.06%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                          | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2837244.00   | 0.07%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                | SierraCol Energy Andina LLC                                                 | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1569519.00   | 0.04%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3403028.06   | 0.08%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Petra Diamonds Ltd                    | Petra Diamonds Ltd                                                          | CUSIP: N/A<br>LEI: 213800X4QZIAVSA12860       | Long             | EC               | CORP              | GB        |     415953 | NS      | $473724.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                      | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1820000 | PA      | $1612529.65   | 0.04%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPER                      | Essential Properties LP                                                     | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1726921.14   | 0.04%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                       | BAE Systems plc                                                             | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $465274.99    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI              | Amentum Government Services Holdings LLC                                    | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     548625 | PA      | $535938.05    | 0.01%             | 2029-02-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP              | Holly Energy Partners LP                                                    | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $466683.65    | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC               | Standard Industries, Inc                                                    | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2030012.73   | 0.05%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AKBANK TAS                            | Akbank T.A.S.                                                               | CUSIP: 00971YAJ9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    1500000 | PA      | $1346426.34   | 0.03%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust               | New York Mortgage Trust                                                     | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     113796 | PA      | $110983.57    | 0.00%             | 2036-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| OCI NV                                | OCI NV                                                                      | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    1920000 | PA      | $1819332.83   | 0.04%             | 2025-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3133475 | PA      | $2928329.47   | 0.07%             | 2048-06-15      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                             | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $967217.57    | 0.02%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2945007 | PA      | $2452860.76   | 0.06%             | 2052-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D              | Banque Ouest Africaine de Developpement                                     | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     550000 | PA      | $516513.68    | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | South Africa Government International Bond                                  | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2150000 | PA      | $1613790.52   | 0.04%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC              | Prudential Financial, Inc                                                   | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     500000 | PA      | $398158.24    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                   | Northern Trust Corp                                                         | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1116150.52   | 0.03%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC              | Proampac PG Borrower LLC                                                    | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |       3054 | PA      | $2932.12      | 0.00%             | 2025-11-03      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1170496.63   | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                | British Airways Pass Through Trust                                          | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     805803 | PA      | $720819.18    | 0.02%             | 2032-11-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418A7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     685176 | PA      | $672467.68    | 0.02%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                   | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1424078.37   | 0.03%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                       | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     775000 | PA      | $724596.92    | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                 | Jamaica Government International Bond                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    3025000 | PA      | $3533937.10   | 0.08%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                | Roper Technologies, Inc                                                     | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1099744.35   | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                           | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4325000 | PA      | $4137108.85   | 0.10%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE              | Provincia de Buenos Aires (Step Bond)                                       | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    1836781 | PA      | $633689.45    | 0.01%             | 2037-09-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11100000 | PA      | $10631853.06  | 0.25%             | 2036-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                | TK Elevator US Newco, Inc                                                   | CUSIP: BL3650696<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |       2264 | PA      | $2184.36      | 0.00%             | 2027-07-30      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom, Inc                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3736000 | PA      | $2683523.33   | 0.06%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                           | Walmart, Inc                                                                | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1732690.01   | 0.04%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                   | Highwoods Realty LP                                                         | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    3369000 | PA      | $2521584.75   | 0.06%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                           | Walmart, Inc                                                                | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     280000 | PA      | $245170.34    | 0.01%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      31965 | PA      | $32897.61     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2941782 | PA      | $2983911.91   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     350000 | PA      | $330439.91    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15356524 | PA      | $12585770.20  | 0.29%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA              | B3 S.A.-Brasil Bolsa Balcao                                                 | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |    3000000 | PA      | $2527930.44   | 0.06%             | 2031-09-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     247275 | PA      | $232078.90    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                | Clydesdale Acquisition Holdings, Inc                                        | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     353225 | PA      | $337285.72    | 0.01%             | 2029-04-13      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                            | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6393212.76   | 0.15%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     112735 | PA      | $104183.48    | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN               | Aeropuerto Internacional de Tocumen S.A.                                    | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    1400000 | PA      | $1153690.41   | 0.03%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust               | GSR Mortgage Loan Trust                                                     | CUSIP: 36242DVJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280376 | PA      | $248545.81    | 0.01%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     772743 | PA      | $692475.39    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                        | NRG Energy, Inc                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1267204.50   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3000000 | PA      | $2313066.90   | 0.05%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CSX CORP                              | CSX Corp                                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     700000 | PA      | $667604.45    | 0.02%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                     | Atmos Energy Corp                                                           | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     250000 | PA      | $205113.87    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic Government International Bond                            | CUSIP: 25714WBC6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  160000000 | PA      | $2765186.50   | 0.06%             | 2032-03-05      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2203509 | PA      | $219118.73    | 0.01%             | 2043-09-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     179452 | PA      | $148401.98    | 0.00%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6922108 | PA      | $5322537.78   | 0.12%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                      | AmWINS Group, Inc                                                           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     325000 | PA      | $275647.69    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                  | Covanta Holding Corp                                                        | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |     549385 | PA      | $546149.19    | 0.01%             | 2028-11-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                | Indian Railway Finance Corp Ltd                                             | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    5000000 | PA      | $4083733.50   | 0.10%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE               | Global Medical Response, Inc                                                | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     603816 | PA      | $426825.77    | 0.01%             | 2025-03-14      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132510000 | PA      | $92146211.06  | 2.15%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                       | McDonald's Corp                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2102283.93   | 0.05%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES              | Banco de Credito e Inversiones S.A.                                         | CUSIP: 05890MAB9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    2500000 | PA      | $2079653.25   | 0.05%             | 2031-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust           | Diamond Resorts Owner Trust                                                 | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     520992 | PA      | $479214.64    | 0.01%             | 2033-11-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP               | Asbury Automotive Group, Inc                                                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     755000 | PA      | $621138.50    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                  | Saudi Arabian Oil Co                                                        | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2675000 | PA      | $2201268.20   | 0.05%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi        | Countrywide Asset-Backed Certificates (Step Bond)                           | CUSIP: 126671UD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18308 | PA      | $14646.60     | 0.00%             | 2027-10-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3951339 | PA      | $3512271.85   | 0.08%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3277854.65   | 0.08%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays plc                                                                | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2225000 | PA      | $1518723.48   | 0.04%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                       | CMS Energy Corp                                                             | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $952416.00    | 0.02%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                      | ViacomCBS, Inc                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     515000 | PA      | $427648.84    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                     | Kenya Government International Bond                                         | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     575000 | PA      | $442531.28    | 0.01%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| VSE VOI Mortgage LLC                  | VSE VOI Mortgage LLC                                                        | CUSIP: 918286AC9<br>LEI: 549300E4XED7XGXU7L27 | Long             | ABS-O            | CORP              | US        |     685734 | PA      | $661871.76    | 0.02%             | 2036-02-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                | Hartford Financial Services Group, Inc                                      | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     250000 | PA      | $199896.13    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2041699.50   | 0.05%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $12173375.01  | 0.28%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                        | Tullow Oil plc                                                              | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    1242000 | PA      | $996084.00    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN              | Cargo Aircraft Management, Inc                                              | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2495927.50   | 0.06%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | Cooperatieve Rabobank UA                                                    | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4950000 | PA      | $4647757.60   | 0.11%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ellington Loan Acquisition Tru        | Ellington Loan Acquisition Trust                                            | CUSIP: 288547AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     634696 | PA      | $623484.70    | 0.01%             | 2037-05-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| BOC AVIATION LTD                      | BOC Aviation Ltd                                                            | CUSIP: 09681LAK6<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    2000000 | PA      | $1729123.28   | 0.04%             | 2029-09-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1835495 | PA      | $1753053.59   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                              | Dana, Inc                                                                   | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     575000 | PA      | $533379.20    | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28615565 | PA      | $28219832.21  | 0.66%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3935763 | PA      | $3146960.65   | 0.07%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1185750.13   | 0.03%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     605751 | PA      | $604566.40    | 0.01%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1695639 | PA      | $1355800.22   | 0.03%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                           | Ivory Coast Government International Bond                                   | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     125000 | PA      | $105654.74    | 0.00%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1065424.81   | 0.02%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited         | Lunar Structured Aircraft Portfolio Notes                                   | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    2623415 | PA      | $2023625.19   | 0.05%             | 2046-10-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $7835297.59   | 0.18%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                   | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     928125 | PA      | $596383.87    | 0.01%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust          | Hilton Grand Vacations Trust                                                | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     362067 | PA      | $356376.52    | 0.01%             | 2028-12-26      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                | Total Capital International S.A.                                            | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    3300000 | PA      | $2330512.93   | 0.05%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                        | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3203782.70   | 0.07%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                | Ingersoll-Rand Luxembourg Finance S.A.                                      | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    1750000 | PA      | $1610657.44   | 0.04%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                        | salesforce.com, Inc                                                         | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $2515879.88   | 0.06%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                  | Republic of Italy Government International Bond                             | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    5000000 | PA      | $3533667.70   | 0.08%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51278048 | PA      | $49359275.02  | 1.15%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    3414344 | PA      | $3271499.49   | 0.08%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR               | Superior Plus LP                                                            | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     550000 | PA      | $470250.00    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor Funding, Inc                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1362960.00   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| URSA RE II LTD                        | Ursa Re II Ltd                                                              | CUSIP: 91734PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     450000 | PA      | $438525.00    | 0.01%             | 2023-12-07      | Variable      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                 | SS&C Technologies, Inc                                                      | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    3043226 | PA      | $2994732.22   | 0.07%             | 2029-03-22      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                         | Carnival Corp                                                               | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |     439433 | PA      | $412628.02    | 0.01%             | 2028-10-18      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                      | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 31325VDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1472801 | PA      | $129251.97    | 0.00%             | 2044-03-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU               | Banco Internacional del Peru SAA Interbank                                  | CUSIP: 05968DAD2<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    3000000 | PA      | $2706000.00   | 0.06%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205691 | PA      | $208289.05    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                     | Lam Research Corp                                                           | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     775000 | PA      | $737966.77    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12808888 | PA      | $10920093.74  | 0.26%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                            | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $95275.09     | 0.00%             | 2026-05-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                           | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1655100.73   | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL              | Element Materials Technology Group US Holdings, Inc                         | CUSIP: BL3903004<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     210000 | PA      | $205712.85    | 0.00%             | 2029-04-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                  | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71265.80     | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                 | Intercorp Financial Services, Inc                                           | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |    3000000 | PA      | $2640975.24   | 0.06%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                   | Altice Financing S.A.                                                       | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |     484530 | PA      | $468782.73    | 0.01%             | 2026-01-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2415327 | PA      | $1931248.96   | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENA MASTER TRUST                      | ENA Master Trust                                                            | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    2300000 | PA      | $1609967.69   | 0.04%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                 | Genesis Energy LP                                                           | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3431124.86   | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                     | XPO Logistics, Inc                                                          | CUSIP: 98379EAE6<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |     596736 | PA      | $594823.28    | 0.01%             | 2025-02-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                      | ENN Clean Energy International Investment Ltd                               | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    2075000 | PA      | $1808072.29   | 0.04%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                  | Chart Industries, Inc                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1166136.40   | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                | UPC Broadband Finco BV                                                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1663590.00   | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                    | Regency Centers LP                                                          | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     425000 | PA      | $397736.96    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | Societe Generale S.A.                                                       | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $1420941.14   | 0.03%             | 2043-01-21      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                          | Ecopetrol S.A.                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2275000 | PA      | $1737735.66   | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1149176.00   | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                     | Kenya Government International Bond                                         | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    2500000 | PA      | $2231862.58   | 0.05%             | 2027-05-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | Marathon Petroleum Corp                                                     | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3465242.36   | 0.08%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    4884313 | PA      | $4622240.14   | 0.11%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                | Berkshire Hathaway Finance Corp                                             | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     500000 | PA      | $433143.24    | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1155796.08   | 0.03%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                         | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2250000 | PA      | $1516338.00   | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| LAM RESEARCH CORP                     | Lam Research Corp                                                           | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     700000 | PA      | $678662.50    | 0.02%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                        | PECO Energy Co                                                              | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     825000 | PA      | $563062.62    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom, Inc                                                               | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8558000 | PA      | $7465701.90   | 0.17%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1169112 | PA      | $1085306.34   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2150000 | PA      | $1891530.50   | 0.04%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1927000 | PA      | $1666150.91   | 0.04%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                          | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1703043.73   | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | Thailand Government International Bond                                      | CUSIP: AT4545436<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   18500000 | PA      | $556755.15    | 0.01%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Sunoco Logistics Partners Operations LP                                     | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $508234.44    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                    | Kennedy-Wilson, Inc                                                         | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1109565.52   | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                   | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2000461.12   | 0.05%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12626BAU8<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    1091000 | PA      | $1061756.18   | 0.02%             | 2046-08-10      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      68053 | PA      | $66930.15     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust            | Progress Residential Trust                                                  | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $465738.24    | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                    | Meta Platforms, Inc                                                         | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1291307.44   | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1185327 | PA      | $1104639.77   | 0.03%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1057792 | PA      | $909175.16    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    4222783 | PA      | $4185363.77   | 0.10%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                | Export-Import Bank of India                                                 | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1375000 | PA      | $1271174.86   | 0.03%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA               | EnfraGen Energia Sur S.A.                                                   | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    4900000 | PA      | $3429921.06   | 0.08%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                           | Southern Co                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1105036.06   | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                        | Air Lease Corp                                                              | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3397656.10   | 0.08%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                        | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1107777.26   | 0.03%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                        | Wynn Macau Ltd                                                              | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     450000 | PA      | $384340.50    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                 | SS&C Technologies, Inc                                                      | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    2019701 | PA      | $1987517.32   | 0.05%             | 2029-03-22      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge, Inc                                                               | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2340000 | PA      | $2115869.82   | 0.05%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1750000 | PA      | $1389552.03   | 0.03%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                   | Nigeria Government International Bond                                       | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     850000 | PA      | $703488.17    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12631DBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1120000 | PA      | $1082370.35   | 0.03%             | 2047-05-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2415327 | PA      | $2024479.13   | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    3081892 | PA      | $2617006.90   | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1419227 | PA      | $1357562.04   | 0.03%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2552781 | PA      | $1962880.89   | 0.05%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN              | Mileage Plus Holdings LLC                                                   | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     427500 | PA      | $440485.31    | 0.01%             | 2027-06-21      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                    | Ohio Power Co                                                               | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1257476.22   | 0.03%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                    | Voya Financial, Inc                                                         | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     260000 | PA      | $240976.89    | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding              | Purchasing Power Funding LLC                                                | CUSIP: 74615JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $948050.30    | 0.02%             | 2025-10-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | Indonesia Government International Bond                                     | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     225000 | PA      | $203408.02    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                           | MetLife, Inc                                                                | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3640700.00   | 0.09%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                       | Rolls-Royce plc                                                             | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $309562.50    | 0.01%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                    | Apollo aviation securitization                                              | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5027890 | PA      | $4046821.06   | 0.09%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     425000 | PA      | $319413.14    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1311148.40   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1432212.39   | 0.03%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                              | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $999747.65    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                       | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4780500.00   | 0.11%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186035 | PA      | $182758.12    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1319418.03   | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                        | NRG Energy, Inc                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1619824.69   | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                            | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3341859.66   | 0.08%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                | CNTL AMR BOTTLING CORP                                                      | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    1830000 | PA      | $1705962.60   | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS              | Univision Communications, Inc                                               | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     725000 | PA      | $692882.50    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | Royal Bank of Scotland Group plc                                            | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2770340.13   | 0.06%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                 | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     950000 | PA      | $740497.25    | 0.02%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR           | Prime Security Services Borrower LLC                                        | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    1129599 | PA      | $1121127.08   | 0.03%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                             | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2972473.70   | 0.07%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                     | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1341249 | PA      | $1031311.27   | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ALBEMARLE CORP                        | Albemarle Corp                                                              | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2584214.73   | 0.06%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne        | Oak Street Investment Grade Net Lease Fund Series                           | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $887280.60    | 0.02%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| PANAMA BONOS DEL                      | Panama Bonos del Tesoro                                                     | CUSIP: BQ2336940<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1800000 | PA      | $1449000.00   | 0.03%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun        | Bayview MSR Opportunity Master Fund Trust                                   | CUSIP: 07335UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1669965 | PA      | $1335272.01   | 0.03%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC                          | PetSmart, Inc                                                               | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     493736 | PA      | $484631.41    | 0.01%             | 2028-02-11      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group Funding Guernsey Ltd                                    | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4075000 | PA      | $3968031.25   | 0.09%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                | Orbia Advance Corp SAB de C.V.                                              | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1975000 | PA      | $1705906.25   | 0.04%             | 2026-05-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                           | Asurion LLC                                                                 | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     733394 | PA      | $655624.76    | 0.02%             | 2026-12-23      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                   | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3666996.90   | 0.09%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                       | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     475000 | PA      | $347749.67    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                | Berkshire Hathaway Finance Corp                                             | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $2601400.94   | 0.06%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                 | DIRECTV Financing LLC                                                       | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     710000 | PA      | $692768.30    | 0.02%             | 2027-08-02      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC           | CHG Healthcare Services, Inc                                                | CUSIP: N/A<br>LEI: 54930016Y1HPAVB9PZ54       | Long             | LON              | CORP              | US        |     375250 | PA      | $367928.87    | 0.01%             | 2028-09-29      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                      | CUSIP: C7052BAH7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |     498608 | PA      | $499403.58    | 0.01%             | 2025-05-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75262 | PA      | $67294.44     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                        | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1206435.14   | 0.03%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE              | Petrobras Global Finance BV                                                 | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1794960.32   | 0.04%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15500000 | PA      | $11067363.32  | 0.26%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC                                                      | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1765293.70   | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                          | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     251369 | PA      | $232493.85    | 0.01%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                       | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1216202.15   | 0.03%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS              | Brandywine Operating Partnership LP                                         | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     950000 | PA      | $903938.29    | 0.02%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                       | Weyerhaeuser Co                                                             | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     650000 | PA      | $490490.33    | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | Banco Bilbao Vizcaya Argentaria S.A.                                        | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $3830022.76   | 0.09%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                             | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     789000 | PA      | $660447.36    | 0.02%             | 2028-01-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $3270050.66   | 0.08%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    6575000 | PA      | $5257004.43   | 0.12%             | 2028-02-20      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7030315 | PA      | $6767080.81   | 0.16%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC Financial Services Group, Inc                                           | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2469363.40   | 0.06%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                            | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8565484 | PA      | $7141446.02   | 0.17%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                  | Bank Leumi Le-Israel BM                                                     | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    3000000 | PA      | $2654250.00   | 0.06%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust          | Hilton Grand Vacations Trust                                                | CUSIP: 43284BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     633999 | PA      | $603983.04    | 0.01%             | 2032-02-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                  | Colombia Government International Bond                                      | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3000000 | PA      | $2181592.17   | 0.05%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust          | Hilton Grand Vacations Trust                                                | CUSIP: 43284HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1529727 | PA      | $1413096.98   | 0.03%             | 2033-07-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| GCC SAB DE CV                         | GCC SAB de C.V.                                                             | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    1850000 | PA      | $1539638.23   | 0.04%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                | Anglo American Capital plc                                                  | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     875000 | PA      | $785562.87    | 0.02%             | 2029-03-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                     | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      52819 | PA      | $50031.59     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes    | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 313312AJ9<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |   10000000 | PA      | $9992873.90   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384CK3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   10000000 | PA      | $9932687.20   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1607955 | PA      | $1528494.69   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15185000 | PA      | $9752489.57   | 0.23%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                        | Qatar Government International Bond                                         | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    2600000 | PA      | $2382481.19   | 0.06%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| NBC Funding LLC                       | NBC Funding LLC                                                             | CUSIP: 62878YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1284501.00   | 0.03%             | 2051-07-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE              | Banco Mercantil del Norte S.A.                                              | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    1380000 | PA      | $1346317.10   | 0.03%             | N/A             | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3715000 | PA      | $3703804.22   | 0.09%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Crescendo Royalty Funding LP          | Crescendo Royalty Funding LP                                                | CUSIP: 225638AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9850000 | PA      | $8652638.93   | 0.20%             | 2051-12-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $3834394.85   | 0.09%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                       | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    3144375 | PA      | $2866990.82   | 0.07%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                       | Xcel Energy, Inc                                                            | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     215000 | PA      | $187845.31    | 0.00%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                        | Bancolombia S.A.                                                            | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    2000000 | PA      | $1755000.00   | 0.04%             | 2029-12-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU              | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    2500000 | PA      | $2335485.95   | 0.05%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| H-FOOD HOLDINGS LLC                   | Hearthside Food Solutions LLC                                               | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |       1065 | PA      | $951.83       | 0.00%             | 2025-05-23      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                       | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4870800 | PA      | $3913044.85   | 0.09%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                 | Cars Net Lease Mortgage Notes Series                                        | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2475000 | PA      | $2158019.57   | 0.05%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                               | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2433047.01   | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     459600 | PA      | $452244.39    | 0.01%             | 2049-10-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46646BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     182759 | PA      | $162977.89    | 0.00%             | 2046-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                              | EQT Corp                                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     850000 | PA      | $781179.82    | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1679160.88   | 0.04%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                | H&E Equipment Services, Inc                                                 | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2619254.25   | 0.06%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit               | Capital Automotive REIT                                                     | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3165377 | PA      | $2715792.82   | 0.06%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36290WK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      87953 | PA      | $89286.37     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1065981 | PA      | $819652.94    | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC              | C&W Senior Financing Designated Activity Co                                 | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    3200000 | PA      | $2976000.00   | 0.07%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                           | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1071026.74   | 0.03%             | 2050-02-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     481949 | PA      | $489758.66    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                     | Lithia Motors, Inc                                                          | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1961718.72   | 0.05%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Maps LTD                              | MAPS Trust                                                                  | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2236918 | PA      | $1856044.58   | 0.04%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle International Corp                                             | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     775000 | PA      | $719848.94    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    5195197 | PA      | $704374.19    | 0.02%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                           | MetLife, Inc                                                                | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     875000 | PA      | $850189.14    | 0.02%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN              | Live Nation Entertainment, Inc                                              | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2495303.01   | 0.06%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     139375 | PA      | $128176.99    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| H.B. FULLER CO                        | H.B. Fuller Co                                                              | CUSIP: 40409VAR5<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |     128673 | PA      | $128767.12    | 0.00%             | 2024-10-20      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T        | Regional Management Issuance Trust                                          | CUSIP: 75907VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $655329.36    | 0.02%             | 2031-03-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust        | Shellpoint Co-Originator Trust                                              | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     288759 | PA      | $257406.75    | 0.01%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    2216554 | PA      | $1835682.42   | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3017116 | PA      | $2904532.51   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                           | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     750000 | PA      | $719027.75    | 0.02%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEATTLE SPINCO INC                    | Seattle SpinCo, Inc                                                         | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |     723827 | PA      | $723826.56    | 0.02%             | 2024-06-21      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2395632 | PA      | $2045638.66   | 0.05%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8RE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4260273 | PA      | $4197402.38   | 0.10%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1992000 | PA      | $1646373.06   | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                   | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     650162 | PA      | $298904.21    | 0.01%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS               | Ulker Biskuvi Sanayi AS.                                                    | CUSIP: 903742AA2<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |    5325000 | PA      | $4467568.50   | 0.10%             | 2025-10-30      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | Sands China Ltd                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1665000 | PA      | $1425955.95   | 0.03%             | 2027-03-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group, Inc                                                     | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $862736.05    | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                     | TSMC Arizona Corp                                                           | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1899515.02   | 0.04%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     875000 | PA      | $871775.27    | 0.02%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                               | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1022112.00   | 0.02%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                     | L3Harris Technologies, Inc                                                  | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     800000 | PA      | $795301.91    | 0.02%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                     | Imperial Fund Mortgage Trust                                                | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     774432 | PA      | $687127.82    | 0.02%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                   | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $637327.84    | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                    | NortonLifeLock, Inc                                                         | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    4817000 | PA      | $4745756.57   | 0.11%             | 2029-09-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust             | Ashford Hospitality Trust                                                   | CUSIP: 04410CAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1427778.60   | 0.03%             | 2035-06-15      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| WRKCO INC                             | WRKCo, Inc                                                                  | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1191239.22   | 0.03%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO INVESTMENTS LLC               | Perrigo Investments LLC                                                     | CUSIP: BL3890177<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |     295515 | PA      | $294406.82    | 0.01%             | 2029-04-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3175000 | PA      | $2864411.66   | 0.07%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                     | Bharti Airtel Ltd                                                           | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    5000000 | PA      | $4226041.90   | 0.10%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                 | DIRECTV Holdings LLC                                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     985000 | PA      | $881240.10    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     366334 | PA      | $320269.00    | 0.01%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group plc                                                          | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $4453267.86   | 0.10%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    6083752 | PA      | $5757318.01   | 0.13%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2375317 | PA      | $1826425.61   | 0.04%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                              | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $1985354.29   | 0.05%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                             | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $4714083.86   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                       | MARB BondCo plc                                                             | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $1918959.78   | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     625919 | PA      | $581890.06    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART               | Kinder Morgan Energy Partners LP                                            | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     715000 | PA      | $642429.56    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3411494 | PA      | $2943152.12   | 0.07%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1100000 | PA      | $949480.47    | 0.02%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                | Clearway Energy Operating LLC                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     525000 | PA      | $484546.48    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                       | Bermuda Government International Bond                                       | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    3660000 | PA      | $3643271.79   | 0.09%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                           | Staples, Inc                                                                | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4303400.00   | 0.10%             | 2026-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BARBADOS GOVT OF                      | Barbados Government International Bond                                      | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     287000 | PA      | $266049.18    | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     217154 | PA      | $177680.96    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION INC                        | AutoNation, Inc                                                             | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1632586.36   | 0.04%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                | AmeriGas Partners LP                                                        | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $379883.76    | 0.01%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $24832031.25  | 0.58%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2158256.17   | 0.05%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                 | DowDuPont, Inc                                                              | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1582597.59   | 0.04%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                             | Mylan, Inc                                                                  | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1341364.49   | 0.03%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust          | WinWater Mortgage Loan Trust                                                | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |      84764 | PA      | $65453.87     | 0.00%             | 2044-06-20      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                    | CUSIP: 82653DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485000 | PA      | $466989.72    | 0.01%             | 2035-06-20      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | Credit Suisse Mortgage Capital Certificates                                 | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2133267 | PA      | $1743252.51   | 0.04%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                   | Select Medical Corp                                                         | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    1000000 | PA      | $982875.00    | 0.02%             | 2025-03-06      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1294899.14   | 0.03%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      65230 | PA      | $64084.08     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384EH8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   10000000 | PA      | $9877002.40   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                | Ardagh Metal Packaging Finance USA LLC                                      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1225000 | PA      | $1040570.32   | 0.02%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                    | Morocco Government International Bond                                       | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     525000 | PA      | $359453.89    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                    | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1914150 | PA      | $1749820.84   | 0.04%             | 2037-11-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     900000 | PA      | $700459.72    | 0.02%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003KBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7699397 | PA      | $5751676.18   | 0.13%             | 2051-08-25      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3129218.49   | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Solarcity LMC Series LLC              | SolarCity LMC                                                               | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |     267703 | PA      | $253140.09    | 0.01%             | 2038-11-20      | Fixed         | 4.80%                 | Yes           |                  3 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC              | Asplundh Tree Expert LLC                                                    | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     675319 | PA      | $675034.90    | 0.02%             | 2027-09-07      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                         | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2475000 | PA      | $1645132.50   | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                       | AstraZeneca plc                                                             | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $4740157.32   | 0.11%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                   | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2126361.25   | 0.05%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1688355 | PA      | $1571787.43   | 0.04%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT               | Midwest Connector Capital Co LLC                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $438146.74    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MA FINANCECO LLC                      | Seattle SpinCo, Inc                                                         | CUSIP: 81271EAC5<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |     578107 | PA      | $578106.92    | 0.01%             | 2027-01-14      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                    | Regency Centers LP                                                          | CUSIP: 75884RAU7<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     875000 | PA      | $831340.13    | 0.02%             | 2025-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                | Pertamina Persero PT                                                        | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    3000000 | PA      | $2423193.03   | 0.06%             | 2031-02-09      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                    | Wendys Funding LLC                                                          | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    6650000 | PA      | $5989974.20   | 0.14%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC                          | AutoZone, Inc                                                               | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1512896.54   | 0.04%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOU              | CenterPoint Energy Resources Corp                                           | CUSIP: 15189YAD8<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306101.29    | 0.01%             | 2037-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKG INC                               | UKG, Inc                                                                    | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     122824 | PA      | $117143.58    | 0.00%             | 2026-05-03      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                     | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     880265 | PA      | $760836.51    | 0.02%             | 2047-10-25      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                            | AMSR Trust                                                                  | CUSIP: 00178XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2625000 | PA      | $2307527.25   | 0.05%             | 2039-01-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                           | Phillips 66 Co                                                              | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     715000 | PA      | $619668.06    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                             | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $5871278.62   | 0.14%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2697851.40   | 0.06%             | 2048-08-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    4900000 | PA      | $5006702.40   | 0.12%             | 2042-09-25      | Variable      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31394EPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       7371 | PA      | $7350.23      | 0.00%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                           | NVIDIA Corp                                                                 | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $2879324.15   | 0.07%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                 | Residential Reinsurance 2021 Ltd                                            | CUSIP: 76114NAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     500000 | PA      | $439450.00    | 0.01%             | 2025-06-06      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WF-RBS Commercial Mortgage Trust                                            | CUSIP: 92890PAE4<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1977942.20   | 0.05%             | 2046-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                      | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208446.34    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | SYSCO Corp                                                                  | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     675000 | PA      | $636714.22    | 0.01%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Settlement Fee Finance LLC            | Settlement Fee Finance LLC                                                  | CUSIP: 81784RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3308666 | PA      | $3184447.06   | 0.07%             | 2049-11-01      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17290XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2717806 | PA      | $2477657.94   | 0.06%             | 2049-04-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3699274 | PA      | $3648872.23   | 0.09%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1933970.56   | 0.05%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                 | Northrop Grumman Corp                                                       | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1775330.61   | 0.04%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENN NATIONAL GAMING INC              | Penn National Gaming, Inc                                                   | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     308948 | PA      | $306394.05    | 0.01%             | 2029-05-03      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2358516.00   | 0.06%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                     | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     325000 | PA      | $304615.16    | 0.01%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                | Flexential Issuer, LLC                                                      | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2110000 | PA      | $1839442.72   | 0.04%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                | INEOS US Petrochem LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     964192 | PA      | $949729.46    | 0.02%             | 2026-01-29      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                 | CUSIP: 61764PBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3682000 | PA      | $3411904.31   | 0.08%             | 2047-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1234192.39   | 0.03%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4850000.00   | 0.11%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2377862 | PA      | $1975312.38   | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                     | Phoenix Newco, Inc                                                          | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    1494994 | PA      | $1443087.55   | 0.03%             | 2028-11-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                             | Colbun S.A.                                                                 | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    1900000 | PA      | $1600635.91   | 0.04%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL               | MPT Operating Partnership LP                                                | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2313507.12   | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                    | Morocco Government International Bond                                       | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    2575000 | PA      | $2204762.07   | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INFORMATICA LLC                       | Informatica LLC                                                             | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     843625 | PA      | $829705.19    | 0.02%             | 2028-10-27      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                       | Spin Holdco, Inc                                                            | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     447056 | PA      | $379327.11    | 0.01%             | 2028-03-04      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                | Berkshire Hathaway Finance Corp                                             | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     400000 | PA      | $356082.75    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC                                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2646875.00   | 0.06%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1946540.00   | 0.05%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                       | Access Bank plc                                                             | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    1525000 | PA      | $1167524.23   | 0.03%             | 2026-09-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC            | Applebee's Funding LLC                                                      | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1712700 | PA      | $1560812.63   | 0.04%             | 2049-06-05      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD               | Gold Fields Orogen Holdings BVI Ltd                                         | CUSIP: 38060AAC8<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    1250000 | PA      | $1263202.81   | 0.03%             | 2029-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                  | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3094399.80   | 0.07%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES BV               | Sensata Technologies BV                                                     | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     975000 | PA      | $840937.50    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                      | Lenovo Group Ltd                                                            | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    1500000 | PA      | $1189503.20   | 0.03%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: —       |
| AHEAD DB HOLDINGS LLC                 | Ahead DB Holdings LLC                                                       | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2411250.00   | 0.06%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72647000 | PA      | $59854317.34  | 1.40%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   12025000 | PA      | $11710658.08  | 0.27%             | 2042-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    7210000 | PA      | $7193167.53   | 0.17%             | 2042-03-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1376037 | PA      | $1363566.18   | 0.03%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3725000 | PA      | $3148789.81   | 0.07%             | 2049-11-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RDN1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1910000 | PA      | $1822198.45   | 0.04%             | 2025-09-22      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                      | Organon Finance  LLC                                                        | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2727522.79   | 0.06%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2795000 | PA      | $2658330.09   | 0.06%             | 2041-12-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5164714 | PA      | $5085551.44   | 0.12%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     660000 | PA      | $645232.10    | 0.02%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                  | M&T Bank Corp                                                               | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3235666.75   | 0.08%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL               | Southern Co Gas Capital Corp                                                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     425000 | PA      | $318492.23    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                | Bank of New York Mellon Corp                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4086000 | PA      | $3923091.18   | 0.09%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CLOUD PEAK ENRGY RES/FIN              | Cloud Peak Energy, Inc                                                      | CUSIP: 18911XAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     109901 | PA      | $101477.09    | 0.00%             | 2025-05-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                  | Commercial Metals Co                                                        | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1327284.89   | 0.03%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH               | International Game Technology plc                                           | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    2070000 | PA      | $2082606.30   | 0.05%             | 2025-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie, Inc                                                                 | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $7468157.29   | 0.17%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $4473578.83   | 0.10%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17463277 | PA      | $16381201.04  | 0.38%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                           | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $806330.20    | 0.02%             | 2049-11-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     107021 | PA      | $105288.22    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC               | Booz Allen Hamilton, Inc                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     925000 | PA      | $819515.43    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6040291.76   | 0.14%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                          | Organon & Co                                                                | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     450452 | PA      | $447195.56    | 0.01%             | 2028-06-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3293045.44   | 0.08%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN INSTITUTION               | Smithsonian Institution                                                     | CUSIP: 832432AH1<br>LEI: 549300ZJ87IUCDSX4306 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $941274.01    | 0.02%             | 2024-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T        | Regional Management Issuance Trust                                          | CUSIP: 75907VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1049964.00   | 0.02%             | 2031-03-17      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7541637 | PA      | $6858421.09   | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                           | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1322185.96   | 0.03%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2390531.52   | 0.06%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                     | Weingarten Realty Investors                                                 | CUSIP: 948741AL7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     925000 | PA      | $889645.88    | 0.02%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                            | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1535356.88   | 0.04%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                   | Conair Holdings LLC                                                         | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     987500 | PA      | $835671.88    | 0.02%             | 2028-05-17      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                 | DowDuPont, Inc                                                              | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    5805000 | PA      | $5708357.72   | 0.13%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS              | Targa Resources Partners LP                                                 | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $841390.00    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                     | Weingarten Realty Investors                                                 | CUSIP: 948741AK9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395073.34    | 0.01%             | 2024-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu        | JPMDB Commercial Mortgage Securities Trust                                  | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3909513.50   | 0.09%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL               | Southern Co Gas Capital Corp                                                | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     625000 | PA      | $510701.23    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                  | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     640000 | PA      | $605903.78    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                    | Angolan Government International Bond                                       | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    2075000 | PA      | $1795350.76   | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER              | Sociedad Quimica y Minera de Chile S.A.                                     | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    4500000 | PA      | $3309468.39   | 0.08%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                   | Activision Blizzard, Inc                                                    | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $859571.65    | 0.02%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                 | Republic Services, Inc                                                      | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1443836.61   | 0.03%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE              | Telefonica Moviles Chile S.A.                                               | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |    3000000 | PA      | $2457570.00   | 0.06%             | 2031-11-18      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                            | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1009765.05   | 0.02%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VR Funding LLC                        | Vine                                                                        | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5995119 | PA      | $4985966.23   | 0.12%             | 2050-11-15      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                 | Costco Wholesale Corp                                                       | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1925276.44   | 0.05%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS              | MPH Acquisition Holdings LLC                                                | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $2886370.00   | 0.07%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                     | Jordan Government International Bond                                        | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     950000 | PA      | $908881.18    | 0.02%             | 2025-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                      | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1425000 | PA      | $941486.74    | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1129262 | PA      | $1018015.35   | 0.02%             | 2047-07-10      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                           | Staples, Inc                                                                | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     952938 | PA      | $883716.12    | 0.02%             | 2026-04-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy, Inc                                                     | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2631964.23   | 0.06%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14307582 | PA      | $12197833.69  | 0.29%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                     | Matterhorn Re Ltd                                                           | CUSIP: 577092AP4<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $430350.00    | 0.01%             | 2025-03-24      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| LIFE STORAGE LP                       | Life Storage LP                                                             | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $988549.52    | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                 | Tricon American Homes Trust                                                 | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475000 | PA      | $417018.60    | 0.01%             | 2038-07-17      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31371KQ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137096 | PA      | $143345.47    | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2695094 | PA      | $2526343.49   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                          | Acrisure LLC                                                                | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     212820 | PA      | $200221.93    | 0.00%             | 2027-02-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE              | Hudson Pacific Properties LP                                                | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $918427.98    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                 | Genesee & Wyoming, Inc                                                      | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     952653 | PA      | $948904.42    | 0.02%             | 2026-12-30      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2248625 | PA      | $2046185.51   | 0.05%             | 2048-10-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                         | Cable Onda S.A.                                                             | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    1175000 | PA      | $1055443.75   | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy, Inc                                                     | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1821734.49   | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                         | DISH DBS Corp                                                               | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1493107.43   | 0.03%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                      | DT Midstream, Inc                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1537806.90   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                     | Medco Laurel Tree Pte Ltd                                                   | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    3000000 | PA      | $2656438.26   | 0.06%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $1726766.95   | 0.04%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd              | Madison Park Funding XXXVI Ltd                                              | CUSIP: 55819PAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $947718.00    | 0.02%             | 2035-04-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR              | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2000000 | PA      | $1920000.00   | 0.04%             | 2027-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  154896900 | PA      | $118266202.64 | 2.77%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3440000 | PA      | $3256330.83   | 0.08%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm, Inc                                                              | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     739773 | PA      | $732190.25    | 0.02%             | 2025-12-09      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| AETNA INC                             | Aetna, Inc                                                                  | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     150000 | PA      | $159343.15    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL        | Horizon Aircraft Finance II Ltd                                             | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |    1983623 | PA      | $1560375.08   | 0.04%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70431 | PA      | $63395.68     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $797417.70    | 0.02%             | 2053-02-13      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                              | CUSIP: 61765DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1913981.20   | 0.04%             | 2048-05-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR              | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    1800000 | PA      | $1782000.00   | 0.04%             | 2028-05-21      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                   | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $1895366.87   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group AG.                                                     | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    2050000 | PA      | $1866927.05   | 0.04%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    4300000 | PA      | $3748334.42   | 0.09%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                | CUSIP: 36252SBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1245487.95   | 0.03%             | 2052-02-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                          | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     502738 | PA      | $468055.25    | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10617611 | PA      | $10362419.93  | 0.24%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC Financial Services Group, Inc                                           | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $4140812.50   | 0.10%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL        | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4624800 | PA      | $4407180.04   | 0.10%             | 2045-10-25      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4259129.22   | 0.10%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                              | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $277155.60    | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                            | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1447500.00   | 0.03%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                     | Atmos Energy Corp                                                           | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2414402.98   | 0.06%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                       | Nevada Power Co                                                             | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $954224.62    | 0.02%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                            | Cigna Corp                                                                  | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1150538.39   | 0.03%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                             | Mosaic Co                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     377000 | PA      | $319525.41    | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO               | KazMunayGas National Co JSC                                                 | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    2000000 | PA      | $1484000.00   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy, Inc                                                        | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2498062.82   | 0.06%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust         | Agate Bay Mortgage Trust                                                    | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |     173232 | PA      | $154409.04    | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                | Energizer Holdings, Inc                                                     | CUSIP: N/A<br>LEI: 5493000D6NN0V57UME20       | Long             | LON              | CORP              | US        |     697208 | PA      | $685878.69    | 0.02%             | 2027-12-22      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                    | CUSIP: 82652MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     242226 | PA      | $227059.78    | 0.01%             | 2036-05-20      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays plc                                                                | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $388969.40    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust                                                         | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1459059 | PA      | $1211598.99   | 0.03%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1714694.20   | 0.04%             | 2048-05-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                | Discover Financial Services                                                 | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6211796.99   | 0.15%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                      | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1575000 | PA      | $1067522.92   | 0.02%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo        | Structured Asset Investment Loan Trust                                      | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4745 | PA      | $4612.55      | 0.00%             | 2034-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                    | Ukraine Government International Bond                                       | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1250000 | PA      | $231250.00    | 0.01%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| WEIBO CORP                            | Weibo Corp                                                                  | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    1825000 | PA      | $1417806.16   | 0.03%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                | Cushman & Wakefield plc                                                     | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     628711 | PA      | $615464.02    | 0.01%             | 2025-08-21      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                | Brazilian Government International Bond                                     | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1500000 | PA      | $1049161.22   | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL               | Jazz Financing Lux Sarl                                                     | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    3873094 | PA      | $3844955.64   | 0.09%             | 2028-05-05      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                      | Land O' Lakes, Inc                                                          | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |     500000 | PA      | $467500.00    | 0.01%             | N/A             | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc        | Oakwood Mortgage Investors, Inc                                             | CUSIP: 67087TDW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19493 | PA      | $19436.58     | 0.00%             | 2032-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                           | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     725000 | PA      | $596049.72    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX Trust                                                                   | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5258931 | PA      | $4043689.83   | 0.09%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN               | Shell International Finance BV                                              | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     820000 | PA      | $576265.98    | 0.01%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36200WM32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       9619 | PA      | $9839.04      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D              | Banque Ouest Africaine de Developpement                                     | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    3000000 | PA      | $2547090.12   | 0.06%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Maps LTD                              | MAPS Trust                                                                  | CUSIP: 55292RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2053500 | PA      | $1287021.27   | 0.03%             | 2046-06-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| JSM GLOBAL SARL                       | JSM Global Sarl                                                             | CUSIP: 46592BAA0<br>LEI: 222100JFIJNVE1XMFY68 | Long             | DBT              | CORP              | LU        |    3900000 | PA      | $2598375.00   | 0.06%             | 2030-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUS        | Spruce Hill Mortgage Loan Trust                                             | CUSIP: 85209FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3041414.60   | 0.07%             | 2050-01-28      | Variable      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XFTE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2066807 | PA      | $1759805.37   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | Nutrien Ltd                                                                 | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2141795.08   | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                 | Cayuga Park CLO Ltd                                                         | CUSIP: 149790AJ6<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-O            | CORP              | KY        |    1250000 | PA      | $1104532.50   | 0.03%             | 2034-07-17      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22795000 | PA      | $18565066.80  | 0.43%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                   | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4917000 | PA      | $3392402.04   | 0.08%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                | Indiana Michigan Power Co                                                   | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     750000 | PA      | $556669.31    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GLOBAL SUKUK                 | Pakistan Global Sukuk Programme Co Ltd                                      | CUSIP: 69583PAA2<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | CORP              | PK        |     450000 | PA      | $234621.00    | 0.01%             | 2029-01-31      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage        | Washington Mutual Mortgage Pass-Through Certificates Trust                  | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       8636 | PA      | $8239.53      | 0.00%             | 2038-08-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                  | Rumo Luxembourg Sarl                                                        | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |    3200000 | PA      | $2560000.00   | 0.06%             | 2032-01-18      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                      | CSC Holdings LLC                                                            | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     736436 | PA      | $698509.09    | 0.02%             | 2025-07-17      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                       | DTE Electric Co                                                             | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     750000 | PA      | $579508.28    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     790000 | PA      | $758674.86    | 0.02%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                | Invitation Homes Trust                                                      | CUSIP: 46187XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     499977 | PA      | $491552.47    | 0.01%             | 2038-01-17      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                     | Clean Harbors, Inc                                                          | CUSIP: 18449EAE0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     774160 | PA      | $772889.93    | 0.02%             | 2024-06-28      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                       | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      67489 | PA      | $63005.65     | 0.00%             | 2035-03-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | South Africa Government International Bond                                  | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    9000000 | PA      | $427353.26    | 0.01%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MX REMIT FUND FIDUC EST               | Mexico Remittances Funding Fiduciary Estate Management Sarl                 | CUSIP: 593035AA6<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |    2445000 | PA      | $2176050.00   | 0.05%             | 2028-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                  | CUSIP: 92538GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13031000 | PA      | $8568584.87   | 0.20%             | 2066-11-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                          | Centene Corp                                                                | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1384242.00   | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                   | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1267748.06   | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                           | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10850000 | PA      | $9184859.18   | 0.21%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     550000 | PA      | $540181.64    | 0.01%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                          | ADT Corp                                                                    | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1805886.33   | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                            | Humana, Inc                                                                 | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1725458.72   | 0.04%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                    | Howard Hughes Corp                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1025937.50   | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9539907.62   | 0.22%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                       | MEG Energy Corp                                                             | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2549730.00   | 0.06%             | 2027-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust                                         | CUSIP: 64828EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     453227 | PA      | $405449.06    | 0.01%             | 2059-09-25      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust           | Diamond Resorts Owner Trust                                                 | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000304 | PA      | $911036.14    | 0.02%             | 2033-11-21      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49996000 | PA      | $48949208.75  | 1.14%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BOEING CO                             | Boeing Co                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1749144.92   | 0.04%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                 | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     750000 | PA      | $581878.81    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                           | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3358442.77   | 0.08%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC              | Magallanes, Inc                                                             | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1029705.93   | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                        | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2400000 | PA      | $2343255.84   | 0.05%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                        | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1281462.15   | 0.03%             | 2050-11-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                 | Quikrete Holdings, Inc                                                      | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     340909 | PA      | $337740.41    | 0.01%             | 2027-02-01      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                     | NSTAR Electric Co                                                           | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     500000 | PA      | $470021.77    | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                 | HUB International Ltd                                                       | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     473978 | PA      | $470368.75    | 0.01%             | 2025-04-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP               | Principal Financial Group, Inc                                              | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $409674.96    | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                   | Coca-Cola Icecek AS.                                                        | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |    3000000 | PA      | $2617683.66   | 0.06%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                            | Apidos CLO XXIV                                                             | CUSIP: 03759CAV2<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-O            | CORP              | KY        |    9000000 | PA      | $8645679.00   | 0.20%             | 2030-10-20      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3565000 | PA      | $3541059.60   | 0.08%             | 2042-07-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                        | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3800000 | PA      | $3077003.49   | 0.07%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | Serbia International Bond                                                   | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1225000 | PA      | $880546.82    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133B9S88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1494847 | PA      | $1318564.76   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS              | Ferrellgas Escrow LLC                                                       | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2225000 | PA      | $1829884.50   | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                         | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2140000 | PA      | $1954873.31   | 0.05%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                           | Phillips 66                                                                 | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1000551.24   | 0.02%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    4059521 | PA      | $3636909.66   | 0.09%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2411669.83   | 0.06%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | Canadian Pacific Railway Co                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     750000 | PA      | $504219.05    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                     | Magnetite XXIII Ltd                                                         | CUSIP: 55954NAN9<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-O            | CORP              | KY        |    3500000 | PA      | $3281943.00   | 0.08%             | 2035-01-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE               | Energean Israel Finance Ltd                                                 | CUSIP: BO3321904<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     897000 | PA      | $801693.75    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR              | Marriott Ownership Resorts, Inc                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     425000 | PA      | $352591.16    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global, Inc                                                           | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2672722.34   | 0.06%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                | Republic of Uzbekistan Bond                                                 | CUSIP: 91822Q2D8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 5320000000 | PA      | $458528.29    | 0.01%             | 2023-11-25      | Fixed         | 14.50%                | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate         | CF Mortgage Trust                                                           | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221212 | PA      | $211929.95    | 0.00%             | 2025-04-15      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                              | Aon Corp                                                                    | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1066033.48   | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                            | Apidos CLO XXIX                                                             | CUSIP: 03767MAG3<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $965102.00    | 0.02%             | 2030-07-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                 | Palmer Square CLO Ltd                                                       | CUSIP: 69688FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $945120.00    | 0.02%             | 2035-01-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| REALPAGE INC                          | RealPage, Inc                                                               | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     469062 | PA      | $447016.56    | 0.01%             | 2028-04-24      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     575000 | PA      | $555999.67    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust                                                         | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6649299 | PA      | $5079652.25   | 0.12%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN              | Hilton Domestic Operating Co, Inc                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1761760.00   | 0.04%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC               | Zayo Group Holdings, Inc                                                    | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     623553 | PA      | $507896.09    | 0.01%             | 2027-03-09      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                         | Citrus Re Ltd                                                               | CUSIP: 177510AK0<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $474150.00    | 0.01%             | 2025-06-07      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1362483 | PA      | $1165448.10   | 0.03%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group plc                                                          | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2620000 | PA      | $2009819.03   | 0.05%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                      | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1055888.28   | 0.02%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                       | CMS Energy Corp                                                             | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2638125.80   | 0.06%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Mortgage Trust                                                        | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $2927446.20   | 0.07%             | 2038-08-05      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     422035 | PA      | $403342.68    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust         | Master Alternative Loan Trust                                               | CUSIP: 576434LU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     340266 | PA      | $338690.14    | 0.01%             | 2034-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                              | Agree LP                                                                    | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1678603.78   | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                         | Discover Bank                                                               | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     800000 | PA      | $760773.90    | 0.02%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $861764.89    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global, Inc                                                           | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |     651205 | PA      | $647210.30    | 0.02%             | 2026-07-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     606148 | PA      | $594842.07    | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN INSTITUTION               | Smithsonian Institution                                                     | CUSIP: 832432AG3<br>LEI: 549300ZJ87IUCDSX4306 | Long             | DBT              | CORP              | US        |     800000 | PA      | $776562.56    | 0.02%             | 2023-09-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | Indonesia Government International Bond                                     | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1900000 | PA      | $1689621.11   | 0.04%             | 2043-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COSAN SA                              | Cosan Ltd                                                                   | CUSIP: 22113AAB1<br>LEI: 549300PGFCX2JMKKLC96 | Long             | DBT              | CORP              | BR        |    1500000 | PA      | $1411875.00   | 0.03%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AON GLOBAL LTD                        | Aon plc                                                                     | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    2425000 | PA      | $2366773.59   | 0.06%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | Telefonica Emisiones SAU                                                    | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    1150000 | PA      | $883815.26    | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4509000 | PA      | $3540678.72   | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                         | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4811185.00   | 0.11%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                           | ProLogis LP                                                                 | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     625000 | PA      | $543791.54    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST              | Federal Realty Investment Trust                                             | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     600000 | PA      | $528435.02    | 0.01%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                      | Alabama Power Co                                                            | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     700000 | PA      | $579259.87    | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC                                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1035821.52   | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                 | WASH Multifamily Acquisition, Inc                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1248812.50   | 0.03%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31385JK23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49257 | PA      | $50506.86     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                | Indiana Michigan Power Co                                                   | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $775463.13    | 0.02%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 AA PTT               | British Airways Pass Through Trust                                          | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | ABS-O            | CORP              | US        |    2158183 | PA      | $1944862.35   | 0.05%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                 | Texas Instruments, Inc                                                      | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     700000 | PA      | $680746.49    | 0.02%             | 2024-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                       | NortonLifeLock, Inc                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2224600.00   | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                     | Ghana Government International Bond                                         | CUSIP: 37443GAB7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2200000 | PA      | $787270.00    | 0.02%             | 2032-03-26      | Fixed         | 8.12%                 | Yes           |                  3 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                    | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1125009.00   | 0.03%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1396910 | PA      | $1426546.00   | 0.03%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                       | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4847164.00   | 0.11%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC              | Arterra Wines Canada, Inc                                                   | CUSIP: N/A<br>LEI: 5493000SZ7NOM4G34E58       | Long             | LON              | CORP              | CA        |     605057 | PA      | $567997.23    | 0.01%             | 2027-11-24      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     575000 | PA      | $570916.98    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                   | CNT Holdings I Corp                                                         | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     714125 | PA      | $693019.04    | 0.02%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC            | Driven Brands Funding LLC                                                   | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2898375 | PA      | $2396440.21   | 0.06%             | 2051-01-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                | Match Group Holdings II LLC                                                 | CUSIP: 57665VAF4<br>LEI: 5493003RFFE030RC9167 | Long             | LON              | CORP              | US        |     450000 | PA      | $442406.25    | 0.01%             | 2027-02-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40800000 | PA      | $27920906.35  | 0.65%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                | Asian Development Bank                                                      | CUSIP: QZ6604008<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | IN        |   70000000 | PA      | $820572.95    | 0.02%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3222260 | PA      | $2777565.79   | 0.06%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4427046 | PA      | $3404038.38   | 0.08%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                | Equitable Holdings, Inc                                                     | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4289285.00   | 0.10%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                 | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     500000 | PA      | $388634.57    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3750000 | PA      | $3941063.93   | 0.09%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                | Eskom Holdings SOC Ltd                                                      | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    3450000 | PA      | $3019722.49   | 0.07%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG              | Berkshire Hathaway Energy Co                                                | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5495502.45   | 0.13%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                  | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     515714 | PA      | $462482.34    | 0.01%             | 2065-05-25      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV               | America Movil SAB de C.V.                                                   | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    3075000 | PA      | $2775187.50   | 0.06%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON              | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     725000 | PA      | $624786.22    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC            | Applebee's Funding LLC                                                      | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1994850 | PA      | $1960115.67   | 0.05%             | 2049-06-05      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                 | Residential Reinsurance 2021 Ltd                                            | CUSIP: 76114NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     500000 | PA      | $434350.00    | 0.01%             | 2025-06-06      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE              | Compass Group Diversified Holdings LLC                                      | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     600000 | PA      | $513474.61    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                           | Walmart, Inc                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4170814.89   | 0.10%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                              | SRAM LLC                                                                    | CUSIP: 85232BAT3<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |     365909 | PA      | $357218.74    | 0.01%             | 2028-05-18      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10228060 | PA      | $9508072.63   | 0.22%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                 | CDI Escrow Issuer, Inc                                                      | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1792858.26   | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20520000 | PA      | $20526412.50  | 0.48%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1353968 | PA      | $1265341.37   | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                | Export-Import Bank of India                                                 | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    2625000 | PA      | $2059943.29   | 0.05%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI              | Cedar Fair LP                                                               | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1805137.89   | 0.04%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CROCS INC                             | Crocs, Inc                                                                  | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |     711875 | PA      | $699417.19    | 0.02%             | 2029-02-20      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                             | Avaya Holdings Corp                                                         | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |     467000 | PA      | $161948.60    | 0.00%             | 2027-12-15      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                        | CUSIP: AX1003505<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2147420.00   | 0.05%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                       | Cemex SAB de C.V.                                                           | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1500000 | PA      | $1439992.47   | 0.03%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                      | Lamar Media Corp                                                            | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $874000.00    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36264DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1267817 | PA      | $988913.18    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                         | CommScope, Inc                                                              | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     483593 | PA      | $457116.26    | 0.01%             | 2026-04-06      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     550000 | PA      | $402049.62    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                        | Morgan Stanley                                                              | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     139125 | NS      | $3512906.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2762874 | PA      | $2124425.55   | 0.05%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2135234 | PA      | $1809886.35   | 0.04%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                  | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAA0<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |    3325000 | PA      | $3297168.89   | 0.08%             | 2023-09-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 3137G1CV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     219003 | PA      | $209861.83    | 0.00%             | 2048-05-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81746KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     602062 | PA      | $529212.40    | 0.01%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                  | Westpac Banking Corp                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     635000 | PA      | $471967.82    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115557400 | PA      | $117922715.53 | 2.76%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4100929.50   | 0.10%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | Springleaf Finance Corp                                                     | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $580362.00    | 0.01%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132D6C32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5225406 | PA      | $5191014.94   | 0.12%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUTNAM RE PTE LTD                     | Putnam RE PTE Ltd                                                           | CUSIP: 74686TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | SG        |      14062 | PA      | $1.41         | 0.00%             | 2024-06-07      | Variable      | 9.84%                 | Yes           |                  3 | On Loan: No      |
| WILLIS NORTH AMERICA INC              | Willis North America, Inc                                                   | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     850000 | PA      | $826820.90    | 0.02%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2691428.70   | 0.06%             | 2036-07-15      | Variable      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                       | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4598550 | PA      | $3885880.52   | 0.09%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                   | Highwoods Realty LP                                                         | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     375000 | PA      | $348009.95    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $533526.46    | 0.01%             | 2042-04-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Sunoco Logistics Partners Operations LP                                     | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1306589.34   | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP                                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $388151.41    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OLIN CORP                             | Olin Corp                                                                   | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1890000.00   | 0.04%             | 2027-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     229482 | PA      | $197340.72    | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                   | Minejesa Capital BV                                                         | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $778505.56    | 0.02%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                     | Johnson & Johnson                                                           | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     900000 | PA      | $763889.19    | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      57542 | PA      | $54446.98     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO              | Caesars Resort Collection LLC                                               | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     200900 | PA      | $200659.92    | 0.00%             | 2025-07-21      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO               | Promigas S.A. ESP                                                           | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2500000 | PA      | $2033697.00   | 0.05%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1350470.89   | 0.03%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11100000 | PA      | $10638401.06  | 0.25%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                           | Ivory Coast Government International Bond (Step Bond)                       | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     940417 | PA      | $887326.08    | 0.02%             | 2032-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| KFC HOLDING CO                        | KFC Holding Co                                                              | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     732711 | PA      | $724467.57    | 0.02%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1329961.19   | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group plc                                                          | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2850000 | PA      | $2281560.06   | 0.05%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                            | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6358113 | PA      | $5549212.42   | 0.13%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                     | Iliad Holding SASU                                                          | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    1925000 | PA      | $1785348.64   | 0.04%             | 2026-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC              | Baltimore Gas & Electric Co                                                 | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1021806.42   | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | CSMC Series                                                                 | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1850000 | PA      | $1522261.77   | 0.04%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN              | USA Compression Partners LP                                                 | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1534864.00   | 0.04%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                           | Walmart, Inc                                                                | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1948240.60   | 0.05%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $961642.40    | 0.02%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12591UAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4854416.00   | 0.11%             | 2047-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                      | Gates Global LLC                                                            | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     967519 | PA      | $948884.46    | 0.02%             | 2027-03-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31209 | PA      | $32190.41     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | Marathon Petroleum Corp                                                     | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2035293.90   | 0.05%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    2114603 | PA      | $1972010.29   | 0.05%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | Charles Schwab Corp                                                         | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6675000 | PA      | $6528150.00   | 0.15%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cloud Peak Energy Inc                 | Cloud Peak Energy, Inc                                                      | CUSIP: 18911Q300<br>LEI: 529900UPE2TSMT20WT39 | Long             | EC               | CORP              | US        |       1538 | NS      | $15.38        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5961778 | PA      | $4584122.15   | 0.11%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd              | Neuberger Berman Loan Advisers CLO 31 Ltd                                   | CUSIP: 64131XAL9<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1862066.00   | 0.04%             | 2031-04-20      | Variable      | 10.74%                | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR         | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |   68770408 | NS      | $68770408.00  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                              | CUSIP: 61756UBG5<br>LEI: 549300XYOVNMTJWOZ135 | Long             | ABS-MBS          | CORP              | US        |     132584 | PA      | $66789.36     | 0.00%             | 2049-12-12      | Variable      | 6.08%                 | No            |                  3 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                        | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8150000 | PA      | $5916484.84   | 0.14%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1880000 | PA      | $1844973.72   | 0.04%             | 2033-10-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4339011 | PA      | $3336346.58   | 0.08%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                 | CUSIP: 05591F2F6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    1500000 | PA      | $1418047.49   | 0.03%             | 2024-10-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK, Inc                                                                  | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1034887.94   | 0.02%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.           | Industrial DPR Funding Ltd                                                  | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $2528310.00   | 0.06%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| ACTIVISION BLIZZARD                   | Activision Blizzard, Inc                                                    | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     875000 | PA      | $833531.13    | 0.02%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                  | Rackspace Technology Global, Inc                                            | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |     451063 | PA      | $284194.36    | 0.01%             | 2028-02-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2358125.00   | 0.06%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV               | Anheuser-Busch Cos LLC                                                      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7699249.84   | 0.18%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5150000 | PA      | $4634413.93   | 0.11%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     525000 | PA      | $409684.37    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1735000 | PA      | $1723088.88   | 0.04%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES               | Philippine Government International Bond                                    | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     990000 | PA      | $843146.52    | 0.02%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                     | Suncor Energy, Inc                                                          | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     455000 | PA      | $476617.76    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                        | Froneri US, Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     585001 | PA      | $570458.07    | 0.01%             | 2027-01-29      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC              | Diamond Sports Group LLC                                                    | CUSIP: 25277BAB4<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     970112 | PA      | $116413.50    | 0.00%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  3 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                     | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2339846.59   | 0.05%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                 | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     525000 | PA      | $485480.00    | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1567295 | PA      | $1387959.05   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI              | Adani Electricity Mumbai Ltd                                                | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    2030000 | PA      | $1459683.68   | 0.03%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| SITE CENTERS CORP                     | SITE Centers Corp                                                           | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     650000 | PA      | $609800.39    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NatWest Group plc                                                           | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1679058.70   | 0.04%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | Centene Corp                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    6410000 | PA      | $5254592.56   | 0.12%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares, Inc                                                  | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     990000 | PA      | $963670.88    | 0.02%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                      | Arches Buyer, Inc                                                           | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1955253.48   | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                  | Verisk Analytics, Inc                                                       | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1245055.36   | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17320DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1982395.40   | 0.05%             | 2046-04-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                | Potomac Electric Power Co                                                   | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      50000 | PA      | $60174.11     | 0.00%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     572253 | PA      | $593424.41    | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5542830.00   | 0.13%             | 2048-08-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust             | GSMPS Mortgage Loan Trust                                                   | CUSIP: 36242DT78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     215870 | PA      | $204760.58    | 0.00%             | 2035-03-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TRANS UNION LLC                       | Trans Union LLC                                                             | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    3689161 | PA      | $3659186.84   | 0.09%             | 2028-12-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                       | Chevron USA, Inc                                                            | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     300000 | PA      | $294882.23    | 0.01%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                             | Airbus SE                                                                   | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    1690000 | PA      | $1569845.65   | 0.04%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC              | Magallanes, Inc                                                             | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $4953907.25   | 0.12%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI              | Amentum Government Services Holdings LLC                                    | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     488331 | PA      | $478767.45    | 0.01%             | 2027-01-31      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                       | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4339238 | PA      | $4024013.59   | 0.09%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6174586 | PA      | $5510763.34   | 0.13%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                        | Open Text Corp                                                              | CUSIP: 68371YAN3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    4400000 | PA      | $4308150.00   | 0.10%             | 2025-05-30      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                    | Union Pacific Corp                                                          | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1231888.11   | 0.03%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                            | Air Canada                                                                  | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |     552226 | PA      | $547479.77    | 0.01%             | 2028-08-11      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL Holdings, Inc                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2980092.50   | 0.07%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                          | CUSIP: 61764PBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     906556 | PA      | $836928.63    | 0.02%             | 2046-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic Government International Bond                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2250000 | PA      | $1867637.39   | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     547045 | PA      | $453413.29    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2        | BX Commercial Mortgage Trust                                                | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9167390 | PA      | $9060599.34   | 0.21%             | 2036-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                           | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     750000 | PA      | $529217.99    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                        | Bonanza RE Ltd                                                              | CUSIP: 09785EAJ0<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $400000.00    | 0.01%             | 2025-03-16      | Variable      | 10.09%                | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /              | Albion Financing 1 SARL                                                     | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1395000 | PA      | $1244074.95   | 0.03%             | 2026-10-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     935000 | PA      | $911854.08    | 0.02%             | 2041-10-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     710000 | PA      | $560594.27    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG.                                                               | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2100000 | PA      | $1442262.32   | 0.03%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L        | Horizon Aircraft Finance III Ltd                                            | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7785722 | PA      | $6002845.12   | 0.14%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                     | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     350000 | PA      | $274868.35    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                            | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1683793.10   | 0.04%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11414970 | PA      | $10707698.65  | 0.25%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31371KJN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107878 | PA      | $109705.12    | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     506300 | PA      | $478627.01    | 0.01%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                           | Corning, Inc                                                                | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     290000 | PA      | $224840.87    | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                    | Ameren Illinois Co                                                          | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3501897.47   | 0.08%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHOSAGRO(PHOS BOND FUND)              | Phosagro OAO Via Phosagro Bond Funding DAC                                  | CUSIP: 71922LAD1<br>LEI: 635400F8A3KGJIIBIK95 | Long             | DBT              | CORP              | IE        |    1475000 | PA      | $958750.00    | 0.02%             | 2028-09-16      | Fixed         | 2.60%                 | Yes           |                  3 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12626GAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $977830.60    | 0.02%             | 2046-08-10      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization        | AASET Trust                                                                 | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1102986 | PA      | $11.03        | 0.00%             | 2040-01-16      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                        | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1905000 | PA      | $1727551.71   | 0.04%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor, Inc                                                                | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    2505270 | PA      | $2497440.60   | 0.06%             | 2027-11-08      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1342616.38   | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN               | Development Bank of Japan, Inc                                              | CUSIP: 25159MBC0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     750000 | PA      | $711941.01    | 0.02%             | 2024-03-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Home Loans                | Countrywide Home Loan Mortgage Pass Through Trust                           | CUSIP: 12669G5W7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      19705 | PA      | $16671.17     | 0.00%             | 2035-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1189606 | PA      | $1025493.66   | 0.02%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP               | Gates Global LLC                                                            | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4728500.00   | 0.11%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1487079.00   | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E              | Alexandria Real Estate Equities, Inc                                        | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     350000 | PA      | $334387.84    | 0.01%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                   | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     325000 | PA      | $323898.25    | 0.01%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                        | S&P Global, Inc                                                             | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1746727.46   | 0.04%             | 2029-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| REINSURANCE GRP OF AMER               | Reinsurance Group of America, Inc                                           | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $960662.77    | 0.02%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2413752.84   | 0.06%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2713388.62   | 0.06%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     963449 | PA      | $875572.74    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie, Inc                                                                 | CUSIP: 00287YAX7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     850000 | PA      | $843846.95    | 0.02%             | 2023-05-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                     | Chariot Buyer LLC                                                           | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     493759 | PA      | $466602.62    | 0.01%             | 2028-11-03      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                  | RegionalCare Hospital Partners Holdings, Inc                                | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     997237 | PA      | $942513.83    | 0.02%             | 2025-11-16      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK, Inc                                                                  | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2818784.65   | 0.07%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    3000000 | PA      | $3000000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP LINDLEY SA                       | Corp Lindley S.A.                                                           | CUSIP: 21988VAD5<br>LEI: 549300XI785GPWS6HA82 | Long             | DBT              | CORP              | PE        |     450000 | PA      | $445389.65    | 0.01%             | 2023-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                    | Mongolia Government International Bond                                      | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     500000 | PA      | $427877.54    | 0.01%             | 2026-04-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                    | Diageo Capital plc                                                          | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    2425000 | PA      | $2068755.62   | 0.05%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE               | Walt Disney Co                                                              | CUSIP: 254687DT0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     125000 | PA      | $141024.05    | 0.00%             | 2028-11-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4682165.00   | 0.11%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | South Africa Government International Bond                                  | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1500000 | PA      | $1334928.90   | 0.03%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | Ameren Corp                                                                 | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1140106.19   | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL               | Adani Ports & Special Economic Zone Ltd                                     | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    3600000 | PA      | $2639225.77   | 0.06%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                  | UltraTech Cement Ltd                                                        | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |    2675000 | PA      | $2126100.70   | 0.05%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28749377 | PA      | $26979987.20  | 0.63%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENN ENGINEERING & MANUFAC            | Penn Engineering & Manufacturing Corp                                       | CUSIP: 707388AS3<br>LEI: 549300U5YQ9T9N3SZ021 | Long             | LON              | CORP              | US        |     262608 | PA      | $262607.66    | 0.01%             | 2024-06-27      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                | Anglo American Capital plc                                                  | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1350000 | PA      | $1097124.68   | 0.03%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   10000000 | PA      | $9947334.90   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate         | CF Mortgage Trust                                                           | CUSIP: 12529WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9166990.00   | 0.21%             | 2052-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC              | National Retail Properties, Inc                                             | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     550000 | PA      | $528462.27    | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust             | GSMPS Mortgage Loan Trust                                                   | CUSIP: 362341LN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     205849 | PA      | $196314.16    | 0.00%             | 2035-09-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust                                         | CUSIP: 64828EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425000 | PA      | $331453.25    | 0.01%             | 2059-09-25      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                             | Prosus NV                                                                   | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1208335.72   | 0.03%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Bemis Co, Inc                                                               | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     270000 | PA      | $250368.56    | 0.01%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN              | TerraForm Power Operating LLC                                               | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1739996.78   | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE               | GSK Consumer Healthcare Capital US LLC                                      | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2809210.59   | 0.07%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     746533 | PA      | $702557.33    | 0.02%             | 2048-10-26      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    5401288 | PA      | $763404.58    | 0.02%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1022182.75   | 0.02%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4219076 | PA      | $3244126.21   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD              | United Overseas Bank Ltd                                                    | CUSIP: 91127KAC6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    1700000 | PA      | $1655928.89   | 0.04%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                         | Amphenol Corp                                                               | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1254739.26   | 0.03%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $2576861.98   | 0.06%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                           | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1238140.70   | 0.03%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                         | Sempra Energy                                                               | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7767312.00   | 0.18%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3340500 | PA      | $3044408.10   | 0.07%             | 2048-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT              | Lima Metro Line 2 Finance Ltd                                               | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     718121 | PA      | $638288.66    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| ENEL CHILE SA                         | Enel Chile S.A.                                                             | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    2000000 | PA      | $1948997.22   | 0.05%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                     | CUSIP: 33851RAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8882582 | PA      | $7102342.42   | 0.17%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG.                                                           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2275000 | PA      | $1928932.51   | 0.05%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                  | EnLink Midstream LLC                                                        | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     525000 | PA      | $500061.59    | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                | Hartford Financial Services Group, Inc                                      | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $6356408.11   | 0.15%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | AstraZeneca Finance LLC                                                     | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     625000 | PA      | $519875.85    | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     610301 | PA      | $622127.50    | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   14029849 | PA      | $2041373.94   | 0.05%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4616506 | PA      | $726816.32    | 0.02%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                             | WRKCo, Inc                                                                  | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $960083.94    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                           | Lennar Corp                                                                 | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4820059.05   | 0.11%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | Mexican Bonos                                                               | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   16300000 | PA      | $791415.54    | 0.02%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)              | Nature Conservancy                                                          | CUSIP: 63902HAC3<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2352824.99   | 0.06%             | 2024-02-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                      | Iraq Government International Bond                                          | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    1615625 | PA      | $1487257.89   | 0.03%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10030391 | PA      | $10057313.65  | 0.24%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                            | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     925000 | PA      | $912431.24    | 0.02%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                | Open Text Holdings, Inc                                                     | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $441190.75    | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150297 | PA      | $142212.26    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                               | Hungary Government International Bond                                       | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     425000 | PA      | $315741.54    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1203119 | PA      | $1123981.58   | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle International Corp                                             | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1624519.64   | 0.04%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                  | Grupo Aeromexico SAB de C.V.                                                | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    3000000 | PA      | $2649724.68   | 0.06%             | 2027-03-17      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                    | NBK Tier  Financing Ltd                                                     | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |    3000000 | PA      | $2613396.00   | 0.06%             | N/A             | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                      | Vmed O2 UK Financing I plc                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    5335000 | PA      | $4333887.25   | 0.10%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD              | United Overseas Bank Ltd                                                    | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    3000000 | PA      | $2618204.82   | 0.06%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ENTEL CHILE SA                        | Empresa Nacional de Telecomunicaciones S.A.                                 | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    2575000 | PA      | $2047125.00   | 0.05%             | 2032-09-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| CIRQUE DU SOLEIL HOLDING              | Cirque Du Soleil Holding USA Newco, Inc                                     | CUSIP: 17276YAE6<br>LEI: 5493008BEUGNEZWEQK62 | Long             | LON              | CORP              | US        |      20488 | PA      | $20092.91     | 0.00%             | 2027-11-24      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                        | Microsoft Corp                                                              | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $756098.27    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24838110 | PA      | $21909038.78  | 0.51%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    1500000 | PA      | $1301001.71   | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS WTR & PWR AUTH         | Virgin Islands Water & Power Authority-Electric System                      | CUSIP: 927688GW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4195000 | PA      | $4167989.23   | 0.10%             | 2024-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS              | LCM Investments Holdings II LLC                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     800000 | PA      | $640630.87    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                    | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3488883.12   | 0.08%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     299967 | PA      | $278557.74    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                      | Lamar Media Corp                                                            | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $682050.19    | 0.02%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HANA BANK                             | Hana Bank                                                                   | CUSIP: 482466AG4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    2160000 | PA      | $1859259.70   | 0.04%             | N/A             | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1485939.18   | 0.03%             | 2048-04-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                  | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     199000 | PA      | $197324.94    | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1385605.76   | 0.03%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                | Millicom International Cellular S.A.                                        | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1175000 | PA      | $988313.72    | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6610000 | PA      | $6540966.48   | 0.15%             | 2042-04-25      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                          | ING Groep NV                                                                | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1041853.70   | 0.02%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                      | IRB Holding Corp                                                            | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     480057 | PA      | $466615.37    | 0.01%             | 2027-12-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                       | CUSIP: BM4399226<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    3250000 | PA      | $482603.95    | 0.01%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Bemis Co, Inc                                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $976482.00    | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                | ICBC Standard Bank plc                                                      | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        | 6000000000 | PA      | $1415129.03   | 0.03%             | 2034-06-26      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2863826 | PA      | $2202049.01   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $875606.62    | 0.02%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22630000 | PA      | $17012279.24  | 0.40%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                      | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1175000 | PA      | $1126112.07   | 0.03%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2250000 | PA      | $1880562.47   | 0.04%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                      | Lamar Media Corp                                                            | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1141260.70   | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                  | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1551323.90   | 0.04%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XII LTD                   | Vitality Re XII Ltd                                                         | CUSIP: 92849VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1840000.00   | 0.04%             | 2025-01-07      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1560000 | PA      | $1549415.87   | 0.04%             | 2042-08-25      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL        | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1536000 | PA      | $1453948.42   | 0.03%             | 2048-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                   | SVB Financial Group                                                         | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $858481.95    | 0.02%             | N/A             | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group, Inc                                                   | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1220761.99   | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands, Inc                                                          | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     369000 | PA      | $358852.50    | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1020000 | PA      | $854180.54    | 0.02%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                   | Nova Chemicals Corp                                                         | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2902488.63   | 0.07%             | 2024-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                           | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $814847.84    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN INSTITUTION               | Smithsonian Institution                                                     | CUSIP: 832432AK4<br>LEI: 549300ZJ87IUCDSX4306 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1415992.24   | 0.03%             | 2026-09-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                      | SLG Office Trust                                                            | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11415000 | PA      | $8004758.48   | 0.19%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| NEWMONT CORP                          | Newmont Corp                                                                | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1325525.68   | 0.03%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1104027 | PA      | $985333.69    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                    | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1755768.68   | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   19679596 | PA      | $18082659.59  | 0.42%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     475000 | PA      | $444105.82    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                              | Dana, Inc                                                                   | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     350000 | PA      | $318383.13    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND              | Saudi Government International Bond                                         | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2000000 | PA      | $1580976.16   | 0.04%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                        | Open Text Corp                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     565000 | PA      | $565000.00    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 20-1 B PTT                | British Airways Pass Through Trust                                          | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     585555 | PA      | $574529.86    | 0.01%             | 2028-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4HN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     432463 | PA      | $447025.56    | 0.01%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun        | GRACIE POINT INTERNATIONAL FUNDING                                          | CUSIP: 38411JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1550222.43   | 0.04%             | 2024-07-01      | Variable      | 11.05%                | Yes           |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                 | CANPACK S.A.                                                                | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1145000 | PA      | $1003226.17   | 0.02%             | 2025-11-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group plc                                                    | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2894121.36   | 0.07%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC            | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3165216 | PA      | $2903538.83   | 0.07%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| DANAHER CORP                          | Danaher Corp                                                                | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $720228.60    | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8355000 | PA      | $8713880.67   | 0.20%             | 2042-03-25      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                        | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     525000 | PA      | $457353.10    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Citicorp Mortgage Securities,         | Citicorp Mortgage Securities, Inc                                           | CUSIP: 172973W62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     127338 | PA      | $117891.64    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                    | Essex Portfolio LP                                                          | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1598316.26   | 0.04%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT               | Wisconsin Power & Light Co                                                  | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     850000 | PA      | $658005.76    | 0.02%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3712885.37   | 0.09%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12632QBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3307500 | PA      | $3138474.18   | 0.07%             | 2047-07-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                 | Ahead DB Holdings LLC                                                       | CUSIP: 00866HAF2<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     566375 | PA      | $548321.77    | 0.01%             | 2027-10-18      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC           | Hertz Vehicle Financing LLC                                                 | CUSIP: 42806MAD1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4520246.00   | 0.11%             | 2025-12-26      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                           | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    2000000 | PA      | $1765162.12   | 0.04%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                      | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $238799.16    | 0.01%             | 2025-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS CO                      | Genuine Parts Co                                                            | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1083547.57   | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                           | MetLife, Inc                                                                | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     625000 | PA      | $594968.26    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN              | Triton Water Holdings, Inc                                                  | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |     359411 | PA      | $335464.98    | 0.01%             | 2028-03-31      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| VITALITY RE X LTD                     | Vitality Re X Ltd                                                           | CUSIP: 92850FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3200000 | PA      | $3199680.00   | 0.07%             | 2023-01-10      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11824680 | PA      | $10778370.05  | 0.25%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6692085 | PA      | $5467519.44   | 0.13%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                     | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $1448898.16   | 0.03%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                   | AssuredPartners, Inc                                                        | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     384866 | PA      | $373705.28    | 0.01%             | 2027-02-12      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2776963.20   | 0.06%             | 2046-08-10      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                       | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    6831000 | PA      | $5614583.34   | 0.13%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AVAL LTD                        | Grupo Aval Ltd                                                              | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    2500000 | PA      | $2025076.93   | 0.05%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6563000 | PA      | $5043729.49   | 0.12%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1075000 | PA      | $966564.57    | 0.02%             | 2026-06-24      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                            | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $976056.84    | 0.02%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1943656 | PA      | $1814682.54   | 0.04%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1379802.20   | 0.03%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                            | START Ireland                                                               | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    2800060 | PA      | $1894205.37   | 0.04%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                         | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1632525.98   | 0.04%             | 2046-01-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE              | Equitable Financial Life Global Funding                                     | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     550000 | PA      | $498721.99    | 0.01%             | 2025-07-07      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4495312.50   | 0.11%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI               | Turkiye Garanti Bankasi AS.                                                 | CUSIP: 900148AE7<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    3000000 | PA      | $2766120.00   | 0.06%             | 2027-05-24      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                    | Regency Centers LP                                                          | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1384871.98   | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                      | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $239076.89    | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   30903124 | PA      | $27517089.28  | 0.64%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2700000 | PA      | $2043489.60   | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                   | Abu Dhabi Crude Oil Pipeline LLC                                            | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    1450000 | PA      | $1329458.85   | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $1797890.44   | 0.04%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                   | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     450000 | PA      | $442256.90    | 0.01%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18310323 | PA      | $17625646.88  | 0.41%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle International Corp                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $2778205.59   | 0.06%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1766802 | PA      | $1358527.30   | 0.03%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5895000 | PA      | $5453822.86   | 0.13%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CT TRUST                              | CT Trust                                                                    | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    1225000 | PA      | $1075663.19   | 0.03%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3933790 | PA      | $3145382.58   | 0.07%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONE GAS INC                           | ONE Gas, Inc                                                                | CUSIP: 68235PAE8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     575000 | PA      | $564688.96    | 0.01%             | 2024-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                             | Aflac, Inc                                                                  | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      53000 | PA      | $54264.78     | 0.00%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WCG PURCHASER CORP                    | Da Vinci Purchaser Corp                                                     | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |        154 | PA      | $140.31       | 0.00%             | 2027-01-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANISTMO SA                           | Banistmo S.A.                                                               | CUSIP: 06034LAB6<br>LEI: 549300E94AMW3HSSMU17 | Long             | DBT              | CORP              | PA        |    2000000 | PA      | $1829537.68   | 0.04%             | 2027-07-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Centex Home Equity                    | Centex Home Equity                                                          | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9040 | PA      | $8831.24      | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3913219 | PA      | $3670749.04   | 0.09%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1513802 | PA      | $1408301.49   | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus        | CFCRE Commercial Mortgage Trust                                             | CUSIP: 12532ABA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4473766.00   | 0.10%             | 2049-11-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5771478 | PA      | $5239662.22   | 0.12%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO              | Virginia Electric & Power Co                                                | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     775000 | PA      | $592432.13    | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3363205 | PA      | $3123520.74   | 0.07%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems, Inc                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $942546.44    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                    | CUSIP: 08163ABR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9100000 | PA      | $7369999.91   | 0.17%             | 2053-07-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| NMLT Trust                            | NLT Trust                                                                   | CUSIP: 62917JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     650000 | PA      | $384671.11    | 0.01%             | 2056-08-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                | Cia Cervecerias Unidas S.A.                                                 | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    2700000 | PA      | $2277234.00   | 0.05%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI              | Turkiye Vakiflar Bankasi TAO                                                | CUSIP: 90015WAK9<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    2500000 | PA      | $2357950.30   | 0.06%             | 2026-01-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                  | Lockheed Martin Corp                                                        | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61594.82     | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                         | Bank Hapoalim BM                                                            | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    4000000 | PA      | $3438744.00   | 0.08%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy, Inc                                                        | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     755000 | PA      | $600736.24    | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | Fiserv, Inc                                                                 | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $1923460.36   | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS              | Univision Communications, Inc                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1066231.50   | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31297U5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      21182 | PA      | $20894.19     | 0.00%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3579655 | PA      | $2752463.23   | 0.06%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D              | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    1575000 | PA      | $1268459.52   | 0.03%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1521928 | PA      | $1508737.84   | 0.04%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD              | Israel Electric Corp Ltd                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    2000000 | PA      | $1885000.00   | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | Canadian Pacific Railway Co                                                 | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $4507240.54   | 0.11%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UTZ QUALITY FOODS LLC                 | Utz Quality Foods LLC                                                       | CUSIP: 91809EAE1<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |     225693 | PA      | $224141.64    | 0.01%             | 2028-01-20      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                    | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4365394 | PA      | $3484505.99   | 0.08%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                       | MVW LLC                                                                     | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1414456 | PA      | $1251208.10   | 0.03%             | 2039-05-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1707226.75   | 0.04%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN              | Archrock Partners LP                                                        | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3770923.79   | 0.09%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     561414 | PA      | $524097.29    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                      | Delta 2 Lux Sarl                                                            | CUSIP: BL4053676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     270000 | PA      | $270202.50    | 0.01%             | 2030-01-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                     | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1223154.18   | 0.03%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                       | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3044088.00   | 0.07%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC              | Rocket Mortgage LLC                                                         | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1493720.00   | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEMAK SAB DE CV                       | Nemak SAB de C.V.                                                           | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $782234.82    | 0.02%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                         | Parkland Corp                                                               | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |    1260000 | PA      | $1042650.00   | 0.02%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding                                                                | CUSIP: 12563YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4375000 | PA      | $4208596.88   | 0.10%             | 2034-04-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2115657.25   | 0.05%             | 2049-03-17      | Variable      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                             | Orange S.A.                                                                 | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     370000 | PA      | $357594.27    | 0.01%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12593JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2315137.00   | 0.05%             | 2048-08-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                   | Consumers Energy Co                                                         | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $811117.72    | 0.02%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                            | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6600000 | PA      | $4830442.98   | 0.11%             | 2035-08-12      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP              | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1600000 | PA      | $1457868.02   | 0.03%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                        | Morgan Stanley                                                              | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      34686 | NS      | $841482.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN              | Hilton Domestic Operating Co, Inc                                           | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145500.00    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                    | Radiate Holdco LLC                                                          | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |       1010 | PA      | $825.06       | 0.00%             | 2026-09-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                      | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     161933 | PA      | $141979.46    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                  | Presidio Holdings, Inc                                                      | CUSIP: 74101YAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     117000 | PA      | $115354.98    | 0.00%             | 2027-01-22      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus        | CSAIL Commercial Mortgage Trust                                             | CUSIP: 126281AZ7<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    3340000 | PA      | $3197071.71   | 0.07%             | 2050-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CBN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4795000 | PA      | $4763013.90   | 0.11%             | 2023-02-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                    | Cenovus Energy, Inc                                                         | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $439118.60    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                   | Suzano Austria GmbH                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    3000000 | PA      | $2338812.00   | 0.05%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITY BREWING CO LLC                   | City Brewing Co LLC                                                         | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     264330 | PA      | $118618.09    | 0.00%             | 2028-04-05      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                          | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3137325.86   | 0.07%             | 2038-11-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                           | Asurion LLC                                                                 | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     425000 | PA      | $333977.75    | 0.01%             | 2028-02-03      | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   13722262 | PA      | $13316595.02  | 0.31%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                              | Visa, Inc                                                                   | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     550000 | PA      | $416631.49    | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** TIAA-CREF Funds

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer