# EDGAR Filing Document

**Accession Number:** 0001141819
**File Stem:** 0000894189-26-001874
**Filing Date:** 2026-1
**Character Count:** 937008
**Document Hash:** f678c340aba93ee4050a23fdd1c7e02b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-001874.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0000894189-26-001874

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRUST FOR PROFESSIONAL MANAGERS
- **CENTRAL INDEX KEY:** 0001141819

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10401
- **FILM NUMBER:** 26563274

**BUSINESS ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4147655067

**MAIL ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZODIAC TRUST
- **DATE OF NAME CHANGE:** 20010601

## Series and Classes Contracts Data

### ActivePassive Core Bond ETF (Series ID: S000075232)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000234094 | ActivePassive Core Bond ETF | APCB            |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **ActivePassive Core Bond ETF** | **ActivePassive Core Bond ETF** | **ActivePassive Core Bond ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **November 30, 2025 (Unaudited)** | **November 30, 2025 (Unaudited)** | **November 30, 2025 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 27.7%** | **Par** | **Value**  |
|  United States Treasury Inflation Indexed Bonds, 1.88%, 07/15/2035 | 1294758 | $1306835 |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.25%, 12/31/2025 | 683000 | 683232 |
| &nbsp;&nbsp; 4.25%, 01/31/2026 | 276000 | 276146 |
| &nbsp;&nbsp; 4.00%, 02/15/2026 | 380000 | 380161 |
| &nbsp;&nbsp; 4.63%, 02/28/2026 | 300000 | 300529 |
| &nbsp;&nbsp; 4.63%, 03/15/2026 | 1674000 | 1678201 |
| &nbsp;&nbsp; 4.50%, 03/31/2026 | 7772000 | 7789045 |
| &nbsp;&nbsp; 3.75%, 04/15/2026 | 1455000 | 1455051 |
| &nbsp;&nbsp; 4.88%, 04/30/2026 | 829000 | 832727 |
| &nbsp;&nbsp; 4.88%, 05/31/2026 | 902000 | 906780 |
| &nbsp;&nbsp; 1.88%, 06/30/2026 | 36000 | 35528 |
| &nbsp;&nbsp; 4.63%, 06/30/2026 | 884000 | 888381 |
| &nbsp;&nbsp; 4.50%, 07/15/2026 | 56000 | 56130 |
| &nbsp;&nbsp; 1.88%, 07/31/2026 | 373000 | 368545 |
| &nbsp;&nbsp; 4.38%, 07/31/2026 | 900000 | 903715 |
| &nbsp;&nbsp; 6.75%, 08/15/2026 | 1661000 | 1695700 |
| &nbsp;&nbsp; 0.75%, 08/31/2026 | 186000 | 181539 |
| &nbsp;&nbsp; 3.75%, 08/31/2026 | 1485000 | 1485450 |
| &nbsp;&nbsp; 2.00%, 11/15/2026 | 673000 | 662657 |
| &nbsp;&nbsp; 1.63%, 11/30/2026 | 205000 | 200503 |
| &nbsp;&nbsp; 4.25%, 11/30/2026 | 894000 | 899298 |
| &nbsp;&nbsp; 4.38%, 12/15/2026 | 864000 | 870670 |
| &nbsp;&nbsp; 4.00%, 01/15/2027 | 3055000 | 3068366 |
| &nbsp;&nbsp; 4.13%, 01/31/2027 | 803000 | 807736 |
| &nbsp;&nbsp; 4.25%, 03/15/2027 | 548000 | 552624 |
| &nbsp;&nbsp; 3.88%, 03/31/2027 | 910000 | 913430 |
| &nbsp;&nbsp; 4.50%, 04/15/2027 | 1496000 | 1514525 |
| &nbsp;&nbsp; 4.63%, 06/15/2027 | 720000 | 731531 |
| &nbsp;&nbsp; 3.25%, 06/30/2027 | 50000 | 49662 |
| &nbsp;&nbsp; 3.75%, 08/15/2027 | 545000 | 547012 |
| &nbsp;&nbsp; 0.38%, 09/30/2027 | 41000 | 38642 |
| &nbsp;&nbsp; 0.50%, 10/31/2027 | 1136000 | 1073254 |
| &nbsp;&nbsp; 3.50%, 10/31/2027 | 470000 | 469908 |
| &nbsp;&nbsp; 6.13%, 11/15/2027 | 1666000 | 1748975 |
| &nbsp;&nbsp; 0.63%, 11/30/2027 | 36000 | 33935 |
| &nbsp;&nbsp; 0.63%, 12/31/2027 | 1422000 | 1340763 |
| &nbsp;&nbsp; 0.75%, 01/31/2028 | 45000 | 42343 |
| &nbsp;&nbsp; 4.00%, 02/29/2028 | 537000 | 542852 |
| &nbsp;&nbsp; 3.88%, 03/15/2028 | 2911000 | 2936130 |
| &nbsp;&nbsp; 3.63%, 03/31/2028 | 1561000 | 1565909 |
| &nbsp;&nbsp; 3.75%, 05/15/2028 | 4800000 | 4817738 |
| &nbsp;&nbsp; 1.25%, 05/31/2028 | 87000 | 82177 |
| &nbsp;&nbsp; 1.25%, 06/30/2028 | 121000 | 114080 |
| &nbsp;&nbsp; 3.88%, 07/15/2028 | 3850000 | 3887147 |
| &nbsp;&nbsp; 1.00%, 07/31/2028 | 3855000 | 3612783 |
| &nbsp;&nbsp; 4.13%, 07/31/2028 | 336000 | 341440 |
| &nbsp;&nbsp; 2.88%, 08/15/2028 | 1327000 | 1306369 |
| &nbsp;&nbsp; 3.63%, 08/15/2028 | 4560000 | 4576120 |
| &nbsp;&nbsp; 1.13%, 08/31/2028 | 11000 | 10298 |
| &nbsp;&nbsp; 4.38%, 08/31/2028 | 63000 | 64285 |
| &nbsp;&nbsp; 1.25%, 09/30/2028 | 5000 | 4689 |
| &nbsp;&nbsp; 1.38%, 10/31/2028 | 5000 | 4697 |
| &nbsp;&nbsp; 5.25%, 11/15/2028 | 1659000 | 1740265 |
| &nbsp;&nbsp; 1.50%, 11/30/2028 | 1334000 | 1258754 |
| &nbsp;&nbsp; 1.38%, 12/31/2028 | 1311000 | 1230624 |
| &nbsp;&nbsp; 3.75%, 12/31/2028 | 702000 | 707183 |
| &nbsp;&nbsp; 1.75%, 01/31/2029 | 10000 | 9453 |
| &nbsp;&nbsp; 4.00%, 01/31/2029 | 273000 | 276972 |
| &nbsp;&nbsp; 1.88%, 02/28/2029 | 15000 | 14216 |
| &nbsp;&nbsp; 4.25%, 02/28/2029 | 311000 | 317967 |
| &nbsp;&nbsp; 2.38%, 03/31/2029 | 10000 | 9619 |
| &nbsp;&nbsp; 4.63%, 04/30/2029 | 1638000 | 1695746 |
| &nbsp;&nbsp; 2.38%, 05/15/2029 | 5000 | 4802 |
| &nbsp;&nbsp; 4.50%, 05/31/2029 | 894000 | 922479 |
| &nbsp;&nbsp; 4.25%, 06/30/2029 | 2911000 | 2980989 |
| &nbsp;&nbsp; 4.00%, 07/31/2029 | 3378000 | 3431111 |
| &nbsp;&nbsp; 1.63%, 08/15/2029 | 10000 | 9329 |
| &nbsp;&nbsp; 1.75%, 11/15/2029 | 10000 | 9331 |
| &nbsp;&nbsp; 3.88%, 12/31/2029 | 5000 | 5046 |
| &nbsp;&nbsp; 3.50%, 01/31/2030 | 71000 | 70647 |
| &nbsp;&nbsp; 1.50%, 02/15/2030 | 10000 | 9180 |
| &nbsp;&nbsp; 4.00%, 02/28/2030 | 1661000 | 1688965 |
| &nbsp;&nbsp; 3.63%, 03/31/2030 | 658000 | 659349 |
| &nbsp;&nbsp; 4.00%, 03/31/2030 | 913000 | 928496 |
| &nbsp;&nbsp; 3.50%, 04/30/2030 | 1881000 | 1875195 |
| &nbsp;&nbsp; 0.63%, 05/15/2030 | 3436000 | 3021063 |
| &nbsp;&nbsp; 3.75%, 05/31/2030 | 1080000 | 1087467 |
| &nbsp;&nbsp; 4.00%, 05/31/2030 | 250000 | 254351 |
| &nbsp;&nbsp; 3.75%, 06/30/2030 | 1324000 | 1333154 |
| &nbsp;&nbsp; 3.88%, 06/30/2030 | 2965000 | 3001078 |
| &nbsp;&nbsp; 3.88%, 07/31/2030 | 2841000 | 2875403 |
| &nbsp;&nbsp; 4.00%, 07/31/2030 | 1582000 | 1609500 |
| &nbsp;&nbsp; 0.63%, 08/15/2030 | 6524000 | 5691680 |
| &nbsp;&nbsp; 4.13%, 08/31/2030 | 15000 | 15303 |
| &nbsp;&nbsp; 4.63%, 09/30/2030 | 323000 | 337497 |
| &nbsp;&nbsp; 4.88%, 10/31/2030 | 627000 | 662477 |
| &nbsp;&nbsp; 0.88%, 11/15/2030 | 4518000 | 3963310 |
| &nbsp;&nbsp; 4.38%, 11/30/2030 | 893000 | 923802 |
| &nbsp;&nbsp; 3.75%, 12/31/2030 | 3461000 | 3481482 |
| &nbsp;&nbsp; 4.00%, 01/31/2031 | 1256000 | 1277808 |
| &nbsp;&nbsp; 1.13%, 02/15/2031 | 4296000 | 3798100 |
| &nbsp;&nbsp; 4.25%, 02/28/2031 | 6276000 | 6460235 |
| &nbsp;&nbsp; 4.13%, 03/31/2031 | 9783000 | 10010952 |
| &nbsp;&nbsp; 4.63%, 04/30/2031 | 525000 | 550122 |
| &nbsp;&nbsp; 1.63%, 05/15/2031 | 15000 | 13477 |
| &nbsp;&nbsp; 4.63%, 05/31/2031 | 222000 | 232067 |
| &nbsp;&nbsp; 4.25%, 06/30/2031 | 4153000 | 4275643 |
| &nbsp;&nbsp; 4.13%, 07/31/2031 | 560000 | 572906 |
| &nbsp;&nbsp; 1.25%, 08/15/2031 | 4666000 | 4086942 |
| &nbsp;&nbsp; 3.75%, 08/31/2031 | 2355000 | 2363647 |
| &nbsp;&nbsp; 1.38%, 11/15/2031 | 3500000 | 3067285 |
| &nbsp;&nbsp; 4.38%, 01/31/2032 | 1623000 | 1681010 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | 2685000 | 2411361 |
| &nbsp;&nbsp; 4.13%, 02/29/2032 | 185000 | 188596 |
| &nbsp;&nbsp; 4.13%, 03/31/2032 | 370000 | 378115 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | 1268000 | 1204972 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | 1377000 | 1294380 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | 1414000 | 1386549 |
| &nbsp;&nbsp; 3.38%, 05/15/2033 | 45000 | 43579 |
| &nbsp;&nbsp; 3.88%, 08/15/2033 | 7491000 | 7506948 |
| &nbsp;&nbsp; 4.50%, 11/15/2033 | 796000 | 830934 |
| &nbsp;&nbsp; 4.00%, 02/15/2034 | 2695000 | 2716950 |
| &nbsp;&nbsp; 4.38%, 05/15/2034 | 14219000 | 14703612 |
| &nbsp;&nbsp; 3.88%, 08/15/2034 | 2992000 | 2980371 |
| &nbsp;&nbsp; 4.63%, 02/15/2035 | 5637000 | 5921713 |
| &nbsp;&nbsp; 4.25%, 05/15/2035 | 1420000 | 1449620 |
| &nbsp;&nbsp; 4.25%, 08/15/2035 | 6910000 | 7045501 |
| &nbsp;&nbsp; 4.00%, 11/15/2035 | 1090000 | 1088382 |
| &nbsp;&nbsp; 4.75%, 02/15/2037 | 587000 | 623412 |
| &nbsp;&nbsp; 4.50%, 05/15/2038 | 2512000 | 2594965 |
| &nbsp;&nbsp; 4.38%, 11/15/2039 | 24000 | 23991 |
| &nbsp;&nbsp; 1.13%, 05/15/2040 | 589000 | 381320 |
| &nbsp;&nbsp; 1.13%, 08/15/2040 | 98000 | 62643 |
| &nbsp;&nbsp; 1.38%, 11/15/2040 | 638000 | 422700 |
| &nbsp;&nbsp; 1.88%, 02/15/2041 | 640000 | 456250 |
| &nbsp;&nbsp; 2.25%, 05/15/2041 | 147000 | 110100 |
| &nbsp;&nbsp; 4.38%, 05/15/2041 | 24000 | 23734 |
| &nbsp;&nbsp; 1.75%, 08/15/2041 | 637000 | 438597 |
| &nbsp;&nbsp; 2.00%, 11/15/2041 | 615000 | 438091 |
| &nbsp;&nbsp; 3.13%, 11/15/2041 | 19000 | 15974 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | 587000 | 440697 |
| &nbsp;&nbsp; 3.13%, 02/15/2042 | 636000 | 532434 |
| &nbsp;&nbsp; 3.25%, 05/15/2042 | 623000 | 529866 |
| &nbsp;&nbsp; 3.88%, 02/15/2043 | 160000 | 146527 |
| &nbsp;&nbsp; 2.88%, 05/15/2043 | 2170000 | 1719979 |
| &nbsp;&nbsp; 3.88%, 05/15/2043 | 51000 | 46594 |
| &nbsp;&nbsp; 4.38%, 08/15/2043 | 413000 | 402740 |
| &nbsp;&nbsp; 3.75%, 11/15/2043 | 248000 | 221434 |
| &nbsp;&nbsp; 4.75%, 11/15/2043 | 2263000 | 2310337 |
| &nbsp;&nbsp; 4.50%, 02/15/2044 | 502000 | 496176 |
| &nbsp;&nbsp; 4.63%, 05/15/2044 | 3168000 | 3177900 |
| &nbsp;&nbsp; 3.13%, 08/15/2044 | 1170000 | 947471 |
| &nbsp;&nbsp; 4.13%, 08/15/2044 | 1851000 | 1735963 |
| &nbsp;&nbsp; 5.00%, 05/15/2045 | 184000 | 192459 |
| &nbsp;&nbsp; 2.88%, 08/15/2045 | 200000 | 153334 |
| &nbsp;&nbsp; 2.25%, 08/15/2046 | 311000 | 210004 |
| &nbsp;&nbsp; 3.00%, 02/15/2047 | 626000 | 483377 |
| &nbsp;&nbsp; 2.75%, 08/15/2047 | 194000 | 141916 |
| &nbsp;&nbsp; 2.75%, 11/15/2047 | 298000 | 217918 |
| &nbsp;&nbsp; 3.13%, 05/15/2048 | 714000 | 556864 |
| &nbsp;&nbsp; 3.00%, 08/15/2048 | 515000 | 391501 |
| &nbsp;&nbsp; 3.38%, 11/15/2048 | 802000 | 651155 |
| &nbsp;&nbsp; 3.00%, 02/15/2049 | 660000 | 499434 |
| &nbsp;&nbsp; 2.88%, 05/15/2049 | 794000 | 585482 |
| &nbsp;&nbsp; 2.25%, 08/15/2049 | 1047000 | 675969 |
| &nbsp;&nbsp; 2.38%, 11/15/2049 | 795000 | 525911 |
| &nbsp;&nbsp; 2.00%, 02/15/2050 | 338000 | 204470 |
| &nbsp;&nbsp; 1.25%, 05/15/2050 | 875000 | 434355 |
| &nbsp;&nbsp; 1.38%, 08/15/2050 | 2028000 | 1032300 |
| &nbsp;&nbsp; 1.63%, 11/15/2050 | 9954000 | 5405489 |
| &nbsp;&nbsp; 1.88%, 02/15/2051 | 1403000 | 810561 |
| &nbsp;&nbsp; 2.38%, 05/15/2051 | 1372000 | 892684 |
| &nbsp;&nbsp; 2.00%, 08/15/2051 | 540000 | 319961 |
| &nbsp;&nbsp; 1.88%, 11/15/2051 | 2493000 | 1425830 |
| &nbsp;&nbsp; 2.25%, 02/15/2052 | 2113000 | 1324669 |
| &nbsp;&nbsp; 2.88%, 05/15/2052 | 2005000 | 1445558 |
| &nbsp;&nbsp; 3.00%, 08/15/2052 | 609000 | 450065 |
| &nbsp;&nbsp; 3.63%, 02/15/2053 | 686000 | 572475 |
| &nbsp;&nbsp; 3.63%, 05/15/2053 | 605000 | 504301 |
| &nbsp;&nbsp; 4.13%, 08/15/2053 | 499000 | 455191 |
| &nbsp;&nbsp; 4.75%, 11/15/2053 | 2948000 | 2978862 |
| &nbsp;&nbsp; 4.25%, 02/15/2054 | 400000 | 372594 |
| &nbsp;&nbsp; 4.63%, 05/15/2054 | 1340000 | 1328746 |
| &nbsp;&nbsp; 4.25%, 08/15/2054 | 769000 | 716402 |
| &nbsp;&nbsp; 4.50%, 11/15/2054 | 961000 | 933634 |
| &nbsp;&nbsp; 4.63%, 02/15/2055 | 1966000 | 1949949 |
| &nbsp;&nbsp; 4.75%, 05/15/2055 | 2187000 | 2213825 |
| &nbsp;&nbsp; 4.63%, 11/15/2055 | 470000 | 466695 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $246,047,188) | **TOTAL U.S. TREASURY SECURITIES** (Cost $246,047,188) | 248135140 |
| **EXCHANGE TRADED FUNDS - 26.4%** | **Shares** | **Value**  |
| iShares Core U.S. Aggregate Bond ETF <sup>(a)</sup> | 240115 | 24208394 |
| iShares MBS ETF | 1303626 | 124848262 |
| Vanguard Total International Bond ETF <sup>(a)</sup> | 1761371 | 87452070 |
| **TOTAL EXCHANGE TRADED FUNDS** (Cost $230,119,240) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $230,119,240) | 236508726 |
| **CORPORATE BONDS - 22.8%** | **Par** | **Value**  |
| **Advertising & Marketing - 0.0%<sup>(b)</sup>** | **Advertising & Marketing - 0.0%<sup>(b)</sup>** | **Advertising & Marketing - 0.0%<sup>(b)</sup>** |
| Neptune Bidco US, Inc. | Neptune Bidco US, Inc. | Neptune Bidco US, Inc. |
| &nbsp;&nbsp; 9.29%, 04/15/2029 <sup>(c)</sup> | 12000 | 11925 |
| &nbsp;&nbsp; 10.38%, 05/15/2031 <sup>(c)</sup> | 5000 | 5046 |
|  Stagwell Global LLC, 5.63%, 08/15/2029 <sup>(c)</sup> | 14000 | 13582 |
|  |  | 30553 |
| **Aerospace & Defense - 0.1%** | **Aerospace & Defense - 0.1%** | **Aerospace & Defense - 0.1%** |
|  AAR Escrow Issuer LLC, 6.75%, 03/15/2029 <sup>(c)</sup> | 14000 | 14505 |
|  Embraer Netherlands Finance BV, 5.98%, 02/11/2035 <sup>(a)</sup> | 121000 | 128950 |
|  Goat Holdco LLC, 6.75%, 02/01/2032 <sup>(c)</sup> | 203000 | 207865 |
|  Spirit AeroSystems, Inc., 9.75%, 11/15/2030 <sup>(c)</sup> | 8000 | 8753 |
| TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. |
| &nbsp;&nbsp; 6.75%, 08/15/2028 <sup>(c)</sup> | 120000 | 122297 |
| &nbsp;&nbsp; 4.63%, 01/15/2029 | 10000 | 9860 |
| &nbsp;&nbsp; 6.88%, 12/15/2030 <sup>(c)</sup> | 70000 | 72846 |
| &nbsp;&nbsp; 7.13%, 12/01/2031 <sup>(c)</sup> | 115000 | 120407 |
| &nbsp;&nbsp; 6.00%, 01/15/2033 <sup>(c)</sup> | 165000 | 168429 |
| &nbsp;&nbsp; 6.25%, 01/31/2034 <sup>(c)</sup> | 32000 | 33118 |
|  |  | 887030 |
| **Airlines - 0.1%** | **Airlines - 0.1%** | **Airlines - 0.1%** |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.75%, 04/20/2029 <sup>(c)</sup> | 427000 | 431269 |
|  OneSky Flight LLC, 8.88%, 12/15/2029 <sup>(c)</sup> | 7000 | 7421 |
|  United Airlines 2014-2 Class A Pass Through Trust, Series A, 3.75%, 09/03/2026 | 391876 | 389029 |
|  United Airlines 2020-1 Class A Pass Through Trust, Series 2020-1, 5.88%, 10/15/2027 | 110519 | 112744 |
|  United Airlines Class B Pass Through Trust, Series 2020-1, 4.88%, 01/15/2026 | 162679 | 162296 |
|  |  | 1102759 |
| **Apparel & Textile Products - 0.0%<sup>(b)</sup>** | **Apparel & Textile Products - 0.0%<sup>(b)</sup>** | **Apparel & Textile Products - 0.0%<sup>(b)</sup>** |
|  Champ Acquisition Corp., 8.38%, 12/01/2031 <sup>(c)</sup> | 20000 | 21269 |
| **Auto Parts Manufacturing - 0.0%<sup>(b)</sup>** | **Auto Parts Manufacturing - 0.0%<sup>(b)</sup>** | **Auto Parts Manufacturing - 0.0%<sup>(b)</sup>** |
|  American Axle & Manufacturing, Inc., 7.75%, 10/15/2033 <sup>(c)</sup> | 7000 | 7057 |
| **Automobiles & Components - 0.1%** | **Automobiles & Components - 0.1%** | **Automobiles & Components - 0.1%** |
|  General Motors Co., 6.80%, 10/01/2027 | 400000 | 415257 |
|  Goodyear Tire & Rubber Co., 5.25%, 04/30/2031 | 445000 | 424028 |
|  Phinia, Inc., 6.75%, 04/15/2029 <sup>(c)</sup> | 7000 | 7214 |
|  |  | 846499 |
| **Automobiles Manufacturing - 0.7%** | **Automobiles Manufacturing - 0.7%** | **Automobiles Manufacturing - 0.7%** |
|  American Honda Finance Corp., 4.60%, 04/17/2030 | 55000 | 55679 |
| BMW US Capital LLC | BMW US Capital LLC | BMW US Capital LLC |
| &nbsp;&nbsp; 4.90%, 04/02/2029 <sup>(c)</sup> | 379000 | 386855 |
| &nbsp;&nbsp; 4.15%, 04/09/2030 <sup>(c)</sup> | 164000 | 163034 |
| &nbsp;&nbsp; 2.55%, 04/01/2031 <sup>(c)</sup> | 284000 | 259378 |
| &nbsp;&nbsp; 5.15%, 08/11/2033 <sup>(c)</sup> | 82000 | 84577 |
|  General Motors Financial Co., Inc., 5.85%, 04/06/2030 | 45000 | 47284 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 1.50%, 06/15/2026 <sup>(c)</sup> | 233000 | 229146 |
| &nbsp;&nbsp; 5.45%, 06/24/2026 <sup>(c)</sup> | 11000 | 11048 |
| &nbsp;&nbsp; 3.50%, 11/02/2026 <sup>(c)</sup> | 94000 | 93201 |
| &nbsp;&nbsp; 5.30%, 03/19/2027 <sup>(c)</sup> | 10000 | 10117 |
| &nbsp;&nbsp; 5.30%, 06/24/2029 <sup>(c)</sup> | 9000 | 9252 |
| Mercedes-Benz Finance North America LLC | Mercedes-Benz Finance North America LLC | Mercedes-Benz Finance North America LLC |
| &nbsp;&nbsp; 4.80%, 03/30/2026 <sup>(c)</sup> | 436000 | 435795 |
| &nbsp;&nbsp; 3.75%, 02/22/2028 <sup>(c)</sup> | 1071000 | 1066041 |
| &nbsp;&nbsp; 5.10%, 08/03/2028 <sup>(c)</sup> | 312000 | 319738 |
| &nbsp;&nbsp; 2.63%, 03/10/2030 <sup>(c)</sup> | 857000 | 805689 |
| Stellantis Financial Services US Corp. | Stellantis Financial Services US Corp. | Stellantis Financial Services US Corp. |
| &nbsp;&nbsp; 4.95%, 09/15/2028 <sup>(c)</sup> | 395000 | 397266 |
| &nbsp;&nbsp; 5.40%, 09/15/2030 <sup>(c)</sup> | 580000 | 585641 |
| Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |
| &nbsp;&nbsp; 1.63%, 11/24/2027 <sup>(c)</sup> | 332000 | 314623 |
| &nbsp;&nbsp; 6.20%, 11/16/2028 <sup>(c)</sup> | 344000 | 360064 |
| &nbsp;&nbsp; 6.45%, 11/16/2030 <sup>(c)</sup> | 200000 | 214764 |
|  |  | 5849192 |
| **Banks - 3.3%** | **Banks - 3.3%** | **Banks - 3.3%** |
|  Australia & New Zealand Banking Group Ltd., 6.74%, 12/08/2032 <sup>(c)</sup> | 206000 | 228685 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 3.82% to 01/20/2027 then 3 mo. Term SOFR + 1.84%, 01/20/2028 | 707000 | 704815 |
| &nbsp;&nbsp; 3.97% to 03/05/2028 then 3 mo. Term SOFR + 1.33%, 03/05/2029 | 975000 | 973619 |
| &nbsp;&nbsp; 5.20% to 04/25/2028 then SOFR + 1.63%, 04/25/2029 | 264000 | 270111 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 | 34000 | 31184 |
| &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 | 19000 | 19753 |
| &nbsp;&nbsp; 5.51% to 01/24/2035 then SOFR + 1.31%, 01/24/2036 | 1400000 | 1478135 |
|  Bank of Nova Scotia, 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 | 370000 | 375796 |
| Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 7.12% to 06/27/2033 then SOFR + 3.57%, 06/27/2034 | 700000 | 787055 |
| &nbsp;&nbsp; 6.04% to 03/12/2054 then SOFR + 2.42%, 03/12/2055 | 859000 | 917917 |
|  BNP Paribas SA, 5.18% to 01/09/2029 then SOFR + 1.52%, 01/09/2030 <sup>(c)</sup> | 369000 | 377978 |
|  BOKF NA, 6.11% to 11/06/2035 then 5 yr. CMT Rate + 2.00%, 11/06/2040 | 250000 | 254190 |
| BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 <sup>(c)</sup> | 260000 | 233537 |
| &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 <sup>(c)</sup> | 415000 | 443075 |
| &nbsp;&nbsp; 6.92% to 01/14/2045 then SOFR + 2.61%, 01/14/2046 <sup>(c)</sup> | 957000 | 1034232 |
|  CaixaBank SA, 6.84% to 09/13/2033 then SOFR + 2.77%, 09/13/2034 <sup>(c)</sup> | 532000 | 598527 |
|  Citibank NA, 5.80%, 09/29/2028 | 500000 | 524930 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 3.88% to 02/18/2026 then 5 yr. CMT Rate + 3.42%, Perpetual | 220000 | 218752 |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 | 235000 | 233828 |
| &nbsp;&nbsp; 5.17% to 02/13/2029 then SOFR + 1.36%, 02/13/2030 | 840000 | 864295 |
| &nbsp;&nbsp; 3.98% to 03/20/2029 then 3 mo. Term SOFR + 1.60%, 03/20/2030 | 395000 | 391163 |
| &nbsp;&nbsp; 4.41% to 03/31/2030 then SOFR + 3.91%, 03/31/2031 | 122000 | 122130 |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 | 790000 | 809864 |
| &nbsp;&nbsp; 6.17% to 05/25/2033 then SOFR + 2.66%, 05/25/2034 | 1066000 | 1139320 |
| &nbsp;&nbsp; 6.02% to 01/24/2035 then SOFR + 1.83%, 01/24/2036 | 615000 | 648356 |
| &nbsp;&nbsp; 6.13%, 08/25/2036 | 657000 | 705999 |
| &nbsp;&nbsp; 5.32% to 03/26/2040 then SOFR + 4.55%, 03/26/2041 | 732000 | 741784 |
|  Comerica Bank, 5.33% to 08/25/2032 then SOFR + 2.61%, 08/25/2033 | 468000 | 472123 |
|  Credit Agricole SA, 5.22% to 05/27/2030 then SOFR + 1.46%, 05/27/2031 <sup>(c)</sup> | 343000 | 352935 |
|  Deutsche Bank AG/New York NY, 4.95% to 08/04/2030 then SOFR + 1.30%, 08/04/2031 | 405000 | 409953 |
|  First Citizens BancShares, Inc., 5.60% to 09/05/2030 then 5 yr. CMT Rate + 1.85%, 09/05/2035 | 23000 | 22917 |
|  Huntington Bancshares, Inc., 6.14% to 11/18/2034 then 5 yr. CMT Rate + 1.70%, 11/18/2039 | 405000 | 421634 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 3.54% to 05/01/2027 then 3 mo. Term SOFR + 1.64%, 05/01/2028 | 447000 | 443006 |
| &nbsp;&nbsp; 5.01% to 01/23/2029 then SOFR + 1.31%, 01/23/2030 | 385000 | 394400 |
| &nbsp;&nbsp; 2.96% to 05/13/2030 then 3 mo. Term SOFR + 2.52%, 05/13/2031 | 260000 | 244940 |
| &nbsp;&nbsp; 4.26% to 10/22/2030 then SOFR + 0.93%, 10/22/2031 | 175000 | 174805 |
| &nbsp;&nbsp; 5.50% to 01/24/2035 then SOFR + 1.32%, 01/24/2036 | 960000 | 1014515 |
| &nbsp;&nbsp; 4.81% to 10/22/2035 then SOFR + 1.19%, 10/22/2036 | 445000 | 446523 |
| &nbsp;&nbsp; 3.88% to 07/24/2037 then 3 mo. Term SOFR + 1.62%, 07/24/2038 | 44000 | 39985 |
| &nbsp;&nbsp; 4.26% to 02/22/2047 then 3 mo. Term SOFR + 1.84%, 02/22/2048 | 210000 | 181614 |
|  Lloyds Banking Group PLC, 6.07% to 06/13/2035 then 1 yr. CMT Rate + 1.60%, 06/13/2036 | 480000 | 506308 |
|  M&T Bank Corp., 5.40% to 07/30/2030 then 5 yr. CMT Rate + 1.43%, 07/30/2035 | 550000 | 554468 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |
| &nbsp;&nbsp; 3.26% to 05/22/2029 then 1 yr. CMT Rate + 1.25%, 05/22/2030 | 624000 | 605396 |
| &nbsp;&nbsp; 1.98% to 09/08/2030 then 3 mo. Term SOFR + 1.53%, 09/08/2031 | 307000 | 275471 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |
| &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(c)</sup> | 250000 | 227080 |
| &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(c)</sup> | 250000 | 229843 |
|  NatWest Group PLC, 5.12% to 05/23/2030 then 1 yr. CMT Rate + 1.05%, 05/23/2031 | 630000 | 648822 |
| PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. |
| &nbsp;&nbsp; 3.40% to 09/15/2026 then 5 yr. CMT Rate + 2.60%, Perpetual | 332000 | 322146 |
| &nbsp;&nbsp; 5.68% to 01/22/2034 then SOFR + 1.90%, 01/22/2035 | 5000 | 5284 |
| &nbsp;&nbsp; 5.58% to 01/29/2035 then SOFR + 1.39%, 01/29/2036 | 330000 | 346298 |
| &nbsp;&nbsp; 5.37% to 07/21/2035 then SOFR + 1.42%, 07/21/2036 | 170000 | 175734 |
|  Regions Financial Corp., 5.72% to 06/06/2029 then SOFR + 1.49%, 06/06/2030 | 413000 | 429320 |
|  Santander Holdings USA, Inc., 6.12% to 05/31/2026 then SOFR + 1.23%, 05/31/2027 | 120000 | 120679 |
|  Toronto-Dominion Bank, 6.35% to 10/31/2030 then 5 yr. CMT Rate + 2.72%, 10/31/2085 | 200000 | 201899 |
| Truist Financial Corp. | Truist Financial Corp. | Truist Financial Corp. |
| &nbsp;&nbsp; 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 | 637000 | 689866 |
| &nbsp;&nbsp; 5.44% to 01/24/2029 then SOFR + 1.62%, 01/24/2030 | 445000 | 460874 |
| US Bancorp | US Bancorp | US Bancorp |
| &nbsp;&nbsp; 3.70% to 01/15/2027 then 5 yr. CMT Rate + 2.54%, Perpetual <sup>(a)</sup> | 290000 | 281088 |
| &nbsp;&nbsp; 6.79% to 10/26/2026 then SOFR + 1.88%, 10/26/2027 | 226000 | 230750 |
| &nbsp;&nbsp; 2.49% to 11/03/2031 then 5 yr. CMT Rate + 0.95%, 11/03/2036 | 148000 | 129025 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 2.39% to 06/02/2027 then SOFR + 2.10%, 06/02/2028 | 506000 | 493910 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 | 597000 | 603551 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 | 709000 | 734972 |
| &nbsp;&nbsp; 5.15% to 04/23/2030 then SOFR + 1.50%, 04/23/2031 | 530000 | 549055 |
| &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 | 28000 | 29288 |
| &nbsp;&nbsp; 5.56% to 07/25/2033 then SOFR + 1.99%, 07/25/2034 | 107000 | 113085 |
| &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 | 470000 | 493142 |
| &nbsp;&nbsp; 5.38%, 11/02/2043 | 175000 | 172170 |
|  Wells Fargo Bank NA, 5.85%, 02/01/2037 | 278000 | 295379 |
|  |  | 29673283 |
| **Biotechnology - 0.0%<sup>(b)</sup>** | **Biotechnology - 0.0%<sup>(b)</sup>** | **Biotechnology - 0.0%<sup>(b)</sup>** |
|  CSL Finance PLC, 4.95%, 04/27/2062 <sup>(c)</sup> | 6000 | 5352 |
| **Cable & Satellite - 0.4%** | **Cable & Satellite - 0.4%** | **Cable & Satellite - 0.4%** |
| CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. |
| &nbsp;&nbsp; 4.75%, 03/01/2030 <sup>(c)</sup> | 56000 | 53251 |
| &nbsp;&nbsp; 4.75%, 02/01/2032 <sup>(c)</sup> | 32000 | 29361 |
| &nbsp;&nbsp; 4.50%, 05/01/2032 | 370000 | 332837 |
| &nbsp;&nbsp; 4.50%, 06/01/2033 <sup>(c)</sup> | 250000 | 219326 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 5.85%, 12/01/2035 | 255000 | 255063 |
| &nbsp;&nbsp; 3.50%, 06/01/2041 | 290000 | 206529 |
| &nbsp;&nbsp; 6.70%, 12/01/2055 | 1240000 | 1209479 |
|  Cox Communications, Inc., 3.50%, 08/15/2027 <sup>(c)</sup> | 1029000 | 1016873 |
|  Directv Financing LLC / Directv Financing Co.-Obligor, Inc., 10.00%, 02/15/2031 <sup>(c)</sup> | 10000 | 9917 |
|  Sirius XM Radio LLC, 4.13%, 07/01/2030 <sup>(c)</sup> | 31000 | 29306 |
|  Sky Group Finance Ltd., 6.50%, 10/15/2035 <sup>(c)</sup> | 227000 | 252710 |
|  |  | 3614652 |
| **Capital Goods - 0.8%** | **Capital Goods - 0.8%** | **Capital Goods - 0.8%** |
|  AGCO Corp., 5.45%, 03/21/2027 | 10000 | 10105 |
| Air Lease Corp. | Air Lease Corp. | Air Lease Corp. |
| &nbsp;&nbsp; 4.65% to 06/15/2026 then 5 yr. CMT Rate + 4.08%, Perpetual | 217000 | 214514 |
| &nbsp;&nbsp; 5.20%, 07/15/2031 | 545000 | 556003 |
| ATI, Inc. | ATI, Inc. | ATI, Inc. |
| &nbsp;&nbsp; 4.88%, 10/01/2029 | 280000 | 278961 |
| &nbsp;&nbsp; 7.25%, 08/15/2030 | 8000 | 8456 |
|  Atkore, Inc., 4.25%, 06/01/2031 <sup>(c)</sup> | 11000 | 10582 |
|  Axon Enterprise, Inc., 6.13%, 03/15/2030 <sup>(c)</sup> | 4000 | 4123 |
|  BlueLinx Holdings, Inc., 6.00%, 11/15/2029 <sup>(c)</sup> | 16000 | 15607 |
| Boeing Co. | Boeing Co. | Boeing Co. |
| &nbsp;&nbsp; 5.04%, 05/01/2027 | 675000 | 681750 |
| &nbsp;&nbsp; 5.15%, 05/01/2030 | 590000 | 608294 |
| &nbsp;&nbsp; 3.90%, 05/01/2049 | 245000 | 185083 |
| &nbsp;&nbsp; 5.81%, 05/01/2050 | 603000 | 601059 |
| Bombardier, Inc. | Bombardier, Inc. | Bombardier, Inc. |
| &nbsp;&nbsp; 7.25%, 07/01/2031 <sup>(c)</sup> | 89000 | 94674 |
| &nbsp;&nbsp; 7.00%, 06/01/2032 <sup>(c)</sup> | 165000 | 173620 |
| Builders FirstSource, Inc. | Builders FirstSource, Inc. | Builders FirstSource, Inc. |
| &nbsp;&nbsp; 6.38%, 06/15/2032 <sup>(c)</sup> | 150000 | 155958 |
| &nbsp;&nbsp; 6.75%, 05/15/2035 <sup>(c)</sup> | 15000 | 15800 |
|  Carpenter Technology Corp., 5.63%, 03/01/2034 <sup>(c)</sup> | 5000 | 5075 |
|  Fortive Corp., 4.30%, 06/15/2046 | 349000 | 294241 |
|  FTAI Aviation Investors LLC, 7.88%, 12/01/2030 <sup>(c)</sup> | 18000 | 19142 |
|  Hexcel Corp., 5.88%, 02/26/2035 | 76000 | 80189 |
|  Hillenbrand, Inc., 3.75%, 03/01/2031 | 65000 | 65078 |
| Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | Howmet Aerospace, Inc. |
| &nbsp;&nbsp; 6.75%, 01/15/2028 | 364000 | 383814 |
| &nbsp;&nbsp; 5.95%, 02/01/2037 | 250000 | 273010 |
|  Illinois Tool Works, Inc., 3.90%, 09/01/2042 | 348000 | 296775 |
|  Nordson Corp., 5.80%, 09/15/2033 | 97000 | 103667 |
| Northrop Grumman Corp. | Northrop Grumman Corp. | Northrop Grumman Corp. |
| &nbsp;&nbsp; 4.95%, 03/15/2053 | 703000 | 646810 |
| &nbsp;&nbsp; 5.20%, 06/01/2054 | 347000 | 331205 |
|  Quanta Services, Inc., 4.50%, 01/15/2031 | 525000 | 527660 |
|  QXO Building Products, Inc., 6.75%, 04/30/2032 <sup>(c)</sup> | 12000 | 12530 |
|  Rockwell Automation, Inc., 6.70%, 01/15/2028 | 339000 | 356576 |
|  RTX Corp., 3.03%, 03/15/2052 | 125000 | 82858 |
|  Terex Corp., 6.25%, 10/15/2032 <sup>(c)</sup> | 160000 | 163080 |
|  |  | 7256299 |
| **Casinos & Gaming - 0.0%<sup>(b)</sup>** | **Casinos & Gaming - 0.0%<sup>(b)</sup>** | **Casinos & Gaming - 0.0%<sup>(b)</sup>** |
|  Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC, 8.25%, 04/15/2030 <sup>(c)</sup> | 12000 | 12457 |
|  Ontario Gaming GTA LP/OTG Co.-Issuer, Inc., 8.00%, 08/01/2030 <sup>(c)</sup> | 4000 | 3919 |
|  Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp., 6.25%, 10/15/2030 <sup>(c)</sup> | 10000 | 10133 |
|  |  | 26509 |
| **Chemicals - 0.2%** | **Chemicals - 0.2%** | **Chemicals - 0.2%** |
|  Air Liquide Finance SA, 3.50%, 09/27/2046 <sup>(c)</sup> | 238000 | 185063 |
|  Calderys Financing LLC, 11.25%, 06/01/2028 <sup>(c)</sup> | 130000 | 138005 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |
| &nbsp;&nbsp; 6.50%, 04/15/2030 <sup>(a)</sup> | 10000 | 9965 |
| &nbsp;&nbsp; 6.75%, 04/15/2033 <sup>(a)</sup> | 70000 | 69534 |
| &nbsp;&nbsp; 7.20%, 11/15/2033 <sup>(d)</sup> | 205000 | 213713 |
|  CVR Partners LP / CVR Nitrogen Finance Corp., 6.13%, 06/15/2028 <sup>(c)</sup> | 6000 | 5974 |
|  LYB International Finance III LLC, 5.88%, 01/15/2036 | 345000 | 345503 |
|  Methanex US Operations, Inc., 6.25%, 03/15/2032 <sup>(a)(c)</sup> | 14000 | 14349 |
|  Qnity Electronics, Inc., 5.75%, 08/15/2032 <sup>(c)</sup> | 5000 | 5125 |
|  Windsor Holdings III LLC, 8.50%, 06/15/2030 <sup>(c)</sup> | 367000 | 385676 |
| WR Grace Holdings LLC | WR Grace Holdings LLC | WR Grace Holdings LLC |
| &nbsp;&nbsp; 7.38%, 03/01/2031 <sup>(c)</sup> | 115000 | 116663 |
| &nbsp;&nbsp; 6.63%, 08/15/2032 <sup>(c)</sup> | 8000 | 7929 |
|  |  | 1497499 |
| **Commercial & Professional Services - 0.1%** | **Commercial & Professional Services - 0.1%** | **Commercial & Professional Services - 0.1%** |
|  ADT Security Corp., 5.88%, 10/15/2033 <sup>(c)</sup> | 9000 | 9134 |
|  Brink's Co., 6.50%, 06/15/2029 <sup>(c)</sup> | 8000 | 8253 |
|  CoreLogic, Inc., 4.50%, 05/01/2028 <sup>(c)</sup> | 4000 | 3899 |
| Equifax, Inc. | Equifax, Inc. | Equifax, Inc. |
| &nbsp;&nbsp; 5.10%, 12/15/2027 | 275000 | 279345 |
| &nbsp;&nbsp; 3.10%, 05/15/2030 | 60000 | 56702 |
| Republic Services, Inc. | Republic Services, Inc. | Republic Services, Inc. |
| &nbsp;&nbsp; 5.00%, 04/01/2034 | 212000 | 218728 |
| &nbsp;&nbsp; 5.70%, 05/15/2041 | 129000 | 135685 |
|  Science Applications International Corp., 5.88%, 11/01/2033 <sup>(c)</sup> | 7000 | 6960 |
|  Thomson Reuters Corp., 5.65%, 11/23/2043 | 96000 | 94867 |
|  Waste Management, Inc., 3.90%, 03/01/2035 | 65000 | 61179 |
|  |  | 874752 |
| **Commercial Finance - 0.2%** | **Commercial Finance - 0.2%** | **Commercial Finance - 0.2%** |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
| &nbsp;&nbsp; 5.38%, 12/15/2031 | 455000 | 471208 |
| &nbsp;&nbsp; 6.50% to 01/31/2031 then 5 yr. CMT Rate + 2.44%, 01/31/2056 | 240000 | 246280 |
|  Avolon Holdings Funding Ltd., 4.38%, 05/01/2026 <sup>(c)</sup> | 609000 | 608668 |
| Azorra Finance Ltd. | Azorra Finance Ltd. | Azorra Finance Ltd. |
| &nbsp;&nbsp; 7.75%, 04/15/2030 <sup>(c)</sup> | 14000 | 14753 |
| &nbsp;&nbsp; 7.25%, 01/15/2031 <sup>(c)</sup> | 3000 | 3131 |
|  GGAM Finance Ltd., 8.00%, 06/15/2028 <sup>(c)</sup> | 8000 | 8460 |
|  Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/2027 <sup>(c)</sup> | 8000 | 8263 |
|  Phoenix Aviation Capital Ltd., 9.25%, 07/15/2030 <sup>(c)</sup> | 9000 | 9558 |
|  Stonebriar ABF Issuer LLC, 8.13%, 12/15/2030 <sup>(c)</sup> | 9000 | 9130 |
|  |  | 1379451 |
| **Communications Equipment - 0.0%<sup>(b)</sup>** | **Communications Equipment - 0.0%<sup>(b)</sup>** | **Communications Equipment - 0.0%<sup>(b)</sup>** |
|  CommScope LLC, 9.50%, 12/15/2031 <sup>(c)</sup> | 10000 | 10128 |
| **Construction Materials Manufacturing - 0.1%** | **Construction Materials Manufacturing - 0.1%** | **Construction Materials Manufacturing - 0.1%** |
| Holcim US Finance Luxembourg SA | Holcim US Finance Luxembourg SA | Holcim US Finance Luxembourg SA |
| &nbsp;&nbsp; 3.50%, 09/22/2026 <sup>(c)</sup> | 345000 | 341748 |
| &nbsp;&nbsp; 6.88%, 09/29/2039 <sup>(c)</sup> | 70000 | 79267 |
|  JH North America Holdings, Inc., 6.13%, 07/31/2032 <sup>(c)</sup> | 9000 | 9210 |
|  Quikrete Holdings, Inc., 6.38%, 03/01/2032 <sup>(c)</sup> | 480000 | 497579 |
|  Standard Building Solutions, Inc., 6.50%, 08/15/2032 <sup>(c)</sup> | 75000 | 77242 |
|  Standard Industries, Inc., 4.75%, 01/15/2028 <sup>(c)</sup> | 180000 | 179201 |
|  |  | 1184247 |
| **Consumer Discretionary Distribution & Retail - 0.1%** | **Consumer Discretionary Distribution & Retail - 0.1%** | **Consumer Discretionary Distribution & Retail - 0.1%** |
|  Advance Auto Parts, Inc., 7.38%, 08/01/2033 <sup>(c)</sup> | 9000 | 9153 |
|  Bath & Body Works, Inc., 6.63%, 10/01/2030 <sup>(c)</sup> | 50000 | 50727 |
|  Gap, Inc., 3.88%, 10/01/2031 <sup>(c)</sup> | 9000 | 8372 |
|  Genuine Parts Co., 6.88%, 11/01/2033 | 117000 | 130366 |
|  Home Depot, Inc., 4.88%, 06/25/2027 | 12000 | 12171 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. | Lowe's Cos., Inc. |
| &nbsp;&nbsp; 3.70%, 04/15/2046 | 348000 | 266448 |
| &nbsp;&nbsp; 5.75%, 07/01/2053 | 119000 | 119330 |
|  Valvoline, Inc., 3.63%, 06/15/2031 <sup>(c)</sup> | 8000 | 7363 |
|  |  | 603930 |
| **Consumer Durables & Apparel - 0.2%** | **Consumer Durables & Apparel - 0.2%** | **Consumer Durables & Apparel - 0.2%** |
|  Crocs, Inc., 4.25%, 03/15/2029 <sup>(c)</sup> | 5000 | 4824 |
| Dream Finders Homes, Inc. | Dream Finders Homes, Inc. | Dream Finders Homes, Inc. |
| &nbsp;&nbsp; 8.25%, 08/15/2028 <sup>(c)</sup> | 7000 | 7160 |
| &nbsp;&nbsp; 6.88%, 09/15/2030 <sup>(c)</sup> | 7000 | 7043 |
|  LGI Homes, Inc., 7.00%, 11/15/2032 <sup>(c)</sup> | 379000 | 370693 |
|  Mattel, Inc., 3.75%, 04/01/2029 <sup>(c)</sup> | 315000 | 306794 |
|  MDC Holdings, Inc., 3.97%, 08/06/2061 | 211000 | 145713 |
|  Meritage Homes Corp., 5.65%, 03/15/2035 | 482000 | 493742 |
|  Newell Brands, Inc., 6.38%, 05/15/2030 | 11000 | 10572 |
|  TopBuild Corp., 5.63%, 01/31/2034 <sup>(c)</sup> | 10000 | 10118 |
|  Under Armour, Inc., 7.25%, 07/15/2030 <sup>(c)</sup> | 8000 | 7966 |
|  Whirlpool Corp., 5.50%, 03/01/2033 | 132000 | 125967 |
|  |  | 1490592 |
| **Consumer Finance - 0.1%** | **Consumer Finance - 0.1%** | **Consumer Finance - 0.1%** |
|  CrossCountry Intermediate HoldCo LLC, 6.50%, 10/01/2030 <sup>(c)</sup> | 19000 | 19217 |
|  EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM, 7.38%, 09/30/2030 <sup>(c)</sup> | 7000 | 7063 |
| Freedom Mortgage Holdings LLC | Freedom Mortgage Holdings LLC | Freedom Mortgage Holdings LLC |
| &nbsp;&nbsp; 9.13%, 05/15/2031 <sup>(c)</sup> | 13000 | 13891 |
| &nbsp;&nbsp; 8.38%, 04/01/2032 <sup>(c)</sup> | 14000 | 14682 |
|  Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 7.00%, 07/15/2031 <sup>(c)</sup> | 90000 | 95241 |
|  PHH Escrow Issuer LLC/PHH Corp., 9.88%, 11/01/2029 <sup>(c)</sup> | 10000 | 10206 |
|  Planet Financial Group LLC, 10.50%, 12/15/2029 <sup>(c)</sup> | 9000 | 9411 |
|  Provident Funding Associates LP / PFG Finance Corp., 9.75%, 09/15/2029 <sup>(c)</sup> | 10000 | 10514 |
|  Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc., 3.88%, 03/01/2031 <sup>(c)</sup> | 339000 | 320108 |
|  Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc., 6.75%, 08/15/2032 <sup>(c)</sup> | 105000 | 109030 |
| UWM Holdings LLC | UWM Holdings LLC | UWM Holdings LLC |
| &nbsp;&nbsp; 6.63%, 02/01/2030 <sup>(c)</sup> | 114000 | 115650 |
| &nbsp;&nbsp; 6.25%, 03/15/2031 <sup>(c)</sup> | 6000 | 6015 |
|  |  | 731028 |
| **Consumer Products - 0.0%<sup>(b)</sup>** | **Consumer Products - 0.0%<sup>(b)</sup>** | **Consumer Products - 0.0%<sup>(b)</sup>** |
| Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC |
| &nbsp;&nbsp; 4.75%, 01/15/2029 <sup>(c)</sup> | 6000 | 5909 |
| &nbsp;&nbsp; 5.60%, 01/15/2031 <sup>(c)</sup> | 4000 | 4019 |
|  Perrigo Finance Unlimited Co., 6.13%, 09/30/2032 | 399000 | 388901 |
|  |  | 398829 |
| **Consumer Services - 0.2%** | **Consumer Services - 0.2%** | **Consumer Services - 0.2%** |
|  Allied Universal Holdco LLC, 7.88%, 02/15/2031 <sup>(c)</sup> | 185000 | 194443 |
|  Brinker International, Inc., 8.25%, 07/15/2030 <sup>(c)</sup> | 8000 | 8472 |
| Caesars Entertainment, Inc. | Caesars Entertainment, Inc. | Caesars Entertainment, Inc. |
| &nbsp;&nbsp; 7.00%, 02/15/2030 <sup>(c)</sup> | 125000 | 129159 |
| &nbsp;&nbsp; 6.50%, 02/15/2032 <sup>(c)</sup> | 15000 | 15229 |
| Carnival Corp. | Carnival Corp. | Carnival Corp. |
| &nbsp;&nbsp; 5.88%, 06/15/2031 <sup>(c)</sup> | 21000 | 21585 |
| &nbsp;&nbsp; 6.13%, 02/15/2033 <sup>(c)</sup> | 355000 | 364989 |
| Churchill Downs, Inc. | Churchill Downs, Inc. | Churchill Downs, Inc. |
| &nbsp;&nbsp; 5.75%, 04/01/2030 <sup>(c)</sup> | 6000 | 6035 |
| &nbsp;&nbsp; 6.75%, 05/01/2031 <sup>(c)</sup> | 280000 | 288421 |
|  Life Time, Inc., 6.00%, 11/15/2031 <sup>(c)</sup> | 21000 | 21416 |
|  Marriott International, Inc., 5.00%, 10/15/2027 | 103000 | 104577 |
|  Raven Acquisition Holdings LLC, 6.88%, 11/15/2031 <sup>(c)</sup> | 8000 | 8223 |
|  Six Flags Entertainment Corp., 7.25%, 05/15/2031 <sup>(c)</sup> | 145000 | 138021 |
|  Sodexo, Inc., 5.15%, 08/15/2030 <sup>(c)</sup> | 205000 | 210278 |
|  Starbucks Corp., 3.00%, 02/14/2032 | 349000 | 322268 |
|  Williams Scotsman, Inc., 6.63%, 06/15/2029 <sup>(c)</sup> | 175000 | 180235 |
|  |  | 2013351 |
| **Consumer Staples Distribution & Retail - 0.1%** | **Consumer Staples Distribution & Retail - 0.1%** | **Consumer Staples Distribution & Retail - 0.1%** |
|  Alimentation Couche-Tard, Inc., 4.50%, 07/26/2047 <sup>(c)</sup> | 573000 | 494402 |
|  Sysco Corp., 4.45%, 03/15/2048 | 164000 | 141670 |
| Walmart, Inc. | Walmart, Inc. | Walmart, Inc. |
| &nbsp;&nbsp; 4.00%, 04/15/2026 | 160000 | 159673 |
| &nbsp;&nbsp; 3.90%, 04/15/2028 | 150000 | 150600 |
| &nbsp;&nbsp; 4.00%, 04/15/2030 | 69000 | 69687 |
|  |  | 1016032 |
| **Containers & Packaging - 0.1%** | **Containers & Packaging - 0.1%** | **Containers & Packaging - 0.1%** |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| &nbsp;&nbsp; 4.88%, 07/15/2026 <sup>(c)</sup> | 256000 | 255431 |
| &nbsp;&nbsp; 5.65%, 01/15/2034 | 152000 | 159043 |
|  Cascades, Inc./Cascades USA, Inc., 6.75%, 07/15/2030 <sup>(c)</sup> | 7000 | 7277 |
| Clydesdale Acquisition Holdings, Inc. | Clydesdale Acquisition Holdings, Inc. | Clydesdale Acquisition Holdings, Inc. |
| &nbsp;&nbsp; 8.75%, 04/15/2030 <sup>(c)</sup> | 13000 | 12999 |
| &nbsp;&nbsp; 6.75%, 04/15/2032 <sup>(c)</sup> | 8000 | 8059 |
|  Mauser Packaging Solutions Holding Co., 7.88%, 04/15/2030 <sup>(c)</sup> | 120000 | 119505 |
|  Owens-Brockway Glass Container, Inc., 7.38%, 06/01/2032 <sup>(c)</sup> | 6000 | 6029 |
|  |  | 568343 |
| **Department Stores - 0.0%<sup>(b)</sup>** | **Department Stores - 0.0%<sup>(b)</sup>** | **Department Stores - 0.0%<sup>(b)</sup>** |
|  Macy's Retail Holdings LLC, 7.38%, 08/01/2033 <sup>(c)</sup> | 7000 | 7356 |
| **Design, Manufacturing & Distribution - 0.0%<sup>(b)</sup>** | **Design, Manufacturing & Distribution - 0.0%<sup>(b)</sup>** | **Design, Manufacturing & Distribution - 0.0%<sup>(b)</sup>** |
|  Imola Merger Corp., 4.75%, 05/15/2029 <sup>(c)</sup> | 185000 | 182434 |
| **Educational Services - 0.0%<sup>(b)</sup>** | **Educational Services - 0.0%<sup>(b)</sup>** | **Educational Services - 0.0%<sup>(b)</sup>** |
|  American University, 3.67%, 04/01/2049 | 327000 | 254045 |
|  George Washington University, 4.30%, 09/15/2044 | 10000 | 8752 |
|  University of Chicago, 2.76%, 04/01/2045 | 87000 | 69543 |
|  |  | 332340 |
| **Electrical Equipment Manufacturing - 0.0%<sup>(b)</sup>** | **Electrical Equipment Manufacturing - 0.0%<sup>(b)</sup>** | **Electrical Equipment Manufacturing - 0.0%<sup>(b)</sup>** |
|  EMRLD Borrower LP / Emerald Co.-Issuer, Inc., 6.63%, 12/15/2030 <sup>(c)</sup> | 23000 | 23805 |
|  Vertiv Group Corp., 4.13%, 11/15/2028 <sup>(c)</sup> | 11000 | 10888 |
| WESCO Distribution, Inc. | WESCO Distribution, Inc. | WESCO Distribution, Inc. |
| &nbsp;&nbsp; 6.63%, 03/15/2032 <sup>(c)</sup> | 125000 | 130939 |
| &nbsp;&nbsp; 6.38%, 03/15/2033 <sup>(c)</sup> | 65000 | 68025 |
|  |  | 233657 |
| **Energy - 1.3%** | **Energy - 1.3%** | **Energy - 1.3%** |
|  Aker BP ASA, 5.80%, 10/01/2054 <sup>(c)</sup> | 436000 | 403107 |
|  Buckeye Partners LP, 6.75%, 02/01/2030 <sup>(c)</sup> | 145000 | 151584 |
|  Cheniere Energy Partners LP, 4.00%, 03/01/2031 | 821000 | 797865 |
|  Civitas Resources, Inc., 8.75%, 07/01/2031 <sup>(c)</sup> | 11000 | 11440 |
|  CNX Midstream Partners LP, 4.75%, 04/15/2030 <sup>(c)</sup> | 8000 | 7660 |
|  CNX Resources Corp., 7.25%, 03/01/2032 <sup>(c)</sup> | 9000 | 9369 |
|  Comstock Resources, Inc., 6.75%, 03/01/2029 <sup>(a)(c)</sup> | 437000 | 437565 |
|  CVR Energy, Inc., 8.50%, 01/15/2029 <sup>(c)</sup> | 3000 | 3080 |
|  Devon Energy Corp., 5.75%, 09/15/2054 | 470000 | 436855 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |
| &nbsp;&nbsp; 5.20%, 04/18/2027 | 150000 | 151773 |
| &nbsp;&nbsp; 5.55%, 04/01/2035 | 585000 | 605126 |
| &nbsp;&nbsp; 5.75%, 04/18/2054 <sup>(a)</sup> | 340000 | 327309 |
|  Enbridge, Inc., 4.90%, 06/20/2030 <sup>(a)</sup> | 450000 | 459678 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 5.63%, 05/01/2027 <sup>(c)</sup> | 454000 | 452884 |
| &nbsp;&nbsp; 6.00%, 02/01/2029 <sup>(c)</sup> | 703000 | 711251 |
| &nbsp;&nbsp; 5.25%, 04/15/2029 | 822000 | 846143 |
| &nbsp;&nbsp; 6.40%, 12/01/2030 | 295000 | 319719 |
| &nbsp;&nbsp; 7.38%, 02/01/2031 <sup>(c)</sup> | 342000 | 355030 |
| &nbsp;&nbsp; 6.13%, 12/15/2045 | 120000 | 119487 |
| &nbsp;&nbsp; 5.00%, 05/15/2050 | 90000 | 76413 |
|  EQT Corp., 5.75%, 02/01/2034 | 3000 | 3154 |
|  Expand Energy Corp., 4.75%, 02/01/2032 | 510000 | 504542 |
| Hess Corp. | Hess Corp. | Hess Corp. |
| &nbsp;&nbsp; 7.13%, 03/15/2033 | 172000 | 200757 |
| &nbsp;&nbsp; 6.00%, 01/15/2040 | 326000 | 357451 |
|  KazMunayGas National Co. JSC, 6.38%, 10/24/2048 <sup>(c)</sup> | 435000 | 441153 |
|  Marathon Oil Corp., 6.60%, 10/01/2037 | 43000 | 47072 |
|  MPLX LP, 4.70%, 04/15/2048 | 71000 | 59534 |
|  Northern Oil & Gas, Inc., 8.75%, 06/15/2031 <sup>(c)</sup> | 10000 | 10212 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 3.50%, 08/15/2029 | 72000 | 69395 |
| &nbsp;&nbsp; 7.88%, 09/15/2031 | 109000 | 124891 |
| &nbsp;&nbsp; 4.10%, 02/15/2047 | 82000 | 59757 |
| &nbsp;&nbsp; 6.05%, 10/01/2054 | 750000 | 729883 |
|  ONEOK, Inc., 6.25%, 10/15/2055 | 245000 | 248249 |
|  Phillips 66, 1.30%, 02/15/2026 | 280000 | 277723 |
|  Saudi Arabian Oil Co., 5.75%, 07/17/2054 <sup>(c)</sup> | 420000 | 415399 |
|  SM Energy Co., 6.75%, 08/01/2029 <sup>(c)</sup> | 6000 | 5982 |
| Sunoco LP | Sunoco LP | Sunoco LP |
| &nbsp;&nbsp; 7.88% to 09/18/2030 then 5 yr. CMT Rate + 4.23%, Perpetual <sup>(c)</sup> | 6000 | 6094 |
| &nbsp;&nbsp; 5.88%, 03/15/2034 <sup>(c)</sup> | 9000 | 9041 |
|  Targa Resources Corp., 4.35%, 01/15/2029 | 180000 | 180184 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| &nbsp;&nbsp; 6.20%, 10/15/2037 | 80000 | 86093 |
| &nbsp;&nbsp; 6.10%, 06/01/2040 | 33000 | 35087 |
| Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC |
| &nbsp;&nbsp; 4.00%, 03/15/2028 | 341000 | 339838 |
| &nbsp;&nbsp; 5.10%, 03/15/2036 <sup>(c)</sup> | 90000 | 91306 |
| &nbsp;&nbsp; 5.75%, 03/15/2056 <sup>(c)</sup> | 145000 | 146458 |
|  Valero Energy Corp., 6.63%, 06/15/2037 | 300000 | 334297 |
|  Williams Cos., Inc., 5.30%, 08/15/2028 | 89000 | 91499 |
|  |  | 11558389 |
| **Entertainment Content - 0.0%<sup>(b)</sup>** | **Entertainment Content - 0.0%<sup>(b)</sup>** | **Entertainment Content - 0.0%<sup>(b)</sup>** |
| Discovery Communications LLC | Discovery Communications LLC | Discovery Communications LLC |
| &nbsp;&nbsp; 4.88%, 04/01/2043 | 5000 | 3516 |
| &nbsp;&nbsp; 5.20%, 09/20/2047 | 139000 | 95878 |
| &nbsp;&nbsp; 5.30%, 05/15/2049 | 89000 | 62810 |
| &nbsp;&nbsp; 4.00%, 09/15/2055 | 244000 | 141775 |
|  Univision Communications, Inc., 8.50%, 07/31/2031 <sup>(c)</sup> | 21000 | 21686 |
|  Versant Media Group, Inc., 7.25%, 01/30/2031 <sup>(c)</sup> | 12000 | 12306 |
|  |  | 337971 |
| **Entertainment Resources - 0.0%<sup>(b)</sup>** | **Entertainment Resources - 0.0%<sup>(b)</sup>** | **Entertainment Resources - 0.0%<sup>(b)</sup>** |
|  Cinemark USA, Inc., 5.25%, 07/15/2028 <sup>(c)</sup> | 20000 | 19915 |
|  Six Flags Entertainment Corp. / Canada's Wonderland Co. / Magnum Management Corp., 5.25%, 07/15/2029 | 280000 | 259275 |
|  Six Flags Entertainment Corp. /Six Flags Theme Parks, Inc./ Canada's Wonderland Co., 6.63%, 05/01/2032 <sup>(c)</sup> | 8000 | 7967 |
|  Speedway Motorsports LLC / Speedway Funding II, Inc., 4.88%, 11/01/2027 <sup>(c)</sup> | 14000 | 13936 |
|  |  | 301093 |
| **Equity Real Estate Investment Trusts (REITs) - 0.2%** | **Equity Real Estate Investment Trusts (REITs) - 0.2%** | **Equity Real Estate Investment Trusts (REITs) - 0.2%** |
|  Crown Castle, Inc., 1.05%, 07/15/2026 | 165000 | 161405 |
| EPR Properties | EPR Properties | EPR Properties |
| &nbsp;&nbsp; 3.75%, 08/15/2029 | 343000 | 331437 |
| &nbsp;&nbsp; 4.75%, 11/15/2030 | 445000 | 442441 |
|  Iron Mountain, Inc., 4.88%, 09/15/2029 <sup>(c)</sup> | 22000 | 21699 |
|  Kimco Realty OP LLC, 2.25%, 12/01/2031 | 195000 | 172918 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| &nbsp;&nbsp; 4.70%, 12/15/2028 | 103000 | 104702 |
| &nbsp;&nbsp; 3.10%, 12/15/2029 | 161000 | 154833 |
| &nbsp;&nbsp; 4.85%, 03/15/2030 | 500000 | 514536 |
| &nbsp;&nbsp; 2.70%, 02/15/2032 | 256000 | 231618 |
|  Service Properties Trust, 8.38%, 06/15/2029 | 70000 | 68651 |
|  |  | 2204240 |
| **Exploration & Production - 0.1%** | **Exploration & Production - 0.1%** | **Exploration & Production - 0.1%** |
|  Aethon United BR LP / Aethon United Finance Corp., 7.50%, 10/01/2029 <sup>(c)</sup> | 11000 | 11473 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp. | Ascent Resources Utica Holdings LLC / ARU Finance Corp. | Ascent Resources Utica Holdings LLC / ARU Finance Corp. |
| &nbsp;&nbsp; 5.88%, 06/30/2029 <sup>(c)</sup> | 8000 | 8013 |
| &nbsp;&nbsp; 6.63%, 10/15/2032 <sup>(c)</sup> | 445000 | 454385 |
| &nbsp;&nbsp; 6.63%, 07/15/2033 <sup>(c)</sup> | 5000 | 5087 |
|  Caturus Energy LLC, 8.50%, 02/15/2030 <sup>(c)</sup> | 8000 | 8240 |
|  Crescent Energy Finance LLC, 8.38%, 01/15/2034 <sup>(c)</sup> | 8000 | 7876 |
|  Hilcorp Energy I LP / Hilcorp Finance Co., 6.00%, 02/01/2031 <sup>(c)</sup> | 20000 | 18844 |
|  Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.88%, 12/01/2032 <sup>(c)</sup> | 8000 | 8208 |
| Permian Resources Operating LLC | Permian Resources Operating LLC | Permian Resources Operating LLC |
| &nbsp;&nbsp; 5.88%, 07/01/2029 <sup>(c)</sup> | 12000 | 12018 |
| &nbsp;&nbsp; 7.00%, 01/15/2032 <sup>(c)</sup> | 286000 | 297303 |
|  TGNR Intermediate Holdings LLC, 5.50%, 10/15/2029 <sup>(c)</sup> | 8000 | 7849 |
|  |  | 839296 |
| **Financial Services - 2.0%** | **Financial Services - 2.0%** | **Financial Services - 2.0%** |
|  Ally Financial, Inc., 6.70%, 02/14/2033 | 8000 | 8360 |
| Bank of New York Mellon Corp. | Bank of New York Mellon Corp. | Bank of New York Mellon Corp. |
| &nbsp;&nbsp; 3.75% to 12/20/2026 then 5 yr. CMT Rate + 2.63%, Perpetual | 320000 | 313945 |
| &nbsp;&nbsp; 5.06% to 07/22/2031 then SOFR + 1.23%, 07/22/2032 | 331000 | 343270 |
| &nbsp;&nbsp; 6.47% to 10/25/2033 then SOFR + 1.85%, 10/25/2034 | 177000 | 198188 |
|  BGC Group, Inc., 6.15%, 04/02/2030 | 14000 | 14402 |
|  Blackstone Holdings Finance Co. LLC, 3.15%, 10/02/2027 <sup>(c)</sup> | 35000 | 34348 |
| Blackstone Mortgage Trust, Inc. | Blackstone Mortgage Trust, Inc. | Blackstone Mortgage Trust, Inc. |
| &nbsp;&nbsp; 3.75%, 01/15/2027 <sup>(c)</sup> | 100000 | 98418 |
| &nbsp;&nbsp; 7.75%, 12/01/2029 <sup>(c)</sup> | 90000 | 94280 |
|  Blackstone Private Credit Fund, 6.00%, 11/22/2034 <sup>(a)</sup> | 696000 | 706803 |
|  Block, Inc., 6.50%, 05/15/2032 | 140000 | 146060 |
| Bread Financial Holdings, Inc. | Bread Financial Holdings, Inc. | Bread Financial Holdings, Inc. |
| &nbsp;&nbsp; 6.75%, 05/15/2031 <sup>(c)</sup> | 10000 | 10196 |
| &nbsp;&nbsp; 8.38% to 06/15/2030 then 5 yr. CMT Rate + 4.30%, 06/15/2035 <sup>(c)</sup> | 10000 | 10234 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 6.31% to 06/08/2028 then SOFR + 2.64%, 06/08/2029 | 656000 | 689027 |
| &nbsp;&nbsp; 5.46% to 07/26/2029 then SOFR + 1.56%, 07/26/2030 | 355000 | 367505 |
| &nbsp;&nbsp; 5.82% to 02/01/2033 then SOFR + 2.60%, 02/01/2034 | 902000 | 949911 |
|  Carlyle Finance LLC, 5.65%, 09/15/2048 <sup>(c)</sup> | 51000 | 50080 |
|  Charles Schwab Corp., 4.00% to 06/01/2026 then 5 yr. CMT Rate + 3.17%, Perpetual | 353000 | 349735 |
|  Citadel LP, 6.38%, 01/23/2032 <sup>(c)</sup> | 270000 | 284460 |
|  Coinbase Global, Inc., 3.38%, 10/01/2028 <sup>(c)</sup> | 14000 | 13218 |
|  Enova International, Inc., 9.13%, 08/01/2029 <sup>(c)</sup> | 9000 | 9491 |
|  EZCORP, Inc., 7.38%, 04/01/2032 <sup>(c)</sup> | 11000 | 11530 |
| FirstCash, Inc. | FirstCash, Inc. | FirstCash, Inc. |
| &nbsp;&nbsp; 5.63%, 01/01/2030 <sup>(c)</sup> | 25000 | 25114 |
| &nbsp;&nbsp; 6.88%, 03/01/2032 <sup>(c)</sup> | 28000 | 29076 |
|  goeasy Ltd., 6.88%, 02/15/2031 <sup>(c)</sup> | 9000 | 8479 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 1.95% to 10/21/2026 then SOFR + 0.91%, 10/21/2027 | 833000 | 816711 |
| &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 | 892000 | 886077 |
| &nbsp;&nbsp; 2.60%, 02/07/2030 | 1036000 | 973605 |
| &nbsp;&nbsp; 4.37% to 10/21/2030 then SOFR + 1.06%, 10/21/2031 | 520000 | 520726 |
| &nbsp;&nbsp; 6.13%, 02/15/2033 | 211000 | 232177 |
| &nbsp;&nbsp; 3.10% to 02/24/2032 then SOFR + 1.41%, 02/24/2033 | 995000 | 921168 |
| &nbsp;&nbsp; 4.94% to 10/21/2035 then SOFR + 1.33%, 10/21/2036 | 555000 | 557283 |
| &nbsp;&nbsp; 5.15%, 05/22/2045 | 245000 | 232897 |
|  Goldman Sachs Private Credit Corp., 6.25%, 05/06/2030 <sup>(c)</sup> | 195000 | 198492 |
|  Jane Street Group / JSG Finance, Inc., 7.13%, 04/30/2031 <sup>(c)</sup> | 412000 | 433258 |
|  Jefferson Capital Holdings LLC, 8.25%, 05/15/2030 <sup>(c)</sup> | 13000 | 13577 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| &nbsp;&nbsp; 5.70%, 05/20/2027 | 256000 | 260239 |
| &nbsp;&nbsp; 4.00%, 03/15/2029 <sup>(c)</sup> | 5000 | 4889 |
| &nbsp;&nbsp; 5.20%, 03/15/2030 | 405000 | 414091 |
| &nbsp;&nbsp; 4.38%, 05/15/2031 <sup>(c)</sup> | 261000 | 253757 |
|  Macquarie Group Ltd., 5.49% to 11/09/2032 then SOFR + 2.87%, 11/09/2033 <sup>(c)</sup> | 347000 | 364298 |
|  Mastercard, Inc., 4.88%, 05/09/2034 | 208000 | 213826 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 3.63%, 01/20/2027 | 395000 | 392812 |
| &nbsp;&nbsp; 2.48% to 01/21/2027 then SOFR + 1.00%, 01/21/2028 | 160000 | 156662 |
| &nbsp;&nbsp; 3.59%, 07/22/2028 <sup>(e)</sup> | 208000 | 205604 |
| &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 | 133000 | 135848 |
| &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 | 210000 | 219649 |
| &nbsp;&nbsp; 5.83% to 04/19/2034 then SOFR + 1.58%, 04/19/2035 | 275000 | 294321 |
| &nbsp;&nbsp; 4.89% to 10/22/2035 then SOFR + 1.31%, 10/22/2036 | 255000 | 255286 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |
| &nbsp;&nbsp; 4.85%, 07/27/2027 <sup>(c)</sup> | 343000 | 347057 |
| &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 <sup>(c)</sup> | 467000 | 470759 |
|  Nuveen LLC, 5.55%, 01/15/2030 <sup>(c)</sup> | 418000 | 436139 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| &nbsp;&nbsp; 3.50%, 01/15/2027 | 80000 | 78824 |
| &nbsp;&nbsp; 7.13%, 11/15/2031 | 105000 | 109219 |
| &nbsp;&nbsp; 6.75%, 03/15/2032 | 16000 | 16332 |
| &nbsp;&nbsp; 6.50%, 03/15/2033 | 7000 | 7022 |
| PennyMac Financial Services, Inc. | PennyMac Financial Services, Inc. | PennyMac Financial Services, Inc. |
| &nbsp;&nbsp; 7.13%, 11/15/2030 <sup>(c)</sup> | 295000 | 309096 |
| &nbsp;&nbsp; 6.88%, 05/15/2032 <sup>(c)</sup> | 31000 | 32329 |
|  PRA Group, Inc., 5.00%, 10/01/2029 <sup>(c)</sup> | 6000 | 5539 |
|  PROG Holdings, Inc., 6.00%, 11/15/2029 <sup>(c)</sup> | 7000 | 6877 |
|  Radian Group, Inc., 6.20%, 05/15/2029 | 370000 | 386774 |
|  Rithm Capital Corp., 8.00%, 07/15/2030 <sup>(c)</sup> | 14000 | 14246 |
|  Rocket Cos., Inc., 6.50%, 08/01/2029 <sup>(c)</sup> | 110000 | 113954 |
| S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. |
| &nbsp;&nbsp; 3.70%, 03/01/2052 | 185000 | 142685 |
| &nbsp;&nbsp; 3.90%, 03/01/2062 | 119000 | 90897 |
| Starwood Property Trust, Inc. | Starwood Property Trust, Inc. | Starwood Property Trust, Inc. |
| &nbsp;&nbsp; 7.25%, 04/01/2029 <sup>(c)</sup> | 5000 | 5292 |
| &nbsp;&nbsp; 6.50%, 07/01/2030 <sup>(c)</sup> | 420000 | 438766 |
| State Street Corp. | State Street Corp. | State Street Corp. |
| &nbsp;&nbsp; 6.45% to 09/15/2030 then 5 yr. CMT Rate + 2.14%, Perpetual | 300000 | 310400 |
| &nbsp;&nbsp; 2.20%, 03/03/2031 | 303000 | 271978 |
| &nbsp;&nbsp; 6.12% to 11/21/2033 then SOFR + 1.96%, 11/21/2034 | 354000 | 384843 |
|  Stonex Escrow Issuer LLC, 6.88%, 07/15/2032 <sup>(c)</sup> | 28000 | 28934 |
|  Synchrony Financial, 7.25%, 02/02/2033 | 14000 | 14970 |
|  VFH Parent LLC / Valor Co.-Issuer, Inc., 7.50%, 06/15/2031 <sup>(c)</sup> | 27000 | 28332 |
|  Walker & Dunlop, Inc., 6.63%, 04/01/2033 <sup>(c)</sup> | 6000 | 6157 |
|  |  | 17780804 |
| **Food & Beverage - 0.5%** | **Food & Beverage - 0.5%** | **Food & Beverage - 0.5%** |
| Anheuser-Busch InBev Finance, Inc. | Anheuser-Busch InBev Finance, Inc. | Anheuser-Busch InBev Finance, Inc. |
| &nbsp;&nbsp; 4.70%, 02/01/2036 | 562000 | 561818 |
| &nbsp;&nbsp; 4.90%, 02/01/2046 | 182000 | 170505 |
| Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. |
| &nbsp;&nbsp; 8.20%, 01/15/2039 | 355000 | 461504 |
| &nbsp;&nbsp; 4.95%, 01/15/2042 | 145000 | 140720 |
| Cargill, Inc. | Cargill, Inc. | Cargill, Inc. |
| &nbsp;&nbsp; 5.13%, 10/11/2032 <sup>(c)</sup> | 222000 | 230884 |
| &nbsp;&nbsp; 4.75%, 04/24/2033 <sup>(c)</sup> | 84000 | 85191 |
|  HLF Financing Sarl LLC / Herbalife International, Inc., 12.25%, 04/15/2029 <sup>(c)</sup> | 8000 | 8638 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |
| &nbsp;&nbsp; 3.63%, 01/15/2032 | 340000 | 318192 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 | 279000 | 309062 |
| &nbsp;&nbsp; 6.50%, 12/01/2052 | 801000 | 837782 |
|  JBS USA LUX Sarl / JBS USA Food Co. / JBS USA Foods Group, 5.95%, 04/20/2035 <sup>(c)</sup> | 140000 | 147755 |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |
| &nbsp;&nbsp; 4.55%, 04/20/2028 <sup>(c)</sup> | 496000 | 501028 |
| &nbsp;&nbsp; 4.20%, 04/01/2059 <sup>(c)</sup> | 350000 | 280304 |
|  |  | 4053383 |
| **Food, Beverage & Tobacco - 0.2%** | **Food, Beverage & Tobacco - 0.2%** | **Food, Beverage & Tobacco - 0.2%** |
|  Hormel Foods Corp., 3.05%, 06/03/2051 | 93000 | 62746 |
| J M Smucker Co. | J M Smucker Co. | J M Smucker Co. |
| &nbsp;&nbsp; 6.20%, 11/15/2033 | 355000 | 386040 |
| &nbsp;&nbsp; 3.55%, 03/15/2050 | 40000 | 28087 |
|  Kellanova, 5.75%, 05/16/2054 | 37000 | 37342 |
| Molson Coors Beverage Co. | Molson Coors Beverage Co. | Molson Coors Beverage Co. |
| &nbsp;&nbsp; 5.00%, 05/01/2042 | 90000 | 84125 |
| &nbsp;&nbsp; 4.20%, 07/15/2046 | 235000 | 192136 |
| PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. |
| &nbsp;&nbsp; 4.65%, 07/23/2032 | 250000 | 255844 |
| &nbsp;&nbsp; 3.88%, 03/19/2060 | 130000 | 100826 |
|  Philip Morris International, Inc., 5.63%, 09/07/2033 | 356000 | 378724 |
|  The Campbell's Co., 5.30%, 03/20/2026 | 10000 | 10008 |
|  Turning Point Brands, Inc., 7.63%, 03/15/2032 <sup>(c)</sup> | 9000 | 9586 |
|  Tyson Foods, Inc., 4.35%, 03/01/2029 | 349000 | 349179 |
|  |  | 1894643 |
| **Forest & Paper Products Manufacturing - 0.0%<sup>(b)</sup>** | **Forest & Paper Products Manufacturing - 0.0%<sup>(b)</sup>** | **Forest & Paper Products Manufacturing - 0.0%<sup>(b)</sup>** |
|  Georgia-Pacific LLC, 7.25%, 06/01/2028 | 13000 | 13935 |
| **Government Development Banks - 0.1%** | **Government Development Banks - 0.1%** | **Government Development Banks - 0.1%** |
|  Korea Development Bank, 3.75%, 09/16/2030 | 505000 | 502624 |
| **Hardware - 0.0%<sup>(b)</sup>** | **Hardware - 0.0%<sup>(b)</sup>** | **Hardware - 0.0%<sup>(b)</sup>** |
|  CDW LLC / CDW Finance Corp., 2.67%, 12/01/2026 | 160000 | 157021 |
|  Seagate Data Storage Technology Pte Ltd., 5.88%, 07/15/2030 <sup>(c)</sup> | 7000 | 7207 |
|  |  | 164228 |
| **Health Care Equipment & Services - 0.8%** | **Health Care Equipment & Services - 0.8%** | **Health Care Equipment & Services - 0.8%** |
|  Bausch + Lomb Corp., 8.38%, 10/01/2028 <sup>(c)</sup> | 445000 | 463308 |
|  Becton Dickinson & Co., 4.67%, 06/06/2047 | 335000 | 296068 |
| Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 4.63%, 12/15/2029 | 508000 | 491513 |
| &nbsp;&nbsp; 2.50%, 03/01/2031 | 17000 | 14631 |
| Cigna Group | Cigna Group | Cigna Group |
| &nbsp;&nbsp; 5.25%, 01/15/2036 | 615000 | 630857 |
| &nbsp;&nbsp; 3.40%, 03/15/2050 | 123000 | 87361 |
| &nbsp;&nbsp; 5.60%, 02/15/2054 | 420000 | 413728 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 3.00%, 08/15/2026 | 350000 | 346349 |
| &nbsp;&nbsp; 5.13%, 02/21/2030 | 225000 | 231126 |
| &nbsp;&nbsp; 5.63%, 02/21/2053 | 228000 | 217700 |
| &nbsp;&nbsp; 6.20%, 09/15/2055 | 67000 | 69302 |
|  DaVita, Inc., 4.63%, 06/01/2030 <sup>(c)</sup> | 24000 | 23240 |
|  GE HealthCare Technologies, Inc., 4.80%, 08/14/2029 | 75000 | 76547 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. |
| &nbsp;&nbsp; 8.15%, 06/15/2038 | 135000 | 163836 |
| &nbsp;&nbsp; 5.50%, 03/15/2053 | 102000 | 94335 |
|  Molina Healthcare, Inc., 6.25%, 01/15/2033 <sup>(c)</sup> | 412000 | 412216 |
|  Pediatrix Medical Group, Inc., 5.38%, 02/15/2030 <sup>(c)</sup> | 9000 | 9010 |
|  Stryker Corp., 4.38%, 05/15/2044 | 354000 | 313734 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |
| &nbsp;&nbsp; 4.63%, 06/15/2028 | 235000 | 234702 |
| &nbsp;&nbsp; 6.88%, 11/15/2031 | 75000 | 81173 |
| &nbsp;&nbsp; 6.00%, 11/15/2033 <sup>(c)</sup> | 16000 | 16490 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| &nbsp;&nbsp; 4.60%, 04/15/2027 | 10000 | 10058 |
| &nbsp;&nbsp; 4.40%, 06/15/2028 | 285000 | 287849 |
| &nbsp;&nbsp; 4.25%, 01/15/2029 | 631000 | 635874 |
| &nbsp;&nbsp; 4.65%, 01/15/2031 | 480000 | 487551 |
| &nbsp;&nbsp; 4.75%, 05/15/2052 | 272000 | 239943 |
| &nbsp;&nbsp; 5.95%, 06/15/2055 | 250000 | 261523 |
|  Universal Health Services, Inc., 2.65%, 01/15/2032 | 36000 | 31686 |
|  Zimmer Biomet Holdings, Inc., 3.55%, 03/20/2030 | 248000 | 239712 |
|  |  | 6881422 |
| **Health Care Facilities & Services - 0.8%** | **Health Care Facilities & Services - 0.8%** | **Health Care Facilities & Services - 0.8%** |
| Adventist Health System | Adventist Health System | Adventist Health System |
| &nbsp;&nbsp; 2.95%, 03/01/2029 | 6000 | 5677 |
| &nbsp;&nbsp; 3.63%, 03/01/2049 | 33000 | 22863 |
|  Allina Health System, 4.81%, 11/15/2045 | 582000 | 540371 |
|  Banner Health, 2.91%, 01/01/2051 | 1117000 | 727241 |
|  Baptist Health South Florida, Inc., 4.34%, 11/15/2041 | 370000 | 328074 |
|  CHS/Community Health Systems, Inc., 5.25%, 05/15/2030 <sup>(c)</sup> | 21000 | 19807 |
| CommonSpirit Health | CommonSpirit Health | CommonSpirit Health |
| &nbsp;&nbsp; 6.07%, 11/01/2027 | 63000 | 64966 |
| &nbsp;&nbsp; 5.21%, 12/01/2031 | 15000 | 15546 |
| &nbsp;&nbsp; 4.35%, 11/01/2042 | 45000 | 39212 |
| &nbsp;&nbsp; 6.46%, 11/01/2052 | 37000 | 40522 |
| &nbsp;&nbsp; 5.55%, 12/01/2054 | 777000 | 756520 |
|  Dignity Health, 4.50%, 11/01/2042 | 414000 | 365289 |
|  Global Medical Response, Inc., 7.38%, 10/01/2032 <sup>(c)</sup> | 4000 | 4207 |
|  Hartford HealthCare Corp., 3.45%, 07/01/2054 | 465000 | 341185 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |
| &nbsp;&nbsp; 5.88%, 02/01/2029 | 215000 | 223476 |
| &nbsp;&nbsp; 3.38%, 03/15/2029 | 265000 | 257881 |
| &nbsp;&nbsp; 5.45%, 04/01/2031 | 160000 | 166986 |
|  Integris Baptist Medical Center, Inc., 3.88%, 08/15/2050 | 100000 | 73934 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| &nbsp;&nbsp; 5.70%, 05/15/2028 | 559000 | 578132 |
| &nbsp;&nbsp; 6.25%, 02/01/2029 | 196000 | 206255 |
| LifePoint Health, Inc. | LifePoint Health, Inc. | LifePoint Health, Inc. |
| &nbsp;&nbsp; 11.00%, 10/15/2030 <sup>(c)</sup> | 10000 | 10993 |
| &nbsp;&nbsp; 8.38%, 02/15/2032 <sup>(c)</sup> | 13000 | 13945 |
|  Montefiore Obligated Group, 4.29%, 09/01/2050 | 10000 | 6983 |
|  Mount Nittany Medical Center Obligated Group, 3.80%, 11/15/2052 | 768000 | 589523 |
|  Mount Sinai Hospital, 3.98%, 07/01/2048 | 33000 | 24886 |
|  MultiCare Health System, 2.80%, 08/15/2050 | 82000 | 50166 |
|  Novant Health, Inc., 3.17%, 11/01/2051 | 52000 | 35631 |
|  NYU Langone Hospitals, 4.37%, 07/01/2047 | 17000 | 15108 |
|  Piedmont Healthcare, Inc., 2.04%, 01/01/2032 | 7000 | 6088 |
|  Prime Healthcare Services, Inc., 9.38%, 09/01/2029 <sup>(c)</sup> | 8000 | 8468 |
|  Radiology Partners, Inc., 8.50%, 07/15/2032 <sup>(c)</sup> | 5000 | 5187 |
|  SSM Health Care Corp., 4.89%, 06/01/2028 | 365000 | 370666 |
|  Star Parent, Inc., 9.00%, 10/01/2030 <sup>(c)</sup> | 11000 | 11773 |
| Sutter Health | Sutter Health | Sutter Health |
| &nbsp;&nbsp; 2.29%, 08/15/2030 | 28000 | 25778 |
| &nbsp;&nbsp; 5.16%, 08/15/2033 | 49000 | 50679 |
| &nbsp;&nbsp; 4.09%, 08/15/2048 | 182000 | 150309 |
| &nbsp;&nbsp; 5.55%, 08/15/2053 | 67000 | 68089 |
|  Toledo Hospital, 5.75%, 11/15/2038 | 135000 | 135916 |
|  Trinity Health Corp., 2.63%, 12/01/2040 | 658000 | 490447 |
|  US Acute Care Solutions LLC, 9.75%, 05/15/2029 <sup>(c)</sup> | 11000 | 11160 |
|  Willis-Knighton Medical Center, 4.81%, 09/01/2048 | 21000 | 18670 |
|  |  | 6878609 |
| **Homebuilders - 0.0%<sup>(b)</sup>** | **Homebuilders - 0.0%<sup>(b)</sup>** | **Homebuilders - 0.0%<sup>(b)</sup>** |
|  Adams Homes, Inc., 9.25%, 10/15/2028 <sup>(c)</sup> | 8000 | 8287 |
|  Ashton Woods USA LLC / Ashton Woods Finance Co., 6.88%, 08/01/2033 <sup>(c)</sup> | 9000 | 9032 |
|  Brookfield Residential Properties, Inc. / Brookfield Residential US LLC, 4.88%, 02/15/2030 <sup>(c)</sup> | 8000 | 7408 |
|  K Hovnanian Enterprises, Inc., 8.38%, 10/01/2033 <sup>(c)</sup> | 7000 | 7195 |
|  Shea Homes LP / Shea Homes Funding Corp., 4.75%, 04/01/2029 | 6000 | 5901 |
|  Weekley Homes LLC / Weekley Finance Corp., 4.88%, 09/15/2028 <sup>(c)</sup> | 8000 | 7871 |
|  |  | 45694 |
| **Household & Personal Products - 0.1%** | **Household & Personal Products - 0.1%** | **Household & Personal Products - 0.1%** |
|  Clorox Co., 4.60%, 05/01/2032 | 314000 | 317440 |
|  Edgewell Personal Care Co., 4.13%, 04/01/2029 <sup>(c)</sup> | 20000 | 18823 |
|  Estee Lauder Cos., Inc., 6.00%, 05/15/2037 | 136000 | 148473 |
| Kenvue, Inc. | Kenvue, Inc. | Kenvue, Inc. |
| &nbsp;&nbsp; 5.05%, 03/22/2053 | 177000 | 164115 |
| &nbsp;&nbsp; 5.20%, 03/22/2063 | 41000 | 37858 |
|  Procter & Gamble Co., 3.55%, 03/25/2040 | 348000 | 304049 |
|  |  | 990758 |
| **Industrial Other - 0.1%** | **Industrial Other - 0.1%** | **Industrial Other - 0.1%** |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |
| &nbsp;&nbsp; 5.55%, 05/30/2033 <sup>(c)</sup> | 232000 | 239910 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 <sup>(c)</sup> | 349000 | 370001 |
|  Brundage-Bone Concrete Pumping Holdings, Inc., 7.50%, 02/01/2032 <sup>(c)</sup> | 5000 | 5057 |
|  Global Infrastructure Solutions, Inc., 7.50%, 04/15/2032 <sup>(c)</sup> | 5000 | 5261 |
|  Resideo Funding, Inc., 4.00%, 09/01/2029 <sup>(c)</sup> | 111000 | 105698 |
| Siemens Funding BV | Siemens Funding BV | Siemens Funding BV |
| &nbsp;&nbsp; 4.90%, 05/28/2032 <sup>(c)</sup> | 290000 | 299400 |
| &nbsp;&nbsp; 5.20%, 05/28/2035 <sup>(c)</sup> | 290000 | 301811 |
|  Synergy Infrastructure Holdings LLC, 7.88%, 12/01/2030 <sup>(c)</sup> | 5000 | 5151 |
|  United Rentals North America, Inc., 5.38%, 11/15/2033 <sup>(c)</sup> | 9000 | 9006 |
|  |  | 1341295 |
| **Insurance - 0.3%** | **Insurance - 0.3%** | **Insurance - 0.3%** |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |
| &nbsp;&nbsp; 5.75%, 03/02/2053 | 4000 | 3983 |
| &nbsp;&nbsp; 6.75%, 02/15/2054 | 84000 | 93897 |
|  CNO Financial Group, Inc., 6.45%, 06/15/2034 | 204000 | 215800 |
|  F&G Annuities & Life, Inc., 6.50%, 06/04/2029 | 500000 | 521701 |
|  Marsh & McLennan Cos., Inc., 5.45%, 03/15/2053 | 47000 | 46104 |
| MetLife, Inc. | MetLife, Inc. | MetLife, Inc. |
| &nbsp;&nbsp; 10.75%, 08/01/2039 | 103000 | 136969 |
| &nbsp;&nbsp; 6.35% to 03/15/2035 then 5 yr. CMT Rate + 2.08%, 03/15/2055 | 329000 | 346900 |
|  Primerica, Inc., 2.80%, 11/19/2031 | 503000 | 456729 |
|  Principal Financial Group, Inc., 5.50%, 03/15/2053 | 77000 | 76956 |
|  Prudential Financial, Inc., 5.70% to 09/15/2028 then 3 mo. LIBOR US + 2.67%, 09/15/2048 <sup>(f)</sup> | 343000 | 347192 |
|  W R Berkley Corp., 4.75%, 08/01/2044 | 177000 | 163426 |
|  |  | 2409657 |
| **Integrated Oils - 0.1%** | **Integrated Oils - 0.1%** | **Integrated Oils - 0.1%** |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| &nbsp;&nbsp; 1.75%, 08/10/2030 | 484000 | 434239 |
| &nbsp;&nbsp; 4.99%, 04/10/2034 | 525000 | 539364 |
|  |  | 973603 |
| **Internet Media - 0.1%** | **Internet Media - 0.1%** | **Internet Media - 0.1%** |
|  Beignet Investor LLC, 6.58%, 05/30/2049 <sup>(c)</sup> | 820000 | 884574 |
| Match Group Holdings II LLC | Match Group Holdings II LLC | Match Group Holdings II LLC |
| &nbsp;&nbsp; 5.63%, 02/15/2029 <sup>(c)</sup> | 24000 | 24120 |
| &nbsp;&nbsp; 6.13%, 09/15/2033 <sup>(c)</sup> | 14000 | 14173 |
|  |  | 922867 |
| **Leisure Products Manufacturing - 0.0%<sup>(b)</sup>** | **Leisure Products Manufacturing - 0.0%<sup>(b)</sup>** | **Leisure Products Manufacturing - 0.0%<sup>(b)</sup>** |
|  Acushnet Co., 5.63%, 12/01/2033 <sup>(c)</sup> | 10000 | 10077 |
|  Amer Sports Co., 6.75%, 02/16/2031 <sup>(c)</sup> | 6000 | 6246 |
|  |  | 16323 |
| **Life Insurance - 0.1%** | **Life Insurance - 0.1%** | **Life Insurance - 0.1%** |
|  Corebridge Global Funding, 5.20%, 01/12/2029 <sup>(c)</sup> | 147000 | 150584 |
|  Global Atlantic Fin Co., 6.75%, 03/15/2054 <sup>(c)</sup> | 13000 | 13300 |
|  Guardian Life Global Funding, 3.25%, 03/29/2027 <sup>(c)</sup> | 66000 | 65230 |
|  Massachusetts Mutual Life Insurance Co., 3.38%, 04/15/2050 <sup>(c)</sup> | 85000 | 58539 |
|  Metropolitan Life Global Funding I, 5.15%, 03/28/2033 <sup>(c)</sup> | 233000 | 241592 |
|  Mutual of Omaha Insurance Co., 6.14% to 01/16/2054 then 10 yr. CMT Rate + 2.95%, 01/16/2064 <sup>(c)</sup> | 400000 | 421519 |
|  RGA Global Funding, 5.45%, 05/24/2029 <sup>(c)</sup> | 8000 | 8283 |
|  Western And Southern Life Insurance Co., 3.75%, 04/28/2061 <sup>(c)</sup> | 244000 | 171796 |
|  |  | 1130843 |
| **Machinery Manufacturing - 0.0%<sup>(b)</sup>** | **Machinery Manufacturing - 0.0%<sup>(b)</sup>** | **Machinery Manufacturing - 0.0%<sup>(b)</sup>** |
|  Amsted Industries, Inc., 6.38%, 03/15/2033 <sup>(c)</sup> | 200000 | 207090 |
|  CNH Industrial Capital LLC, 4.55%, 04/10/2028 | 192000 | 193188 |
|  |  | 400278 |
| **Managed Care - 0.0%<sup>(b)</sup>** | **Managed Care - 0.0%<sup>(b)</sup>** | **Managed Care - 0.0%<sup>(b)</sup>** |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. |
| &nbsp;&nbsp; 5.20%, 06/15/2029 <sup>(c)</sup> | 11000 | 11301 |
| &nbsp;&nbsp; 5.88%, 06/15/2054 <sup>(c)</sup> | 334000 | 327041 |
|  |  | 338342 |
| **Materials - 0.4%** | **Materials - 0.4%** | **Materials - 0.4%** |
|  Capstone Copper Corp., 6.75%, 03/31/2033 <sup>(c)</sup> | 65000 | 67309 |
|  Century Aluminum Co., 6.88%, 08/01/2032 <sup>(c)</sup> | 4000 | 4059 |
|  Chemours Co., 4.63%, 11/15/2029 <sup>(c)</sup> | 4000 | 3568 |
| Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. |
| &nbsp;&nbsp; 7.50%, 09/15/2031 <sup>(c)</sup> | 6000 | 6265 |
| &nbsp;&nbsp; 7.63%, 01/15/2034 <sup>(c)</sup> | 5000 | 5180 |
| Dow Chemical Co. | Dow Chemical Co. | Dow Chemical Co. |
| &nbsp;&nbsp; 5.65%, 03/15/2036 <sup>(a)</sup> | 105000 | 105260 |
| &nbsp;&nbsp; 5.95%, 03/15/2055 | 885000 | 827765 |
|  Eastman Chemical Co., 4.65%, 10/15/2044 | 348000 | 297948 |
|  Eldorado Gold Corp., 6.25%, 09/01/2029 <sup>(c)</sup> | 8000 | 8026 |
|  ERO Copper Corp., 6.50%, 02/15/2030 <sup>(c)</sup> | 6000 | 6039 |
|  FMC Corp., 6.38%, 05/18/2053 | 147000 | 118578 |
|  International Paper Co., 6.00%, 11/15/2041 | 177000 | 184423 |
|  Kaiser Aluminum Corp., 4.50%, 06/01/2031 <sup>(c)</sup> | 7000 | 6699 |
|  Magnera Corp., 7.25%, 11/15/2031 <sup>(c)</sup> | 10000 | 9529 |
|  Mineral Resources Ltd., 7.00%, 04/01/2031 <sup>(c)</sup> | 5000 | 5188 |
| Mosaic Co. | Mosaic Co. | Mosaic Co. |
| &nbsp;&nbsp; 4.60%, 11/15/2030 | 240000 | 240314 |
| &nbsp;&nbsp; 5.45%, 11/15/2033 <sup>(a)</sup> | 508000 | 526198 |
|  New Gold, Inc., 6.88%, 04/01/2032 <sup>(c)</sup> | 9000 | 9556 |
|  Northern Star Resources Ltd., 6.13%, 04/11/2033 <sup>(c)</sup> | 161000 | 171957 |
|  Olin Corp., 6.63%, 04/01/2033 <sup>(c)</sup> | 5000 | 4960 |
|  Packaging Corp. of America, 4.05%, 12/15/2049 | 92000 | 74517 |
| Sealed Air Corp. | Sealed Air Corp. | Sealed Air Corp. |
| &nbsp;&nbsp; 6.50%, 07/15/2032 <sup>(c)</sup> | 30000 | 30999 |
| &nbsp;&nbsp; 6.88%, 07/15/2033 <sup>(c)</sup> | 125000 | 131357 |
|  Sherwin-Williams Co., 4.55%, 08/01/2045 | 6000 | 5256 |
|  Solstice Advanced Materials, Inc., 5.63%, 09/30/2033 <sup>(c)</sup> | 16000 | 16060 |
|  Vale SA, 5.63%, 09/11/2042 | 157000 | 159075 |
| Westlake Corp. | Westlake Corp. | Westlake Corp. |
| &nbsp;&nbsp; 5.55%, 11/15/2035 <sup>(a)</sup> | 130000 | 130585 |
| &nbsp;&nbsp; 6.38%, 11/15/2055 | 210000 | 209399 |
|  Yamana Gold, Inc., 2.63%, 08/15/2031 | 464000 | 416729 |
|  |  | 3782798 |
| **Media & Entertainment - 0.5%** | **Media & Entertainment - 0.5%** | **Media & Entertainment - 0.5%** |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| &nbsp;&nbsp; 4.10%, 11/15/2030 | 380000 | 382403 |
| &nbsp;&nbsp; 4.38%, 11/15/2032 | 115000 | 116142 |
| &nbsp;&nbsp; 4.70%, 11/15/2035 | 185000 | 187589 |
| &nbsp;&nbsp; 5.35%, 11/15/2045 | 210000 | 214323 |
| &nbsp;&nbsp; 5.25%, 05/15/2055 | 440000 | 436367 |
| &nbsp;&nbsp; 5.45%, 11/15/2055 | 445000 | 451567 |
| &nbsp;&nbsp; 2.25%, 08/15/2060 | 60000 | 31960 |
| &nbsp;&nbsp; 5.30%, 05/15/2065 | 125000 | 122701 |
| &nbsp;&nbsp; 5.70%, 11/15/2075 | 325000 | 333701 |
|  AMC Networks, Inc., 10.50%, 07/15/2032 <sup>(c)</sup> | 7000 | 7486 |
|  Comcast Corp., 3.30%, 02/01/2027 | 100000 | 98975 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| &nbsp;&nbsp; 4.60%, 11/15/2032 | 255000 | 258240 |
| &nbsp;&nbsp; 4.88%, 11/15/2035 | 150000 | 151305 |
| &nbsp;&nbsp; 5.50%, 11/15/2045 | 515000 | 515474 |
| &nbsp;&nbsp; 5.63%, 11/15/2055 | 555000 | 553992 |
| &nbsp;&nbsp; 5.75%, 11/15/2065 | 340000 | 337974 |
|  Paramount Global, 6.88%, 04/30/2036 | 210000 | 219983 |
|  Playtika Holding Corp., 4.25%, 03/15/2029 <sup>(c)</sup> | 8000 | 7224 |
|  Snap, Inc., 6.88%, 03/15/2034 <sup>(c)</sup> | 5000 | 5111 |
|  Take-Two Interactive Software, Inc., 4.95%, 03/28/2028 | 214000 | 217410 |
|  TEGNA, Inc., 5.00%, 09/15/2029 | 15000 | 14835 |
|  Walt Disney Co., 3.80%, 05/13/2060 | 337000 | 252572 |
|  Ziff Davis, Inc., 4.63%, 10/15/2030 <sup>(c)</sup> | 6000 | 5683 |
|  |  | 4923017 |
| **Medical Equipment & Devices Manufacturing - 0.0%<sup>(b)</sup>** | **Medical Equipment & Devices Manufacturing - 0.0%<sup>(b)</sup>** | **Medical Equipment & Devices Manufacturing - 0.0%<sup>(b)</sup>** |
|  180 Medical, Inc., 5.30%, 10/08/2035 <sup>(c)</sup> | 200000 | 199256 |
|  Medline Borrower LP, 5.25%, 10/01/2029 <sup>(c)</sup> | 12000 | 12009 |
|  Sotera Health Holdings LLC, 7.38%, 06/01/2031 <sup>(c)</sup> | 13000 | 13673 |
|  |  | 224938 |
| **Metals & Mining - 0.1%** | **Metals & Mining - 0.1%** | **Metals & Mining - 0.1%** |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 2.50%, 09/01/2030 <sup>(c)</sup> | 105000 | 96163 |
| &nbsp;&nbsp; 6.38%, 10/06/2030 <sup>(c)</sup> | 692000 | 748402 |
|  Newmont Corp. / Newcrest Finance Pty Ltd., 5.35%, 03/15/2034 | 133000 | 139232 |
| Novelis Corp. | Novelis Corp. | Novelis Corp. |
| &nbsp;&nbsp; 4.75%, 01/30/2030 <sup>(c)</sup> | 5000 | 4803 |
| &nbsp;&nbsp; 6.88%, 01/30/2030 <sup>(c)</sup> | 245000 | 253443 |
|  |  | 1242043 |
| **Oil & Gas Services & Equipment - 0.1%** | **Oil & Gas Services & Equipment - 0.1%** | **Oil & Gas Services & Equipment - 0.1%** |
|  Archrock Partners LP / Archrock Partners Finance Corp., 6.63%, 09/01/2032 <sup>(c)</sup> | 11000 | 11308 |
|  Aris Water Holdings LLC, 7.25%, 04/01/2030 <sup>(c)</sup> | 275000 | 291860 |
|  Guara Norte Sarl, 5.20%, 06/15/2034 <sup>(c)</sup> | 185158 | 180252 |
| Kodiak Gas Services LLC | Kodiak Gas Services LLC | Kodiak Gas Services LLC |
| &nbsp;&nbsp; 7.25%, 02/15/2029 <sup>(c)</sup> | 20000 | 20815 |
| &nbsp;&nbsp; 6.75%, 10/01/2035 <sup>(c)</sup> | 5000 | 5128 |
| USA Compression Partners LP / USA Compression Finance Corp. | USA Compression Partners LP / USA Compression Finance Corp. | USA Compression Partners LP / USA Compression Finance Corp. |
| &nbsp;&nbsp; 7.13%, 03/15/2029 <sup>(c)</sup> | 18000 | 18676 |
| &nbsp;&nbsp; 6.25%, 10/01/2033 <sup>(c)</sup> | 5000 | 5035 |
|  WBI Operating LLC, 6.25%, 10/15/2030 <sup>(c)</sup> | 7000 | 6991 |
|  Weatherford International Ltd., 6.75%, 10/15/2033 <sup>(c)</sup> | 7000 | 7151 |
|  |  | 547216 |
| **Pharmaceuticals - 0.1%** | **Pharmaceuticals - 0.1%** | **Pharmaceuticals - 0.1%** |
|  Amneal Pharmaceuticals LLC, 6.88%, 08/01/2032 <sup>(c)</sup> | 12000 | 12659 |
| Bayer US Finance II LLC | Bayer US Finance II LLC | Bayer US Finance II LLC |
| &nbsp;&nbsp; 4.20%, 07/15/2034 <sup>(c)</sup> | 113000 | 105738 |
| &nbsp;&nbsp; 5.50%, 07/30/2035 <sup>(c)</sup> | 30000 | 30518 |
| &nbsp;&nbsp; 4.40%, 07/15/2044 <sup>(c)</sup> | 100000 | 80694 |
|  Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/2026 | 11000 | 10836 |
|  Utah Acquisition Sub, Inc., 3.95%, 06/15/2026 | 299000 | 297235 |
|  |  | 537680 |
| **Pharmaceuticals, Biotechnology & Life Sciences - 0.8%** | **Pharmaceuticals, Biotechnology & Life Sciences - 0.8%** | **Pharmaceuticals, Biotechnology & Life Sciences - 0.8%** |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |
| &nbsp;&nbsp; 2.95%, 11/21/2026 | 1255000 | 1240395 |
| &nbsp;&nbsp; 4.95%, 03/15/2031 | 280000 | 290226 |
| &nbsp;&nbsp; 4.05%, 11/21/2039 | 125000 | 112874 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| &nbsp;&nbsp; 2.80%, 08/15/2041 | 348000 | 257764 |
| &nbsp;&nbsp; 5.15%, 11/15/2041 | 30000 | 29351 |
| &nbsp;&nbsp; 5.60%, 03/02/2043 | 60000 | 61191 |
| &nbsp;&nbsp; 5.65%, 03/02/2053 | 22000 | 22065 |
| &nbsp;&nbsp; 5.75%, 03/02/2063 | 376000 | 376108 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |
| &nbsp;&nbsp; 5.00%, 02/27/2026 | 228000 | 227453 |
| &nbsp;&nbsp; 5.55%, 10/15/2055 | 735000 | 759312 |
| &nbsp;&nbsp; 4.95%, 02/27/2063 | 147000 | 136643 |
| &nbsp;&nbsp; 5.65%, 10/15/2065 | 295000 | 304782 |
|  Fortrea Holdings, Inc., 7.50%, 07/01/2030 <sup>(c)</sup> | 4000 | 4010 |
|  Gilead Sciences, Inc., 4.75%, 03/01/2046 | 395000 | 364994 |
|  Johnson & Johnson, 3.40%, 01/15/2038 | 256000 | 227499 |
|  Pfizer, Inc., 4.30%, 06/15/2043 | 226000 | 200432 |
|  Regeneron Pharmaceuticals, Inc., 2.80%, 09/15/2050 | 76000 | 47774 |
|  Royalty Pharma PLC, 5.20%, 09/25/2035 | 650000 | 657393 |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. |
| &nbsp;&nbsp; 4.47%, 10/07/2032 | 285000 | 286526 |
| &nbsp;&nbsp; 4.79%, 10/07/2035 | 550000 | 555737 |
|  Viatris, Inc., 2.70%, 06/22/2030 | 631000 | 575080 |
|  |  | 6737609 |
| **Pipeline - 0.7%** | **Pipeline - 0.7%** | **Pipeline - 0.7%** |
|  Antero Midstream Partners LP / Antero Midstream Finance Corp., 5.75%, 10/15/2033 <sup>(c)</sup> | 10000 | 10031 |
|  Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.00%, 07/15/2029 <sup>(c)</sup> | 5000 | 5205 |
| Cameron LNG LLC | Cameron LNG LLC | Cameron LNG LLC |
| &nbsp;&nbsp; 3.30%, 01/15/2035 <sup>(c)</sup> | 298000 | 262955 |
| &nbsp;&nbsp; 3.40%, 01/15/2038 <sup>(c)</sup> | 688000 | 601433 |
| DCP Midstream Operating LP | DCP Midstream Operating LP | DCP Midstream Operating LP |
| &nbsp;&nbsp; 6.45%, 11/03/2036 <sup>(c)</sup> | 838000 | 897785 |
| &nbsp;&nbsp; 6.75%, 09/15/2037 <sup>(c)</sup> | 348000 | 381323 |
|  Eastern Energy Gas Holdings LLC, 6.20%, 01/15/2055 | 40000 | 42053 |
|  El Paso Natural Gas Co. LLC, 3.50%, 02/15/2032 <sup>(c)</sup> | 174000 | 162257 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| &nbsp;&nbsp; 4.95%, 02/15/2035 | 200000 | 202970 |
| &nbsp;&nbsp; 4.90%, 05/15/2046 | 346000 | 318933 |
| &nbsp;&nbsp; 3.70%, 01/31/2051 | 69000 | 51641 |
|  Florida Gas Transmission Co. LLC, 2.55%, 07/01/2030 <sup>(c)</sup> | 7000 | 6473 |
|  Genesis Energy LP / Genesis Energy Finance Corp., 7.75%, 02/01/2028 | 235000 | 236157 |
|  Global Partners LP / GLP Finance Corp., 8.25%, 01/15/2032 <sup>(c)</sup> | 8000 | 8373 |
| Harvest Midstream I LP | Harvest Midstream I LP | Harvest Midstream I LP |
| &nbsp;&nbsp; 7.50%, 09/01/2028 <sup>(c)</sup> | 315000 | 318900 |
| &nbsp;&nbsp; 7.50%, 05/15/2032 <sup>(c)</sup> | 7000 | 7261 |
| Howard Midstream Energy Partners LLC | Howard Midstream Energy Partners LLC | Howard Midstream Energy Partners LLC |
| &nbsp;&nbsp; 7.38%, 07/15/2032 <sup>(c)</sup> | 125000 | 131706 |
| &nbsp;&nbsp; 6.63%, 01/15/2034 <sup>(c)</sup> | 5000 | 5116 |
|  ITT Holdings LLC, 6.50%, 08/01/2029 <sup>(c)</sup> | 6000 | 5806 |
|  Kinetik Holdings LP, 5.88%, 06/15/2030 <sup>(c)</sup> | 214000 | 215314 |
|  Martin Midstream Partners LP / Martin Midstream Finance Corp., 11.50%, 02/15/2028 <sup>(c)</sup> | 7000 | 7218 |
|  NGL Energy Operating LLC / NGL Energy Finance Corp., 8.13%, 02/15/2029 <sup>(c)</sup> | 60000 | 61615 |
|  NGPL PipeCo LLC, 4.88%, 08/15/2027 <sup>(c)</sup> | 129000 | 129066 |
|  Northern Natural Gas Co., 3.40%, 10/16/2051 <sup>(c)</sup> | 88000 | 59777 |
|  NuStar Logistics LP, 6.38%, 10/01/2030 | 7000 | 7320 |
| Plains All American Pipeline LP / PAA Finance Corp. | Plains All American Pipeline LP / PAA Finance Corp. | Plains All American Pipeline LP / PAA Finance Corp. |
| &nbsp;&nbsp; 4.70%, 01/15/2031 | 335000 | 336449 |
| &nbsp;&nbsp; 5.60%, 01/15/2036 | 210000 | 212948 |
|  Rockies Express Pipeline LLC, 6.88%, 04/15/2040 <sup>(c)</sup> | 210000 | 218867 |
|  South Bow USA Infrastructure Holdings LLC, 6.18%, 10/01/2054 <sup>(c)</sup> | 266000 | 258472 |
|  Summit Midstream Holdings LLC, 8.63%, 10/31/2029 <sup>(c)</sup> | 7000 | 7211 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. |
| &nbsp;&nbsp; 6.00%, 12/31/2030 <sup>(c)</sup> | 165000 | 164160 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 <sup>(c)</sup> | 9000 | 8995 |
|  Targa Resources Partners LP / Targa Resources Partners Finance Corp., 4.88%, 02/01/2031 | 243000 | 243608 |
|  Texas Eastern Transmission LP, 3.50%, 01/15/2028 <sup>(c)</sup> | 297000 | 292972 |
|  Venture Global Calcasieu Pass LLC, 6.25%, 01/15/2030 <sup>(c)</sup> | 9000 | 9071 |
| Venture Global LNG, Inc. | Venture Global LNG, Inc. | Venture Global LNG, Inc. |
| &nbsp;&nbsp; 7.00%, 01/15/2030 <sup>(c)</sup> | 155000 | 151789 |
| &nbsp;&nbsp; 8.38%, 06/01/2031 <sup>(c)</sup> | 20000 | 20013 |
| &nbsp;&nbsp; 9.88%, 02/01/2032 <sup>(c)</sup> | 40000 | 41566 |
|  |  | 6102809 |
| **Power Generation - 0.2%** | **Power Generation - 0.2%** | **Power Generation - 0.2%** |
|  Alpha Generation LLC, 6.75%, 10/15/2032 <sup>(c)</sup> | 410000 | 421231 |
|  Basin Electric Power Cooperative, 5.85%, 10/15/2055 <sup>(c)</sup> | 165000 | 165083 |
|  Clearway Energy Operating LLC, 3.75%, 01/15/2032 <sup>(c)</sup> | 22000 | 20105 |
|  Constellation Energy Generation LLC, 6.25%, 10/01/2039 | 178000 | 194730 |
|  Long Ridge Energy LLC, 8.75%, 02/15/2032 <sup>(c)</sup> | 11000 | 11496 |
|  TerraForm Power Operating LLC, 4.75%, 01/15/2030 <sup>(c)</sup> | 19000 | 18234 |
| Vistra Operations Co. LLC | Vistra Operations Co. LLC | Vistra Operations Co. LLC |
| &nbsp;&nbsp; 3.70%, 01/30/2027 <sup>(c)</sup> | 173000 | 171408 |
| &nbsp;&nbsp; 4.38%, 05/01/2029 <sup>(c)</sup> | 125000 | 123182 |
| &nbsp;&nbsp; 6.88%, 04/15/2032 <sup>(c)</sup> | 155000 | 162711 |
| &nbsp;&nbsp; 6.95%, 10/15/2033 <sup>(c)</sup> | 115000 | 128101 |
|  VoltaGrid LLC, 7.38%, 11/01/2030 <sup>(c)</sup> | 7000 | 6968 |
|  |  | 1423249 |
| **Property & Casualty Insurance - 0.2%** | **Property & Casualty Insurance - 0.2%** | **Property & Casualty Insurance - 0.2%** |
|  Acrisure LLC / Acrisure Finance, Inc., 7.50%, 11/06/2030 <sup>(c)</sup> | 7000 | 7256 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer |
| &nbsp;&nbsp; 6.75%, 04/15/2028 <sup>(c)</sup> | 430000 | 437101 |
| &nbsp;&nbsp; 7.00%, 01/15/2031 <sup>(c)</sup> | 15000 | 15560 |
|  AmWINS Group, Inc., 4.88%, 06/30/2029 <sup>(c)</sup> | 4000 | 3895 |
|  Aon Corp. / Aon Global Holdings PLC, 5.35%, 02/28/2033 | 211000 | 220131 |
|  Aon North America, Inc., 5.15%, 03/01/2029 | 421000 | 432627 |
|  Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance, 7.13%, 05/15/2031 <sup>(c)</sup> | 9000 | 9328 |
|  Berkshire Hathaway Finance Corp., 3.85%, 03/15/2052 | 348000 | 273887 |
|  Farmers Insurance Exchange, 4.75% to 11/01/2037 then 3 mo. LIBOR US + 3.23%, 11/01/2057 <sup>(c)(f)</sup> | 197000 | 169152 |
|  HUB International Ltd., 7.25%, 06/15/2030 <sup>(c)</sup> | 347000 | 362972 |
|  Panther Escrow Issuer LLC, 7.13%, 06/01/2031 <sup>(c)</sup> | 16000 | 16517 |
|  |  | 1948426 |
| **Publishing & Broadcasting - 0.0%<sup>(b)</sup>** | **Publishing & Broadcasting - 0.0%<sup>(b)</sup>** | **Publishing & Broadcasting - 0.0%<sup>(b)</sup>** |
|  McGraw-Hill Education, Inc., 7.38%, 09/01/2031 <sup>(c)</sup> | 9000 | 9317 |
|  Nexstar Media, Inc., 4.75%, 11/01/2028 <sup>(a)(c)</sup> | 6000 | 5940 |
|  |  | 15257 |
| **Railroad - 0.0%<sup>(b)</sup>** | **Railroad - 0.0%<sup>(b)</sup>** | **Railroad - 0.0%<sup>(b)</sup>** |
| Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC |
| &nbsp;&nbsp; 4.45%, 03/15/2043 | 109000 | 98320 |
| &nbsp;&nbsp; 4.55%, 09/01/2044 | 219000 | 198530 |
|  |  | 296850 |
| **Real Estate - 0.6%** | **Real Estate - 0.6%** | **Real Estate - 0.6%** |
|  Brixmor Operating Partnership LP, 5.50%, 02/15/2034 | 2000 | 2069 |
|  CBRE Services, Inc., 4.90%, 01/15/2033 | 325000 | 328364 |
| COPT Defense Properties LP | COPT Defense Properties LP | COPT Defense Properties LP |
| &nbsp;&nbsp; 4.50%, 10/15/2030 | 475000 | 472107 |
| &nbsp;&nbsp; 2.75%, 04/15/2031 | 361000 | 327804 |
|  Digital Realty Trust LP, 5.55%, 01/15/2028 | 625000 | 643422 |
|  Extra Space Storage LP, 4.95%, 01/15/2033 | 365000 | 368672 |
|  Greystar Real Estate Partners LLC, 7.75%, 09/01/2030 <sup>(c)</sup> | 9000 | 9536 |
|  Kilroy Realty LP, 2.50%, 11/15/2032 | 261000 | 218384 |
|  Kite Realty Group LP, 5.20%, 08/15/2032 | 360000 | 368493 |
|  MPT Operating Partnership LP / MPT Finance Corp., 8.50%, 02/15/2032 <sup>(c)</sup> | 11000 | 11606 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer |
| &nbsp;&nbsp; 5.88%, 10/01/2028 <sup>(c)</sup> | 270000 | 269805 |
| &nbsp;&nbsp; 7.00%, 02/01/2030 <sup>(c)</sup> | 5000 | 5101 |
|  Pebblebrook Hotel LP / PEB Finance Corp., 6.38%, 10/15/2029 <sup>(c)</sup> | 6000 | 6136 |
|  Phillips Edison Grocery Center Operating Partnership I LP, 5.25%, 08/15/2032 | 215000 | 219913 |
| Prologis LP | Prologis LP | Prologis LP |
| &nbsp;&nbsp; 1.63%, 03/15/2031 | 28000 | 24476 |
| &nbsp;&nbsp; 4.75%, 06/15/2033 | 583000 | 593279 |
|  Prologis Targeted US Logistics Fund LP, 4.75%, 01/15/2036 <sup>(c)</sup> | 520000 | 511693 |
|  Regency Centers LP, 4.65%, 03/15/2049 | 219000 | 194458 |
|  RHP Hotel Properties LP / RHP Finance Corp., 6.50%, 04/01/2032 <sup>(c)</sup> | 100000 | 103472 |
|  RLJ Lodging Trust LP, 4.00%, 09/15/2029 <sup>(c)</sup> | 8000 | 7548 |
| Simon Property Group LP | Simon Property Group LP | Simon Property Group LP |
| &nbsp;&nbsp; 6.75%, 02/01/2040 | 227000 | 263759 |
| &nbsp;&nbsp; 5.85%, 03/08/2053 | 84000 | 86816 |
|  Ventas Realty LP, 3.00%, 01/15/2030 | 195000 | 185475 |
|  VICI Properties LP / VICI Note Co., Inc., 5.75%, 02/01/2027 <sup>(c)</sup> | 183000 | 184720 |
|  WEA Finance LLC / Westfield UK & Europe Finance PLC, 4.75%, 09/17/2044 <sup>(c)</sup> | 200000 | 174848 |
|  XHR LP, 4.88%, 06/01/2029 <sup>(c)</sup> | 6000 | 5895 |
|  |  | 5587851 |
| **Refining & Marketing - 0.0%<sup>(b)</sup>** | **Refining & Marketing - 0.0%<sup>(b)</sup>** | **Refining & Marketing - 0.0%<sup>(b)</sup>** |
|  Motiva Enterprises LLC, 6.85%, 01/15/2040 <sup>(c)</sup> | 36000 | 39204 |
| **Restaurants - 0.0%<sup>(b)</sup>** | **Restaurants - 0.0%<sup>(b)</sup>** | **Restaurants - 0.0%<sup>(b)</sup>** |
|  BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer, Inc., 9.50%, 07/01/2032 <sup>(c)</sup> | 6000 | 5843 |
| **Retail - Consumer Discretionary - 0.1%** | **Retail - Consumer Discretionary - 0.1%** | **Retail - Consumer Discretionary - 0.1%** |
|  Cougar JV Subsidiary LLC, 8.00%, 05/15/2032 <sup>(c)</sup> | 230000 | 245928 |
|  Victra Holdings LLC / Victra Finance Corp., 8.75%, 09/15/2029 <sup>(c)</sup> | 5000 | 5286 |
|  Wand NewCo 3, Inc., 7.63%, 01/30/2032 <sup>(c)</sup> | 185000 | 194614 |
|  Wayfair LLC, 7.25%, 10/31/2029 <sup>(c)</sup> | 3000 | 3120 |
|  |  | 448948 |
| **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** | **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** | **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** |
|  KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution, Inc., 9.00%, 02/15/2029 <sup>(c)</sup> | 6000 | 6260 |
| Performance Food Group, Inc. | Performance Food Group, Inc. | Performance Food Group, Inc. |
| &nbsp;&nbsp; 5.50%, 10/15/2027 <sup>(c)</sup> | 50000 | 49924 |
| &nbsp;&nbsp; 4.25%, 08/01/2029 <sup>(c)</sup> | 10000 | 9805 |
| &nbsp;&nbsp; 6.13%, 09/15/2032 <sup>(c)</sup> | 115000 | 118159 |
|  US Foods, Inc., 5.75%, 04/15/2033 <sup>(c)</sup> | 65000 | 66167 |
|  |  | 250315 |
| **Semiconductors - 0.2%** | **Semiconductors - 0.2%** | **Semiconductors - 0.2%** |
| Foundry JV Holdco LLC | Foundry JV Holdco LLC | Foundry JV Holdco LLC |
| &nbsp;&nbsp; 5.50%, 01/25/2031 <sup>(c)</sup> | 485000 | 503431 |
| &nbsp;&nbsp; 6.25%, 01/25/2035 <sup>(c)</sup> | 220000 | 235210 |
| &nbsp;&nbsp; 6.10%, 01/25/2036 <sup>(c)</sup> | 670000 | 712527 |
| &nbsp;&nbsp; 6.20%, 01/25/2037 <sup>(c)</sup> | 345000 | 367324 |
|  NXP BV / NXP Funding LLC / NXP USA, Inc., 5.25%, 08/19/2035 | 405000 | 411051 |
|  |  | 2229543 |
| **Semiconductors & Semiconductor Equipment - 0.4%** | **Semiconductors & Semiconductor Equipment - 0.4%** | **Semiconductors & Semiconductor Equipment - 0.4%** |
|  Amkor Technology, Inc., 5.88%, 10/01/2033 <sup>(c)</sup> | 6000 | 6100 |
| Applied Materials, Inc. | Applied Materials, Inc. | Applied Materials, Inc. |
| &nbsp;&nbsp; 4.00%, 01/15/2031 | 245000 | 243833 |
| &nbsp;&nbsp; 4.60%, 01/15/2036 | 145000 | 143644 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 5.05%, 07/12/2029 | 305000 | 314462 |
| &nbsp;&nbsp; 4.35%, 02/15/2030 | 560000 | 564978 |
| &nbsp;&nbsp; 4.60%, 07/15/2030 | 275000 | 279639 |
| &nbsp;&nbsp; 5.15%, 11/15/2031 | 265000 | 275896 |
| Intel Corp. | Intel Corp. | Intel Corp. |
| &nbsp;&nbsp; 4.00%, 08/05/2029 | 395000 | 390499 |
| &nbsp;&nbsp; 4.80%, 10/01/2041 | 375000 | 338276 |
| &nbsp;&nbsp; 4.75%, 03/25/2050 | 240000 | 201940 |
| &nbsp;&nbsp; 5.60%, 02/21/2054 | 485000 | 461611 |
|  Micron Technology, Inc., 5.88%, 09/15/2033 | 38000 | 40501 |
|  |  | 3261379 |
| **Software & Services - 1.1%** | **Software & Services - 1.1%** | **Software & Services - 1.1%** |
| AppLovin Corp. | AppLovin Corp. | AppLovin Corp. |
| &nbsp;&nbsp; 5.13%, 12/01/2029 | 500000 | 511596 |
| &nbsp;&nbsp; 5.38%, 12/01/2031 | 315000 | 327130 |
|  Cloud Software Group, Inc., 8.25%, 06/30/2032 <sup>(c)</sup> | 208000 | 218935 |
|  Fortress Intermediate 3, Inc., 7.50%, 06/01/2031 <sup>(c)</sup> | 196000 | 204246 |
|  Gen Digital, Inc., 6.25%, 04/01/2033 <sup>(c)</sup> | 225000 | 231514 |
|  Genpact Luxembourg SARL/Genpact USA, Inc., 1.75%, 04/10/2026 | 611000 | 605490 |
| International Business Machines Corp. | International Business Machines Corp. | International Business Machines Corp. |
| &nbsp;&nbsp; 5.60%, 11/30/2039 | 457000 | 479765 |
| &nbsp;&nbsp; 2.85%, 05/15/2040 | 365000 | 277733 |
| &nbsp;&nbsp; 4.90%, 07/27/2052 | 808000 | 732541 |
| ION Platform Finance US, Inc. / ION Platform Finance SARL | ION Platform Finance US, Inc. / ION Platform Finance SARL | ION Platform Finance US, Inc. / ION Platform Finance SARL |
| &nbsp;&nbsp; 8.75%, 05/01/2029 <sup>(c)</sup> | 7000 | 6921 |
| &nbsp;&nbsp; 9.50%, 05/30/2029 <sup>(c)</sup> | 7000 | 7103 |
|  Kyndryl Holdings, Inc., 3.15%, 10/15/2031 | 292000 | 265302 |
|  Open Text Holdings, Inc., 4.13%, 02/15/2030 <sup>(c)</sup> | 31000 | 29512 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 2.30%, 03/25/2028 | 265000 | 252194 |
| &nbsp;&nbsp; 4.80%, 09/26/2032 | 400000 | 392377 |
| &nbsp;&nbsp; 5.20%, 09/26/2035 | 250000 | 244494 |
| &nbsp;&nbsp; 5.38%, 09/27/2054 | 285000 | 243038 |
| &nbsp;&nbsp; 6.00%, 08/03/2055 | 560000 | 520704 |
| &nbsp;&nbsp; 5.95%, 09/26/2055 | 1790000 | 1678643 |
| Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. |
| &nbsp;&nbsp; 5.15%, 04/01/2035 | 1285000 | 1314142 |
| &nbsp;&nbsp; 5.70%, 04/01/2055 | 180000 | 180145 |
|  UKG, Inc., 6.88%, 02/01/2031 <sup>(c)</sup> | 150000 | 154591 |
|  VMware LLC, 3.90%, 08/21/2027 | 714000 | 713016 |
|  |  | 9591132 |
| **Supermarkets & Pharmacies - 0.1%** | **Supermarkets & Pharmacies - 0.1%** | **Supermarkets & Pharmacies - 0.1%** |
| Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |
| &nbsp;&nbsp; 5.88%, 02/15/2028 <sup>(c)</sup> | 60000 | 60008 |
| &nbsp;&nbsp; 5.75%, 03/31/2034 <sup>(c)</sup> | 10000 | 10068 |
|  Hutchison Whampoa International 03/33 Ltd., 7.45%, 11/24/2033 <sup>(c)</sup> | 920000 | 1088368 |
|  |  | 1158444 |
| **Supranationals - 0.0%<sup>(b)</sup>** | **Supranationals - 0.0%<sup>(b)</sup>** | **Supranationals - 0.0%<sup>(b)</sup>** |
|  International Bank for Reconstruction & Development, 0.65%, 02/10/2026 | 50000 | 49560 |
| **Technology Hardware & Equipment - 0.4%** | **Technology Hardware & Equipment - 0.4%** | **Technology Hardware & Equipment - 0.4%** |
| Amphenol Corp. | Amphenol Corp. | Amphenol Corp. |
| &nbsp;&nbsp; 4.40%, 02/15/2033 | 480000 | 476888 |
| &nbsp;&nbsp; 4.63%, 02/15/2036 | 505000 | 500440 |
| &nbsp;&nbsp; 5.30%, 11/15/2055 | 200000 | 194485 |
|  Avnet, Inc., 6.25%, 03/15/2028 | 305000 | 315747 |
|  Hewlett Packard Enterprise Co., 4.55%, 10/15/2029 | 700000 | 705079 |
|  Jabil, Inc., 5.45%, 02/01/2029 | 107000 | 109814 |
|  Juniper Networks, Inc., 2.00%, 12/10/2030 | 549000 | 486050 |
|  TTM Technologies, Inc., 4.00%, 03/01/2029 <sup>(c)</sup> | 21000 | 20310 |
|  Viavi Solutions, Inc., 3.75%, 10/01/2029 <sup>(c)</sup> | 11000 | 10457 |
|  Vontier Corp., 2.40%, 04/01/2028 | 374000 | 356395 |
|  |  | 3175665 |
| **Telecommunication Services - 0.3%** | **Telecommunication Services - 0.3%** | **Telecommunication Services - 0.3%** |
|  America Movil SAB de CV, 4.70%, 07/21/2032 | 277000 | 279555 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 1.65%, 02/01/2028 | 349000 | 331106 |
| &nbsp;&nbsp; 6.38%, 03/01/2041 | 367000 | 399014 |
| &nbsp;&nbsp; 5.15%, 03/15/2042 | 244000 | 235410 |
| &nbsp;&nbsp; 3.65%, 06/01/2051 | 255000 | 182923 |
| &nbsp;&nbsp; 3.55%, 09/15/2055 | 702000 | 481530 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 4.33%, 09/21/2028 | 390000 | 392298 |
| &nbsp;&nbsp; 4.86%, 08/21/2046 | 235000 | 212212 |
| &nbsp;&nbsp; 4.67%, 03/15/2055 | 44000 | 37547 |
|  Zayo Group Holdings, Inc., 9.25% (or 9.25% PIK), 03/09/2030 <sup>(c)</sup> | 37623 | 34617 |
|  |  | 2586212 |
| **Tobacco - 0.2%** | **Tobacco - 0.2%** | **Tobacco - 0.2%** |
|  BAT Capital Corp., 7.08%, 08/02/2053 | 318000 | 363186 |
| Imperial Brands Finance PLC | Imperial Brands Finance PLC | Imperial Brands Finance PLC |
| &nbsp;&nbsp; 5.50%, 02/01/2030 <sup>(c)</sup> | 370000 | 384108 |
| &nbsp;&nbsp; 5.63%, 07/01/2035 <sup>(c)</sup> | 580000 | 598137 |
| &nbsp;&nbsp; 6.38%, 07/01/2055 <sup>(c)</sup> | 665000 | 689986 |
|  |  | 2035417 |
| **Transportation - 0.3%** | **Transportation - 0.3%** | **Transportation - 0.3%** |
|  CSX Corp., 6.22%, 04/30/2040 | 121000 | 134190 |
|  DP World Ltd., 6.85%, 07/02/2037 <sup>(c)</sup> | 119000 | 135698 |
|  FedEx Corp., 4.05%, 02/15/2048 | 147000 | 113395 |
|  GXO Logistics, Inc., 1.65%, 07/15/2026 | 711000 | 699342 |
|  Latam Airlines Group SA, 7.63%, 01/07/2031 <sup>(c)</sup> | 12000 | 12488 |
|  Southwest Airlines Co., 4.38%, 11/15/2028 | 440000 | 438981 |
| Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. |
| &nbsp;&nbsp; 4.15%, 01/15/2031 | 150000 | 149064 |
| &nbsp;&nbsp; 4.80%, 09/15/2035 | 240000 | 239441 |
| &nbsp;&nbsp; 5.35%, 09/15/2054 | 95000 | 91793 |
| Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. |
| &nbsp;&nbsp; 4.95%, 09/09/2052 | 327000 | 305108 |
| &nbsp;&nbsp; 5.15%, 01/20/2063 | 40000 | 37658 |
|  United Parcel Service, Inc., 3.40%, 11/15/2046 | 105000 | 79322 |
|  XPO, Inc., 7.13%, 02/01/2032 <sup>(c)</sup> | 195000 | 205682 |
|  |  | 2642162 |
| **Transportation & Logistics - 0.2%** | **Transportation & Logistics - 0.2%** | **Transportation & Logistics - 0.2%** |
|  Clue Opco LLC, 9.50%, 10/15/2031 <sup>(c)</sup> | 3000 | 3101 |
| Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC |
| &nbsp;&nbsp; 2.38%, 12/14/2028 <sup>(c)</sup> | 458000 | 433764 |
| &nbsp;&nbsp; 5.50%, 09/20/2033 <sup>(c)</sup> | 230000 | 237993 |
| &nbsp;&nbsp; 5.38%, 01/18/2034 <sup>(c)</sup> | 342000 | 349812 |
|  Rand Parent LLC, 8.50%, 02/15/2030 <sup>(c)</sup> | 12000 | 12364 |
|  Stonepeak Nile Parent LLC, 7.25%, 03/15/2032 <sup>(c)</sup> | 6000 | 6330 |
|  TTX Co., 4.60%, 02/01/2049 <sup>(c)</sup> | 358000 | 319715 |
|  |  | 1363079 |
| **Travel & Lodging - 0.0%<sup>(b)</sup>** | **Travel & Lodging - 0.0%<sup>(b)</sup>** | **Travel & Lodging - 0.0%<sup>(b)</sup>** |
|  NCL Corp. Ltd., 6.75%, 02/01/2032 <sup>(c)</sup> | 95000 | 96239 |
| Viking Cruises Ltd. | Viking Cruises Ltd. | Viking Cruises Ltd. |
| &nbsp;&nbsp; 7.00%, 02/15/2029 <sup>(c)</sup> | 125000 | 125408 |
| &nbsp;&nbsp; 5.88%, 10/15/2033 <sup>(c)</sup> | 10000 | 10143 |
|  Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/2029 <sup>(c)</sup> | 115000 | 114996 |
|  |  | 346786 |
| **Utilities - 1.8%** | **Utilities - 1.8%** | **Utilities - 1.8%** |
|  American Transmission Systems, Inc., 5.00%, 09/01/2044 <sup>(c)</sup> | 108000 | 102747 |
|  Appalachian Power Co., 5.65%, 04/01/2034 | 113000 | 118960 |
|  Arizona Public Service Co., 2.95%, 09/15/2027 | 92000 | 90329 |
|  Boston Gas Co., 6.12%, 07/20/2053 <sup>(c)</sup> | 19000 | 19369 |
|  Brooklyn Union Gas Co., 6.39%, 09/15/2033 <sup>(c)</sup> | 548000 | 595760 |
| CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC |
| &nbsp;&nbsp; 4.95%, 04/01/2033 | 249000 | 254601 |
| &nbsp;&nbsp; 5.30%, 04/01/2053 | 122000 | 118977 |
|  CenterPoint Energy Resources Corp., 4.10%, 09/01/2047 | 76000 | 61348 |
| Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. |
| &nbsp;&nbsp; 3.85%, 06/15/2046 | 208000 | 166841 |
| &nbsp;&nbsp; 3.20%, 12/01/2051 | 635000 | 433956 |
|  Dominion Energy, Inc., 5.00%, 06/15/2030 | 210000 | 215884 |
| DTE Electric Co. | DTE Electric Co. | DTE Electric Co. |
| &nbsp;&nbsp; 3.70%, 06/01/2046 | 400000 | 315420 |
| &nbsp;&nbsp; 3.65%, 03/01/2052 | 19000 | 14362 |
|  DTE Energy Co., 5.20%, 04/01/2030 | 205000 | 211555 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| &nbsp;&nbsp; 3.40%, 06/15/2029 <sup>(a)</sup> | 590000 | 576610 |
| &nbsp;&nbsp; 4.20%, 06/15/2049 | 211000 | 170062 |
| &nbsp;&nbsp; 5.70%, 09/15/2055 | 445000 | 443604 |
|  Duke Energy Indiana LLC, 5.40%, 04/01/2053 | 113000 | 110047 |
| Edison International | Edison International | Edison International |
| &nbsp;&nbsp; 5.75%, 06/15/2027 | 187000 | 189771 |
| &nbsp;&nbsp; 6.95%, 11/15/2029 | 15000 | 15944 |
|  Electricite de France SA, 5.25%, 10/13/2055 <sup>(c)</sup> | 209000 | 189744 |
|  Enel Finance International NV, 6.80%, 09/15/2037 <sup>(c)</sup> | 100000 | 112992 |
|  Engie SA, 5.25%, 04/10/2029 <sup>(c)</sup> | 311000 | 320993 |
|  Evergy Kansas Central, Inc., 5.70%, 03/15/2053 | 62000 | 62838 |
|  Evergy Metro, Inc., 4.95%, 04/15/2033 | 60000 | 61522 |
|  Exelon Corp., 5.60%, 03/15/2053 | 139000 | 136966 |
|  FirstEnergy Pennsylvania Electric Co., 5.20%, 04/01/2028 <sup>(c)</sup> | 349000 | 356033 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| &nbsp;&nbsp; 5.96%, 04/01/2039 | 244000 | 265569 |
| &nbsp;&nbsp; 4.13%, 06/01/2048 | 226000 | 188379 |
|  Hawaiian Electric Co., Inc., 6.00%, 10/01/2033 <sup>(c)</sup> | 3000 | 3032 |
| Indiana Michigan Power Co. | Indiana Michigan Power Co. | Indiana Michigan Power Co. |
| &nbsp;&nbsp; 3.75%, 07/01/2047 | 361000 | 282416 |
| &nbsp;&nbsp; 4.25%, 08/15/2048 | 348000 | 285537 |
|  Interstate Power and Light Co., 5.70%, 10/15/2033 | 140000 | 147889 |
|  IPALCO Enterprises, Inc., 5.75%, 04/01/2034 | 165000 | 168978 |
|  Jersey Central Power & Light Co., 5.10%, 01/15/2035 | 120000 | 121690 |
|  MidAmerican Energy Co., 5.75%, 11/01/2035 | 474000 | 509702 |
|  Narragansett Electric Co., 5.35%, 05/01/2034 <sup>(c)</sup> | 132000 | 136905 |
|  National Fuel Gas Co., 5.50%, 10/01/2026 | 77000 | 77672 |
|  New England Power Co., 2.81%, 10/06/2050 <sup>(c)</sup> | 70000 | 43833 |
|  New York State Electric & Gas Corp., 5.85%, 08/15/2033 <sup>(c)</sup> | 20000 | 21367 |
| NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. |
| &nbsp;&nbsp; 4.90%, 02/28/2028 | 255000 | 259174 |
| &nbsp;&nbsp; 4.90%, 03/15/2029 | 665000 | 682143 |
| &nbsp;&nbsp; 5.11%, 09/29/2057 <sup>(a)(c)</sup> | 446000 | 411959 |
| Northern States Power Co. | Northern States Power Co. | Northern States Power Co. |
| &nbsp;&nbsp; 2.90%, 03/01/2050 | 156000 | 105011 |
| &nbsp;&nbsp; 5.10%, 05/15/2053 | 110000 | 104015 |
| NRG Energy, Inc. | NRG Energy, Inc. | NRG Energy, Inc. |
| &nbsp;&nbsp; 4.73%, 10/15/2030 <sup>(c)</sup> | 150000 | 149443 |
| &nbsp;&nbsp; 3.63%, 02/15/2031 <sup>(c)</sup> | 6000 | 5607 |
| &nbsp;&nbsp; 6.00%, 02/01/2033 <sup>(c)</sup> | 300000 | 305806 |
| &nbsp;&nbsp; 5.75%, 01/15/2034 <sup>(c)</sup> | 9000 | 9055 |
| &nbsp;&nbsp; 5.41%, 10/15/2035 <sup>(c)</sup> | 105000 | 104938 |
|  NYSEG Storm Funding LLC, 4.71%, 05/01/2029 | 316001 | 318505 |
| Oglethorpe Power Corp. | Oglethorpe Power Corp. | Oglethorpe Power Corp. |
| &nbsp;&nbsp; 5.38%, 11/01/2040 | 34000 | 34061 |
| &nbsp;&nbsp; 4.55%, 06/01/2044 | 27000 | 22877 |
| &nbsp;&nbsp; 4.50%, 04/01/2047 | 9000 | 7614 |
|  Ohio Power Co., 2.90%, 10/01/2051 | 186000 | 116910 |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |
| &nbsp;&nbsp; 5.05%, 10/15/2032 | 350000 | 351625 |
| &nbsp;&nbsp; 6.40%, 06/15/2033 | 235000 | 254514 |
| &nbsp;&nbsp; 5.70%, 03/01/2035 | 190000 | 196123 |
| &nbsp;&nbsp; 4.95%, 07/01/2050 | 455000 | 392209 |
| &nbsp;&nbsp; 6.10%, 10/15/2055 | 210000 | 211001 |
|  PECO Energy Co., 4.60%, 05/15/2052 | 73000 | 64036 |
|  Piedmont Natural Gas Co., Inc., 3.64%, 11/01/2046 | 64000 | 48626 |
| Pinnacle West Capital Corp. | Pinnacle West Capital Corp. | Pinnacle West Capital Corp. |
| &nbsp;&nbsp; 4.90%, 05/15/2028 | 266000 | 269960 |
| &nbsp;&nbsp; 5.15%, 05/15/2030 | 150000 | 154891 |
| Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado |
| &nbsp;&nbsp; 3.20%, 03/01/2050 | 105000 | 72596 |
| &nbsp;&nbsp; 5.25%, 04/01/2053 | 104000 | 98445 |
|  Public Service Electric and Gas Co., 5.13%, 03/15/2053 | 117000 | 111870 |
|  Public Service Enterprise Group, Inc., 4.90%, 03/15/2030 | 125000 | 127803 |
|  Puget Sound Energy, Inc., 4.43%, 11/15/2041 | 70000 | 61945 |
|  Rochester Gas and Electric Corp., 3.10%, 06/01/2027 <sup>(c)</sup> | 698000 | 690312 |
| San Diego Gas & Electric Co. | San Diego Gas & Electric Co. | San Diego Gas & Electric Co. |
| &nbsp;&nbsp; 3.75%, 06/01/2047 | 210000 | 161719 |
| &nbsp;&nbsp; 5.35%, 04/01/2053 | 48000 | 46099 |
| Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. |
| &nbsp;&nbsp; 2.50%, 06/01/2031 | 110000 | 98460 |
| &nbsp;&nbsp; 2.75%, 02/01/2032 | 129000 | 114649 |
| &nbsp;&nbsp; 3.65%, 06/01/2051 | 140000 | 98202 |
|  Southern Co. Gas Capital Corp., 1.75%, 01/15/2031 | 315000 | 277767 |
|  Southern Power Co., 4.25%, 10/01/2030 | 235000 | 234129 |
|  SP PowerAssets Ltd., 3.00%, 09/26/2027 <sup>(c)</sup> | 605000 | 596327 |
|  Spire, Inc., 4.70%, 08/15/2044 | 187000 | 163103 |
| Talen Energy Supply LLC | Talen Energy Supply LLC | Talen Energy Supply LLC |
| &nbsp;&nbsp; 8.63%, 06/01/2030 <sup>(c)</sup> | 8000 | 8465 |
| &nbsp;&nbsp; 6.25%, 02/01/2034 <sup>(c)</sup> | 10000 | 10170 |
| Union Electric Co. | Union Electric Co. | Union Electric Co. |
| &nbsp;&nbsp; 2.15%, 03/15/2032 | 241000 | 211911 |
| &nbsp;&nbsp; 5.20%, 04/01/2034 | 131000 | 135506 |
| &nbsp;&nbsp; 5.45%, 03/15/2053 | 60000 | 58831 |
| Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. |
| &nbsp;&nbsp; 6.00%, 01/15/2036 | 95000 | 102853 |
| &nbsp;&nbsp; 5.45%, 04/01/2053 | 164000 | 159120 |
|  |  | 15940589 |
| **Wireless Telecommunications Services - 0.3%** | **Wireless Telecommunications Services - 0.3%** | **Wireless Telecommunications Services - 0.3%** |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 3.75%, 04/15/2027 | 428000 | 425059 |
| &nbsp;&nbsp; 4.75%, 02/01/2028 | 315000 | 314435 |
| &nbsp;&nbsp; 3.38%, 04/15/2029 | 832000 | 809073 |
| &nbsp;&nbsp; 2.55%, 02/15/2031 | 335000 | 306223 |
| &nbsp;&nbsp; 2.88%, 02/15/2031 | 413000 | 383796 |
|  |  | 2238586 |
| **Wireline Telecommunications Services - 0.0%<sup>(b)</sup>** | **Wireline Telecommunications Services - 0.0%<sup>(b)</sup>** | **Wireline Telecommunications Services - 0.0%<sup>(b)</sup>** |
|  British Telecommunications PLC, 4.25%, 11/08/2049 <sup>(c)</sup> | 204000 | 166674 |
|  Cipher Compute LLC, 7.13%, 11/15/2030 <sup>(c)</sup> | 8000 | 8117 |
| Level 3 Financing, Inc. | Level 3 Financing, Inc. | Level 3 Financing, Inc. |
| &nbsp;&nbsp; 4.50%, 04/01/2030 <sup>(c)</sup> | 10000 | 9239 |
| &nbsp;&nbsp; 7.00%, 03/31/2034 <sup>(c)</sup> | 15000 | 15339 |
|  NTT Finance Corp., 2.07%, 04/03/2031 <sup>(c)</sup> | 209000 | 185394 |
|  Windstream Services LLC / Windstream Escrow Finance Corp., 8.25%, 10/01/2031 <sup>(c)</sup> | 18000 | 18658 |
|  WULF Compute LLC, 7.75%, 10/15/2030 <sup>(c)</sup> | 10000 | 10321 |
|  |  | 413742 |
| **TOTAL CORPORATE BONDS** (Cost $200,879,002) | **TOTAL CORPORATE BONDS** (Cost $200,879,002) | 204971069 |
| **AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 8.2%** | **Par** | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 0.90%, 10/13/2027 | 38000 | 36070 |
| &nbsp;&nbsp; 0.00%, 12/14/2029 <sup>(g)</sup> | 353000 | 304520 |
| &nbsp;&nbsp; 0.00%, 12/17/2029 <sup>(g)</sup> | 535000 | 461657 |
| &nbsp;&nbsp; 0.00%, 11/15/2038 <sup>(g)</sup> | 2042000 | 1155157 |
| &nbsp;&nbsp; Pool QF7085, 5.50%, 02/01/2053 | 56541 | 57408 |
| &nbsp;&nbsp; Pool RA3661, 2.50%, 10/01/2050 | 100283 | 86044 |
| &nbsp;&nbsp; Pool RA5794, 4.00%, 09/01/2051 | 32623 | 31053 |
| &nbsp;&nbsp; Pool RA6614, 2.50%, 01/01/2052 | 276449 | 236755 |
| &nbsp;&nbsp; Pool RA6815, 2.50%, 02/01/2052 | 220795 | 189803 |
| &nbsp;&nbsp; Pool RA9475, 5.00%, 07/01/2053 | 174807 | 174683 |
| &nbsp;&nbsp; Pool RJ1854, 5.00%, 06/01/2054 | 136086 | 136060 |
| &nbsp;&nbsp; Pool RQ0025, 4.50%, 07/01/2055 | 1673074 | 1638743 |
| &nbsp;&nbsp; Pool RQ0048, 5.00%, 09/01/2055 | 83836 | 83502 |
| &nbsp;&nbsp; Pool SD0781, 3.00%, 11/01/2051 | 64532 | 57716 |
| &nbsp;&nbsp; Pool SD1377, 3.50%, 07/01/2052 | 353825 | 329616 |
| &nbsp;&nbsp; Pool SD1505, 4.50%, 08/01/2052 | 74607 | 73624 |
| &nbsp;&nbsp; Pool SD2253, 3.50%, 12/01/2052 | 145352 | 134686 |
| &nbsp;&nbsp; Pool SD2862, 6.00%, 05/01/2053 | 17587 | 18066 |
| &nbsp;&nbsp; Pool SD3218, 5.00%, 05/01/2053 | 20852 | 20938 |
| &nbsp;&nbsp; Pool SD3611, 3.00%, 03/01/2052 | 19900 | 17744 |
| &nbsp;&nbsp; Pool SD3770, 2.50%, 03/01/2052 | 235562 | 202716 |
| &nbsp;&nbsp; Pool SD3977, 5.00%, 04/01/2053 | 703462 | 706168 |
| &nbsp;&nbsp; Pool SD3983, 5.50%, 09/01/2053 | 21611 | 22004 |
| &nbsp;&nbsp; Pool SD4428, 2.50%, 05/01/2052 | 20906 | 17941 |
| &nbsp;&nbsp; Pool SD4553, 3.00%, 09/01/2053 | 590898 | 526135 |
| &nbsp;&nbsp; Pool SD4835, 2.50%, 02/01/2051 | 465354 | 399244 |
| &nbsp;&nbsp; Pool SD4977, 5.00%, 11/01/2053 | 1159423 | 1159496 |
| &nbsp;&nbsp; Pool SD4997, 5.00%, 10/01/2053 | 1533823 | 1538396 |
| &nbsp;&nbsp; Pool SD5314, 3.00%, 01/01/2053 | 114520 | 101648 |
| &nbsp;&nbsp; Pool SD6592, 5.00%, 10/01/2054 | 356378 | 355952 |
| &nbsp;&nbsp; Pool SD6686, 6.00%, 10/01/2054 | 173574 | 177581 |
| &nbsp;&nbsp; Pool SD6706, 4.50%, 01/01/2054 | 115890 | 113578 |
| &nbsp;&nbsp; Pool SD7190, 5.00%, 12/01/2054 | 1026681 | 1025695 |
| &nbsp;&nbsp; Pool SD7380, 5.00%, 01/01/2055 | 67093 | 66842 |
| &nbsp;&nbsp; Pool SD8114, 2.50%, 12/01/2050 | 900259 | 773075 |
| &nbsp;&nbsp; Pool SD8135, 2.50%, 03/01/2051 | 25206 | 21596 |
| &nbsp;&nbsp; Pool SD8150, 2.00%, 06/01/2051 | 552771 | 453339 |
| &nbsp;&nbsp; Pool SD8157, 3.00%, 07/01/2051 | 167197 | 149023 |
| &nbsp;&nbsp; Pool SD8167, 2.50%, 09/01/2051 | 78756 | 67045 |
| &nbsp;&nbsp; Pool SD8189, 2.50%, 01/01/2052 | 203833 | 174173 |
| &nbsp;&nbsp; Pool SD8214, 3.50%, 05/01/2052 | 1691471 | 1568148 |
| &nbsp;&nbsp; Pool SD8215, 4.00%, 05/01/2052 | 192796 | 184400 |
| &nbsp;&nbsp; Pool SD8221, 3.50%, 06/01/2052 | 418835 | 388297 |
| &nbsp;&nbsp; Pool SD8222, 4.00%, 06/01/2052 | 76935 | 73592 |
| &nbsp;&nbsp; Pool SD8225, 3.00%, 07/01/2052 | 199504 | 177267 |
| &nbsp;&nbsp; Pool SD8227, 4.00%, 07/01/2052 | 899869 | 862927 |
| &nbsp;&nbsp; Pool SD8234, 2.50%, 08/01/2052 | 1388845 | 1188273 |
| &nbsp;&nbsp; Pool SD8242, 3.00%, 09/01/2052 | 210859 | 187356 |
| &nbsp;&nbsp; Pool SD8243, 3.50%, 09/01/2052 | 339783 | 314991 |
| &nbsp;&nbsp; Pool SD8244, 4.00%, 09/01/2052 | 465965 | 444879 |
| &nbsp;&nbsp; Pool SD8245, 4.50%, 09/01/2052 | 79249 | 77839 |
| &nbsp;&nbsp; Pool SD8256, 4.00%, 10/01/2052 | 132084 | 126187 |
| &nbsp;&nbsp; Pool SD8258, 5.00%, 10/01/2052 | 162663 | 162799 |
| &nbsp;&nbsp; Pool SD8265, 4.00%, 11/01/2052 | 615238 | 588315 |
| &nbsp;&nbsp; Pool SD8288, 5.00%, 01/01/2053 | 20105 | 20120 |
| &nbsp;&nbsp; Pool SD8315, 5.00%, 04/01/2053 | 164426 | 164521 |
| &nbsp;&nbsp; Pool SD8316, 5.50%, 04/01/2053 | 298401 | 303143 |
| &nbsp;&nbsp; Pool SD8324, 5.50%, 05/01/2053 | 582811 | 592836 |
| &nbsp;&nbsp; Pool SD8325, 6.00%, 05/01/2053 | 93200 | 95503 |
| &nbsp;&nbsp; Pool SD8331, 5.50%, 06/01/2053 | 818074 | 831581 |
| &nbsp;&nbsp; Pool SD8342, 5.50%, 07/01/2053 | 912583 | 925091 |
| &nbsp;&nbsp; Pool SD8363, 6.00%, 09/01/2053 | 253455 | 260298 |
| &nbsp;&nbsp; Pool SD8368, 6.00%, 10/01/2053 | 96548 | 98876 |
| &nbsp;&nbsp; Pool SD8373, 6.00%, 11/01/2053 | 21417 | 21922 |
| &nbsp;&nbsp; Pool SD8382, 5.00%, 12/01/2053 | 313523 | 313843 |
| &nbsp;&nbsp; Pool SD8383, 5.50%, 12/01/2053 | 78470 | 79512 |
| &nbsp;&nbsp; Pool SD8397, 6.50%, 01/01/2054 | 30746 | 31788 |
| &nbsp;&nbsp; Pool SD8401, 5.50%, 02/01/2054 | 151874 | 153746 |
| &nbsp;&nbsp; Pool SD8402, 6.00%, 02/01/2054 | 110778 | 113309 |
| &nbsp;&nbsp; Pool SD8417, 4.50%, 03/01/2054 | 53585 | 52367 |
| &nbsp;&nbsp; Pool SD8420, 5.50%, 04/01/2054 | 131551 | 133065 |
| &nbsp;&nbsp; Pool SD8432, 6.00%, 05/01/2054 | 178578 | 182439 |
| &nbsp;&nbsp; Pool SD8438, 5.50%, 06/01/2054 | 33290 | 33673 |
| &nbsp;&nbsp; Pool SD8446, 5.50%, 07/01/2054 | 248652 | 251355 |
| &nbsp;&nbsp; Pool SD8447, 6.00%, 07/01/2054 | 133941 | 136878 |
| &nbsp;&nbsp; Pool SD8463, 6.00%, 09/01/2054 | 53856 | 55037 |
| &nbsp;&nbsp; Pool SD8469, 5.50%, 10/01/2054 | 412205 | 417946 |
| &nbsp;&nbsp; Pool SD8470, 6.00%, 10/01/2054 | 159251 | 162743 |
| &nbsp;&nbsp; Pool SD8475, 5.50%, 11/01/2054 | 483362 | 489928 |
| &nbsp;&nbsp; Pool SD8491, 5.00%, 12/01/2054 | 241206 | 240437 |
| &nbsp;&nbsp; Pool SD8492, 5.00%, 01/01/2055 | 65777 | 65531 |
| &nbsp;&nbsp; Pool SD8494, 5.50%, 01/01/2055 | 89828 | 90804 |
| &nbsp;&nbsp; Pool SD8507, 6.00%, 02/01/2055 | 133579 | 136508 |
| &nbsp;&nbsp; Pool SD8508, 6.50%, 02/01/2055 | 37261 | 38525 |
| &nbsp;&nbsp; Pool SD8533, 5.50%, 05/01/2055 | 283394 | 287193 |
| &nbsp;&nbsp; Pool SL0107, 4.50%, 05/01/2053 | 352113 | 346607 |
| &nbsp;&nbsp; Pool SL0336, 6.00%, 08/01/2054 | 59125 | 60533 |
| &nbsp;&nbsp; Pool SL0628, 6.00%, 04/01/2055 | 195341 | 199892 |
| &nbsp;&nbsp; Pool SL0707, 3.50%, 08/01/2053 | 169898 | 157007 |
| &nbsp;&nbsp; Pool SL0875, 6.00%, 04/01/2055 | 278222 | 285369 |
| &nbsp;&nbsp; Pool SL1194, 6.00%, 05/01/2055 | 130391 | 133427 |
| &nbsp;&nbsp; Pool SL1338, 6.00%, 06/01/2055 | 136527 | 139583 |
| &nbsp;&nbsp; Pool SL3124, 6.00%, 09/01/2055 | 49953 | 51152 |
| &nbsp;&nbsp; Series K140, Class A2, 2.25%, 01/25/2032 | 230000 | 207020 |
| &nbsp;&nbsp; Series K-171, Class A2, 4.40%, 06/25/2035 <sup>(e)</sup> | 448000 | 449876 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Pool BT6823, 2.50%, 10/01/2051 | 156622 | 133864 |
| &nbsp;&nbsp; Pool BT9030, 2.00%, 08/01/2051 | 23852 | 19491 |
| &nbsp;&nbsp; Pool BX5065, 5.50%, 01/01/2053 | 19939 | 20223 |
| &nbsp;&nbsp; Pool CA5354, 3.50%, 03/01/2050 | 41632 | 38517 |
| &nbsp;&nbsp; Pool CA6435, 3.50%, 07/01/2050 | 841595 | 779587 |
| &nbsp;&nbsp; Pool CA8026, 2.50%, 12/01/2050 | 1216316 | 1039194 |
| &nbsp;&nbsp; Pool CB1066, 2.50%, 07/01/2051 | 251584 | 215645 |
| &nbsp;&nbsp; Pool CB1149, 3.00%, 07/01/2051 | 232933 | 207541 |
| &nbsp;&nbsp; Pool CB1332, 2.50%, 08/01/2051 | 184671 | 157493 |
| &nbsp;&nbsp; Pool CB3600, 3.50%, 05/01/2052 | 148244 | 137512 |
| &nbsp;&nbsp; Pool CB4020, 4.00%, 07/01/2052 | 32314 | 30891 |
| &nbsp;&nbsp; Pool CB4121, 4.00%, 07/01/2052 | 112184 | 107189 |
| &nbsp;&nbsp; Pool CB4852, 4.50%, 10/01/2052 | 235111 | 230735 |
| &nbsp;&nbsp; Pool CB5384, 4.50%, 12/01/2052 | 124081 | 121746 |
| &nbsp;&nbsp; Pool CB5906, 5.50%, 03/01/2053 | 19656 | 19973 |
| &nbsp;&nbsp; Pool CB6031, 5.00%, 04/01/2053 | 44016 | 44123 |
| &nbsp;&nbsp; Pool CB6201, 6.00%, 05/01/2053 | 39443 | 40534 |
| &nbsp;&nbsp; Pool CB6308, 4.50%, 05/01/2053 | 819258 | 808185 |
| &nbsp;&nbsp; Pool CB6475, 5.00%, 06/01/2053 | 758701 | 761320 |
| &nbsp;&nbsp; Pool CB6619, 5.50%, 06/01/2053 | 56424 | 57264 |
| &nbsp;&nbsp; Pool CB7867, 6.50%, 01/01/2054 | 106752 | 110543 |
| &nbsp;&nbsp; Pool CB9207, 5.00%, 09/01/2054 | 335242 | 335498 |
| &nbsp;&nbsp; Pool DC3150, 5.00%, 10/01/2054 | 275899 | 275657 |
| &nbsp;&nbsp; Pool FA1099, 3.00%, 07/01/2052 | 364919 | 325059 |
| &nbsp;&nbsp; Pool FA1382, 4.00%, 02/01/2053 | 340666 | 326786 |
| &nbsp;&nbsp; Pool FA1633, 5.50%, 12/01/2054 | 886331 | 899210 |
| &nbsp;&nbsp; Pool FM9540, 2.00%, 11/01/2051 | 219223 | 179961 |
| &nbsp;&nbsp; Pool FS0176, 2.50%, 01/01/2052 | 349357 | 299269 |
| &nbsp;&nbsp; Pool FS0288, 2.00%, 01/01/2052 | 73681 | 60484 |
| &nbsp;&nbsp; Pool FS0631, 3.00%, 02/01/2052 | 27839 | 24916 |
| &nbsp;&nbsp; Pool FS2321, 2.50%, 02/01/2052 | 435572 | 372928 |
| &nbsp;&nbsp; Pool FS2512, 3.50%, 07/01/2052 | 279087 | 259901 |
| &nbsp;&nbsp; Pool FS2805, 2.50%, 09/01/2052 | 1020477 | 873954 |
| &nbsp;&nbsp; Pool FS3251, 6.00%, 11/01/2052 | 51204 | 52883 |
| &nbsp;&nbsp; Pool FS3497, 3.50%, 08/01/2052 | 188405 | 174513 |
| &nbsp;&nbsp; Pool FS3569, 3.00%, 02/01/2052 | 167089 | 148586 |
| &nbsp;&nbsp; Pool FS4035, 5.00%, 03/01/2053 | 620101 | 623928 |
| &nbsp;&nbsp; Pool FS4110, 2.50%, 03/01/2052 | 48642 | 41594 |
| &nbsp;&nbsp; Pool FS4377, 3.00%, 04/01/2052 | 1410904 | 1254566 |
| &nbsp;&nbsp; Pool FS4874, 5.50%, 06/01/2053 | 19646 | 20095 |
| &nbsp;&nbsp; Pool FS5235, 5.50%, 07/01/2053 | 176812 | 179942 |
| &nbsp;&nbsp; Pool FS5846, 2.50%, 09/01/2052 | 71735 | 61046 |
| &nbsp;&nbsp; Pool FS6288, 5.50%, 10/01/2053 | 21218 | 21622 |
| &nbsp;&nbsp; Pool FS6633, 3.00%, 06/01/2052 | 406748 | 361766 |
| &nbsp;&nbsp; Pool FS6668, 5.50%, 12/01/2053 | 550843 | 559448 |
| &nbsp;&nbsp; Pool FS6838, 5.50%, 11/01/2053 | 53939 | 54676 |
| &nbsp;&nbsp; Pool FS6866, 5.00%, 10/01/2053 | 278122 | 278693 |
| &nbsp;&nbsp; Pool FS7252, 5.00%, 11/01/2053 | 152260 | 152270 |
| &nbsp;&nbsp; Pool FS7278, 5.00%, 11/01/2053 | 53720 | 53759 |
| &nbsp;&nbsp; Pool FS9853, 5.50%, 11/01/2054 | 430264 | 437515 |
| &nbsp;&nbsp; Pool MA4078, 2.50%, 07/01/2050 | 215225 | 184668 |
| &nbsp;&nbsp; Pool MA4211, 3.00%, 12/01/2050 | 22279 | 19943 |
| &nbsp;&nbsp; Pool MA4305, 2.00%, 04/01/2051 | 178160 | 145684 |
| &nbsp;&nbsp; Pool MA4548, 2.50%, 02/01/2052 | 118842 | 101597 |
| &nbsp;&nbsp; Pool MA4565, 3.50%, 03/01/2052 | 31091 | 28808 |
| &nbsp;&nbsp; Pool MA4580, 3.50%, 04/01/2052 | 289166 | 268098 |
| &nbsp;&nbsp; Pool MA4599, 3.00%, 05/01/2052 | 120774 | 107334 |
| &nbsp;&nbsp; Pool MA4600, 3.50%, 05/01/2052 | 2609245 | 2412958 |
| &nbsp;&nbsp; Pool MA4624, 3.00%, 06/01/2052 | 197202 | 175222 |
| &nbsp;&nbsp; Pool MA4625, 3.50%, 06/01/2052 | 426023 | 394962 |
| &nbsp;&nbsp; Pool MA4626, 4.00%, 06/01/2052 | 140840 | 134721 |
| &nbsp;&nbsp; Pool MA4651, 2.00%, 07/01/2052 | 29396 | 23985 |
| &nbsp;&nbsp; Pool MA4653, 3.00%, 07/01/2052 | 713450 | 636293 |
| &nbsp;&nbsp; Pool MA4654, 3.50%, 07/01/2052 | 76989 | 71197 |
| &nbsp;&nbsp; Pool MA4655, 4.00%, 07/01/2052 | 755165 | 724163 |
| &nbsp;&nbsp; Pool MA4684, 4.50%, 06/01/2052 | 62980 | 61827 |
| &nbsp;&nbsp; Pool MA4698, 3.00%, 08/01/2052 | 435716 | 388043 |
| &nbsp;&nbsp; Pool MA4700, 4.00%, 08/01/2052 | 1478317 | 1417628 |
| &nbsp;&nbsp; Pool MA4732, 4.00%, 09/01/2052 | 253911 | 243461 |
| &nbsp;&nbsp; Pool MA4733, 4.50%, 09/01/2052 | 74462 | 73091 |
| &nbsp;&nbsp; Pool MA4782, 3.50%, 10/01/2052 | 292132 | 270802 |
| &nbsp;&nbsp; Pool MA4783, 4.00%, 10/01/2052 | 110454 | 105676 |
| &nbsp;&nbsp; Pool MA4784, 4.50%, 10/01/2052 | 202598 | 198994 |
| &nbsp;&nbsp; Pool MA4786, 5.50%, 10/01/2052 | 24056 | 24408 |
| &nbsp;&nbsp; Pool MA4805, 4.50%, 11/01/2052 | 125403 | 123056 |
| &nbsp;&nbsp; Pool MA4841, 5.00%, 12/01/2052 | 141550 | 141660 |
| &nbsp;&nbsp; Pool MA4868, 5.00%, 01/01/2053 | 23922 | 23950 |
| &nbsp;&nbsp; Pool MA4918, 5.00%, 02/01/2053 | 273262 | 274133 |
| &nbsp;&nbsp; Pool MA4940, 5.00%, 03/01/2053 | 23851 | 23860 |
| &nbsp;&nbsp; Pool MA4978, 5.00%, 04/01/2053 | 362995 | 364115 |
| &nbsp;&nbsp; Pool MA5008, 4.50%, 05/01/2053 | 180740 | 177328 |
| &nbsp;&nbsp; Pool MA5009, 5.00%, 05/01/2053 | 509422 | 510862 |
| &nbsp;&nbsp; Pool MA5010, 5.50%, 05/01/2053 | 25934 | 26315 |
| &nbsp;&nbsp; Pool MA5038, 5.00%, 06/01/2053 | 1829607 | 1836382 |
| &nbsp;&nbsp; Pool MA5054, 4.00%, 06/01/2053 | 108654 | 103547 |
| &nbsp;&nbsp; Pool MA5071, 5.00%, 07/01/2053 | 334819 | 335765 |
| &nbsp;&nbsp; Pool MA5073, 6.00%, 07/01/2053 | 196085 | 200898 |
| &nbsp;&nbsp; Pool MA5106, 5.00%, 08/01/2053 | 398954 | 399876 |
| &nbsp;&nbsp; Pool MA5107, 5.50%, 08/01/2053 | 275627 | 279838 |
| &nbsp;&nbsp; Pool MA5108, 6.00%, 08/01/2053 | 56417 | 57798 |
| &nbsp;&nbsp; Pool MA5135, 4.00%, 09/01/2053 | 21978 | 20953 |
| &nbsp;&nbsp; Pool MA5138, 5.50%, 09/01/2053 | 695220 | 706264 |
| &nbsp;&nbsp; Pool MA5139, 6.00%, 09/01/2053 | 886991 | 911023 |
| &nbsp;&nbsp; Pool MA5165, 5.50%, 10/01/2053 | 19828 | 20097 |
| &nbsp;&nbsp; Pool MA5166, 6.00%, 10/01/2053 | 276733 | 284117 |
| &nbsp;&nbsp; Pool MA5192, 6.50%, 11/01/2053 | 136992 | 141804 |
| &nbsp;&nbsp; Pool MA5215, 5.50%, 12/01/2053 | 1534732 | 1559360 |
| &nbsp;&nbsp; Pool MA5216, 6.00%, 12/01/2053 | 340288 | 349361 |
| &nbsp;&nbsp; Pool MA5245, 5.00%, 01/01/2054 | 3177808 | 3180236 |
| &nbsp;&nbsp; Pool MA5247, 6.00%, 01/01/2054 | 17384 | 17788 |
| &nbsp;&nbsp; Pool MA5271, 5.50%, 02/01/2054 | 324896 | 328975 |
| &nbsp;&nbsp; Pool MA5294, 5.00%, 03/01/2054 | 1410661 | 1411012 |
| &nbsp;&nbsp; Pool MA5296, 5.50%, 03/01/2054 | 1524805 | 1547117 |
| &nbsp;&nbsp; Pool MA5327, 5.00%, 04/01/2054 | 292850 | 292840 |
| &nbsp;&nbsp; Pool MA5331, 5.50%, 04/01/2054 | 661879 | 671564 |
| &nbsp;&nbsp; Pool MA5352, 5.00%, 05/01/2054 | 608498 | 608160 |
| &nbsp;&nbsp; Pool MA5389, 6.00%, 06/01/2054 | 103910 | 106211 |
| &nbsp;&nbsp; Pool MA5445, 6.00%, 08/01/2054 | 45539 | 46537 |
| &nbsp;&nbsp; Pool MA5498, 6.00%, 10/01/2054 | 315813 | 323763 |
| &nbsp;&nbsp; Pool MA5530, 5.00%, 11/01/2054 | 864587 | 864014 |
| &nbsp;&nbsp; Pool MA5531, 5.50%, 11/01/2054 | 97097 | 98174 |
| &nbsp;&nbsp; Pool MA5584, 4.50%, 01/01/2055 | 285048 | 279266 |
| &nbsp;&nbsp; Pool MA5586, 5.50%, 01/01/2055 | 239036 | 241635 |
| &nbsp;&nbsp; Pool MA5611, 4.00%, 02/01/2055 | 279011 | 265970 |
| &nbsp;&nbsp; Pool MA5644, 4.50%, 03/01/2055 | 264940 | 259566 |
| &nbsp;&nbsp; Pool MA5760, 5.50%, 07/01/2055 | 287459 | 291246 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |
| &nbsp;&nbsp; Pool MA8151, 4.50%, 07/20/2052 | 132194 | 130042 |
| &nbsp;&nbsp; Pool MA8201, 4.50%, 08/20/2052 | 22685 | 22315 |
| &nbsp;&nbsp; Pool MA8800, 5.00%, 04/20/2053 | 470763 | 472601 |
| &nbsp;&nbsp; Pool MA8801, 5.50%, 04/20/2053 | 455996 | 463530 |
| &nbsp;&nbsp; Pool MA8877, 4.50%, 05/20/2053 | 262441 | 258245 |
| &nbsp;&nbsp; Pool MA8947, 5.00%, 06/20/2053 | 186455 | 186800 |
| &nbsp;&nbsp; Pool MA8948, 5.50%, 06/20/2053 | 37370 | 37889 |
| &nbsp;&nbsp; Pool MA9016, 5.00%, 07/20/2053 | 41932 | 42027 |
| &nbsp;&nbsp; Pool MA9018, 6.00%, 07/20/2053 | 44903 | 45945 |
| &nbsp;&nbsp; Pool MA9240, 5.00%, 10/20/2053 | 48652 | 48717 |
| &nbsp;&nbsp; Pool MA9241, 5.50%, 10/20/2053 | 76474 | 77498 |
| &nbsp;&nbsp; Pool MA9304, 5.00%, 11/20/2053 | 119834 | 119958 |
| &nbsp;&nbsp; Pool MA9361, 5.00%, 12/20/2053 | 154020 | 153707 |
| &nbsp;&nbsp; Pool MA9539, 4.50%, 03/20/2054 | 46591 | 45534 |
| &nbsp;&nbsp; Pool MA9541, 5.50%, 03/20/2054 | 71018 | 71816 |
| &nbsp;&nbsp; Pool MA9603, 4.50%, 04/20/2054 | 161571 | 157894 |
| &nbsp;&nbsp; Pool MA9605, 5.50%, 04/20/2054 | 32969 | 33339 |
| &nbsp;&nbsp; Pool MA9726, 6.00%, 06/20/2054 | 72935 | 74396 |
| &nbsp;&nbsp; Pool MA9780, 6.00%, 07/20/2054 | 98007 | 99843 |
| &nbsp;&nbsp; Pool MA9906, 5.50%, 09/20/2054 | 63867 | 64472 |
| &nbsp;&nbsp; Pool MA9963, 4.50%, 10/20/2054 | 37854 | 36975 |
| &nbsp;&nbsp; Pool MA9964, 5.00%, 10/20/2054 | 23393 | 23345 |
| &nbsp;&nbsp; Pool MB0092, 5.50%, 12/20/2054 | 40227 | 40620 |
| &nbsp;&nbsp; Pool MB0204, 5.00%, 02/20/2055 | 28740 | 28683 |
| &nbsp;&nbsp; Pool MB0206, 6.00%, 02/20/2055 | 74671 | 76078 |
| &nbsp;&nbsp; Pool MB0259, 5.50%, 03/20/2055 | 177270 | 178734 |
| &nbsp;&nbsp; Pool MB0308, 5.50%, 04/20/2055 | 107250 | 108136 |
| &nbsp;&nbsp; Pool MB0365, 5.00%, 05/20/2055 | 44345 | 44242 |
| &nbsp;&nbsp; Pool MB0556, 5.50%, 08/20/2055 | 143855 | 145107 |
| &nbsp;&nbsp; Pool MB0557, 6.00%, 08/20/2055 | 94126 | 95896 |
|  Government National Mortgage Association, Series 2021-103, Class HE, 2.00%, 06/20/2051 | 30721 | 25830 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $72,028,763) | **TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $72,028,763) | 73574054 |
| **ASSET-BACKED SECURITIES - 4.4%** | **Par** | **Value**  |
| American Airlines Group, Inc. | American Airlines Group, Inc. | American Airlines Group, Inc. |
| &nbsp;&nbsp; Series 2015-1, 3.38%, 05/01/2027 | 58313 | 57351 |
| &nbsp;&nbsp; Series 2016-2, 3.20%, 06/15/2028 | 501382 | 488339 |
| &nbsp;&nbsp; Series 2016-3, 3.00%, 10/15/2028 | 57368 | 55334 |
| &nbsp;&nbsp; Series 2019-1, 3.15%, 02/15/2032 | 162764 | 152777 |
| American Express Travel Related Services Co., Inc. | American Express Travel Related Services Co., Inc. | American Express Travel Related Services Co., Inc. |
| &nbsp;&nbsp; Series 2024-2, Class A, 5.24%, 04/15/2031 | 885000 | 925596 |
| &nbsp;&nbsp; Series 2025-2, Class A, 4.28%, 04/15/2030 | 700000 | 708283 |
|  Amur Equipment Finance Receivables LLC, Series 2025-1A, Class D, 5.68%, 08/20/2032 <sup>(c)</sup> | 214000 | 218029 |
|  Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/2046 <sup>(c)</sup> | 21036 | 19343 |
| Avis Budget Car Rental LLC | Avis Budget Car Rental LLC | Avis Budget Car Rental LLC |
| &nbsp;&nbsp; Series 2024-1A, Class B, 5.85%, 06/20/2030 <sup>(c)</sup> | 100000 | 103771 |
| &nbsp;&nbsp; Series 2024-2A, Class A, 5.13%, 10/20/2028 <sup>(c)</sup> | 310000 | 315585 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.87%, 08/20/2029 <sup>(c)</sup> | 184000 | 187603 |
| &nbsp;&nbsp; Series 2025-3A, Class B, 4.46%, 02/20/2030 <sup>(c)</sup> | 210000 | 209446 |
|  BA Credit Card Trust, Series 2024-A1, Class A, 4.93%, 05/15/2029 | 920000 | 934935 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Bayview Opportunity Master Fund VII 2024-EDU1 LLC |
| &nbsp;&nbsp; Series 2025-EDU1, Class A, 5.37% (30 day avg SOFR US + 1.30%), 07/27/2048 <sup>(c)</sup> | 238117 | 238669 |
| &nbsp;&nbsp; Series 2025-EDU1, Class C, 5.87% (30 day avg SOFR US + 1.80%), 07/27/2048 <sup>(c)</sup> | 238117 | 237849 |
|  Blue Stream Communications LLC, Series 2024-1A, Class A2, 5.41%, 11/20/2054 <sup>(c)</sup> | 176000 | 178184 |
|  Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class C, 4.80%, 08/15/2031 | 118000 | 118147 |
| Business Jet Securities LLC | Business Jet Securities LLC | Business Jet Securities LLC |
| &nbsp;&nbsp; Series 2024-1A, Class A, 6.20%, 05/15/2039 <sup>(c)</sup> | 218508 | 223101 |
| &nbsp;&nbsp; Series 2024-2A, Class A, 5.36%, 09/15/2039 <sup>(c)</sup> | 82093 | 82815 |
|  Capital One Financial Corp., Series 2024-A1, Class A, 3.92%, 09/15/2029 | 1805000 | 1810465 |
|  Castlelake Aircraft Securitization Trust, Series 2025-1A, Class B, 6.50%, 02/15/2050 <sup>(c)</sup> | 274813 | 278957 |
|  CC Towers Guarantor LLC, Series 4.24100, 4.24%, 07/15/2028 <sup>(c)</sup> | 150000 | 149295 |
|  CCG Receivables Trust, Series 2025-1, Class B, 4.69%, 10/14/2032 <sup>(c)</sup> | 233000 | 235932 |
| Cloud Capital Holdco LP | Cloud Capital Holdco LP | Cloud Capital Holdco LP |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 5.78%, 11/22/2049 <sup>(c)</sup> | 518000 | 520436 |
| &nbsp;&nbsp; Series 2024-2A, Class A2, 5.92%, 11/22/2049 <sup>(c)</sup> | 135000 | 136255 |
|  Consolidated Communications LLC, Series 2025-1A, Class B, 6.51%, 05/20/2055 <sup>(c)</sup> | 308000 | 315148 |
| Crockett Partners Equipment Co. II LLC | Crockett Partners Equipment Co. II LLC | Crockett Partners Equipment Co. II LLC |
| &nbsp;&nbsp; Series 2024-1C, Class A, 6.05%, 01/20/2031 <sup>(c)</sup> | 87879 | 88729 |
| &nbsp;&nbsp; Series 2024-1C, Class B, 6.78%, 01/20/2031 <sup>(c)</sup> | 75758 | 75851 |
| &nbsp;&nbsp; Series 2024-2M, Class A, 5.70%, 12/20/2032 <sup>(c)</sup> | 261051 | 262266 |
| Cyrusone Holdco LLC | Cyrusone Holdco LLC | Cyrusone Holdco LLC |
| &nbsp;&nbsp; Series 2023-1A, Class A2, 4.30%, 04/20/2048 <sup>(c)</sup> | 325000 | 320590 |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 4.76%, 03/22/2049 <sup>(c)</sup> | 77000 | 76099 |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 5.91%, 02/20/2050 <sup>(c)</sup> | 405000 | 412914 |
|  DB Master Finance Parent LLC, Series 2025-1A, Class A2I, 4.89%, 08/20/2055 <sup>(c)</sup> | 325000 | 327837 |
|  Dell Equipment Finance Trust, Series 2024-1, Class A3, 5.39%, 03/22/2030 <sup>(c)</sup> | 245260 | 246407 |
|  DigitalBridge Group, Inc., Series 2024-1A, Class A2, 4.99%, 09/15/2049 <sup>(c)</sup> | 455000 | 453486 |
|  Domino's SPV Guarantor LLC, Series 2025-1A, Class A2I, 4.93%, 07/25/2055 <sup>(c)</sup> | 330000 | 332599 |
|  Driven Brands Holdings, Inc., Series 2024-1A, Class A2, 6.37%, 10/20/2054 <sup>(c)</sup> | 311063 | 323607 |
|  Elara Depositor LLC, Series 2023-A, Class A, 6.16%, 02/25/2038 <sup>(c)</sup> | 158189 | 163626 |
|  ELFI Graduate Loan Program, Series 2024-A, Class A, 5.56%, 08/25/2049 <sup>(c)</sup> | 117259 | 119883 |
|  Ellington Financial Mortgage Trust, Series 2022-1, Class A1, 2.21%, 01/25/2067 <sup>(c)(h)</sup> | 154404 | 138052 |
|  Enterprise Fleet Financing, Series 2025-2, Class A3, 4.41%, 06/20/2029 <sup>(c)</sup> | 295000 | 298133 |
|  Exeter Automobile Receivables Trust 2025-1, Series 2025-1A, Class D, 5.49%, 05/15/2031 | 370000 | 376271 |
| Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(c)</sup> | 104000 | 105475 |
| &nbsp;&nbsp; Series 2025-B, Class A, 4.85%, 02/15/2030 <sup>(c)</sup> | 652000 | 662947 |
|  Ford Credit Auto Owner Trust, Series 2024-A, Class B, 5.26%, 11/15/2029 | 155000 | 157662 |
|  Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 <sup>(c)(d)</sup> | 360000 | 371870 |
| Ford Credit Floorplan LLC | Ford Credit Floorplan LLC | Ford Credit Floorplan LLC |
| &nbsp;&nbsp; Series 2024-1, Class A1, 5.29%, 04/15/2029 <sup>(c)</sup> | 265000 | 269688 |
| &nbsp;&nbsp; Series 2025-2, Class A1, 4.06%, 09/15/2030 | 820000 | 823912 |
| Foundation Finance Trust | Foundation Finance Trust | Foundation Finance Trust |
| &nbsp;&nbsp; Series 2024-2A, Class A, 4.60%, 03/15/2050 <sup>(c)</sup> | 200750 | 201246 |
| &nbsp;&nbsp; Series 2024-2A, Class D, 6.59%, 03/15/2050 <sup>(c)</sup> | 87297 | 88365 |
| Frontier Communications Parent, Inc. | Frontier Communications Parent, Inc. | Frontier Communications Parent, Inc. |
| &nbsp;&nbsp; Series 2023-1, Class A2, 6.60%, 08/20/2053 <sup>(c)</sup> | 290000 | 293472 |
| &nbsp;&nbsp; Series 2024-1, Class B, 7.02%, 06/20/2054 <sup>(c)</sup> | 75000 | 78183 |
|  GCAT, Series 2021-NQM5, Class A1, 1.26%, 07/25/2066 <sup>(c)(h)</sup> | 190241 | 162448 |
|  General Motors Co., Series 2024-1A, Class A1, 5.13%, 03/15/2029 <sup>(c)</sup> | 310000 | 314356 |
|  GLS Auto Receivables Trust, Series 2025-2A, Class D, 5.59%, 01/15/2031 <sup>(c)</sup> | 199000 | 201580 |
| GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust |
| &nbsp;&nbsp; Series 2025-1A, Class B, 5.04%, 02/15/2031 <sup>(c)</sup> | 50000 | 51026 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.26%, 03/15/2031 <sup>(c)</sup> | 67000 | 68365 |
|  GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3, 4.85%, 12/18/2028 | 561731 | 564939 |
|  Goodgreen Trust, Series 2021-1A, Class A, 2.66%, 10/15/2056 <sup>(c)</sup> | 163023 | 135192 |
| GreenSky LLC | GreenSky LLC | GreenSky LLC |
| &nbsp;&nbsp; Series 2024-1, Class D, 7.33%, 06/25/2059 <sup>(c)</sup> | 85779 | 88661 |
| &nbsp;&nbsp; Series 2025-1A, Class B, 5.39%, 03/25/2060 <sup>(c)</sup> | 186000 | 188458 |
| Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. |
| &nbsp;&nbsp; Series 2022-2A, Class A, 4.30%, 01/25/2037 <sup>(c)</sup> | 32463 | 32310 |
| &nbsp;&nbsp; Series 2024-1B, Class A, 5.75%, 09/15/2039 <sup>(c)</sup> | 29612 | 30107 |
| &nbsp;&nbsp; Series 2024-1B, Class B, 5.99%, 09/15/2039 <sup>(c)</sup> | 42900 | 43580 |
|  Huntington Bank Auto Credit-Linked Notes Series 2024-1, Series 2024-1, Class B1, 6.15%, 05/20/2032 <sup>(c)</sup> | 134404 | 136305 |
|  Island Finance Trust, Series 2025-1A, Class A, 6.54%, 03/19/2035 <sup>(c)</sup> | 107000 | 108296 |
|  Jersey Mike's Funding, Series 2024-1A, Class A2, 5.64%, 02/15/2055 <sup>(c)</sup> | 322563 | 330203 |
|  JP Morgan Mortgage Trust, Series 2024-HE1, Class A1, 5.60% (30 day avg SOFR US + 1.50%), 08/25/2054 <sup>(c)</sup> | 106626 | 106646 |
| Kubota Credit Owner Trust | Kubota Credit Owner Trust | Kubota Credit Owner Trust |
| &nbsp;&nbsp; Series 2024-2A, Class A4, 5.19%, 05/15/2030 <sup>(c)</sup> | 171000 | 175536 |
| &nbsp;&nbsp; Series 2025-1A, Class A3, 4.67%, 06/15/2029 <sup>(c)</sup> | 393000 | 399578 |
|  Lyra Music Assets Delaware LP, Series 2025-1A, Class A2, 5.60%, 09/20/2065 <sup>(c)</sup> | 404000 | 409599 |
|  M&T Bank Auto Receivables Trust, Series 2025-1A, Class A3, 4.73%, 06/17/2030 <sup>(c)</sup> | 137000 | 138580 |
| Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. |
| &nbsp;&nbsp; Series 2021-2A, Class B, 1.83%, 05/20/2039 <sup>(c)</sup> | 113181 | 107488 |
| &nbsp;&nbsp; Series 2023-1A, Class A, 4.93%, 10/20/2040 <sup>(c)</sup> | 38869 | 39284 |
| &nbsp;&nbsp; Series 2023-1A, Class B, 5.42%, 10/20/2040 <sup>(c)</sup> | 194347 | 196876 |
|  Metronet Systems Holdings LLC, Series 2025-2A, Class A2, 5.40%, 08/20/2055 <sup>(c)</sup> | 362000 | 367658 |
|  MMAF Equipment Finance LLC, Series 2025-A, Class A3, 4.82%, 08/13/2032 <sup>(c)</sup> | 385000 | 394070 |
| MVW Owner Trust | MVW Owner Trust | MVW Owner Trust |
| &nbsp;&nbsp; Series 2024-2A, Class B, 4.58%, 03/20/2042 <sup>(c)</sup> | 165652 | 165136 |
| &nbsp;&nbsp; Series 2024-2A, Class C, 4.92%, 03/20/2042 <sup>(c)</sup> | 106593 | 105227 |
| &nbsp;&nbsp; Series 2025-1A, Class B, 5.21%, 09/22/2042 <sup>(c)</sup> | 105880 | 107627 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.75%, 09/22/2042 <sup>(c)</sup> | 85551 | 86460 |
| &nbsp;&nbsp; Series 2025-2A, Class C, 4.97%, 10/20/2044 <sup>(c)</sup> | 177000 | 177636 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2021-EA, Class A, 0.97%, 12/16/2069 <sup>(c)</sup> | 270600 | 243524 |
| &nbsp;&nbsp; Series 2024-A, Class A, 5.66%, 10/15/2072 <sup>(c)</sup> | 245136 | 251264 |
| NextGear Floorplan Master Trust | NextGear Floorplan Master Trust | NextGear Floorplan Master Trust |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 5.12%, 03/15/2029 <sup>(c)</sup> | 340000 | 344823 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.55%, 02/15/2030 <sup>(c)</sup> | 285000 | 288282 |
|  OneMain Financial Issuance Trust, Series 2023-2A, Class A1, 5.84%, 09/15/2036 <sup>(c)</sup> | 200000 | 203843 |
|  PHH Arval, Series 2024-1A, Class A1, 5.52%, 05/15/2036 <sup>(c)</sup> | 169264 | 170708 |
|  Progress Residential Trust, Series 2024-SFR3, Class C, 3.50%, 06/17/2041 <sup>(c)</sup> | 250000 | 239095 |
|  QTS Issuer ABS I LLC, Series 2025-1A, Class A2, 5.44%, 05/25/2055 <sup>(c)</sup> | 300000 | 303552 |
| RCKT Mortgage Trust | RCKT Mortgage Trust | RCKT Mortgage Trust |
| &nbsp;&nbsp; Series 2024-CES2, Class A1A, 6.14%, 04/25/2044 <sup>(c)(h)</sup> | 57392 | 58046 |
| &nbsp;&nbsp; Series 2025-CES10, Class A1A, 4.89%, 11/25/2055 <sup>(c)(d)</sup> | 180106 | 180063 |
| &nbsp;&nbsp; Series 2025-CES10, Class A1B, 5.00%, 11/25/2055 <sup>(c)(d)</sup> | 273128 | 273425 |
| &nbsp;&nbsp; Series 2025-CES11, Class A1A, 4.97%, 11/25/2055 <sup>(c)(d)</sup> | 325000 | 326367 |
| &nbsp;&nbsp; Series 2025-CES5, Class A1A, 5.69%, 05/25/2055 <sup>(c)(d)</sup> | 384263 | 389606 |
| Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. |
| &nbsp;&nbsp; Series 2024-1, Class C, 5.45%, 03/15/2030 | 22000 | 22215 |
| &nbsp;&nbsp; Series 2025-1, Class D, 5.43%, 03/17/2031 | 410000 | 416506 |
|  SBA Depositor LLC, Series 2020-1-2, 2.33%, 01/15/2028 <sup>(c)</sup> | 150000 | 143629 |
|  SFS Auto Receivables Securitization Trust, Series 2024-1A, Class C, 5.51%, 01/20/2032 <sup>(c)</sup> | 325000 | 332455 |
| Sierra Timeshare Conduit Receivables Funding LLC | Sierra Timeshare Conduit Receivables Funding LLC | Sierra Timeshare Conduit Receivables Funding LLC |
| &nbsp;&nbsp; Series 2021-2A, Class B, 1.80%, 09/20/2038 <sup>(c)</sup> | 10274 | 10179 |
| &nbsp;&nbsp; Series 2024-1A, Class C, 5.94%, 01/20/2043 <sup>(c)</sup> | 77105 | 78361 |
| &nbsp;&nbsp; Series 2024-2A, Class B, 5.29%, 06/20/2041 <sup>(c)</sup> | 125330 | 126562 |
| &nbsp;&nbsp; Series 2025-3A, Class B, 4.64%, 08/22/2044 <sup>(c)</sup> | 93184 | 93576 |
| &nbsp;&nbsp; Series 2025-3A, Class C, 4.98%, 08/22/2044 <sup>(c)</sup> | 124867 | 125021 |
|  SMRT 2022-MINI, Series 2022-MINI, Class E, 6.66% (1 mo. Term SOFR + 2.70%), 01/15/2039 <sup>(c)</sup> | 125000 | 123942 |
|  SoFi Professional Loan Program LLC, Series 2019-B, Class A2FX, 3.09%, 08/17/2048 <sup>(c)</sup> | 28183 | 27668 |
|  Sotheby's Artfi Master Trust, Series 2024-1A, Class A1, 6.43%, 12/22/2031 <sup>(c)</sup> | 382000 | 383782 |
| Stack Infrastructure Issuer LLC | Stack Infrastructure Issuer LLC | Stack Infrastructure Issuer LLC |
| &nbsp;&nbsp; Series 2023-3A, Class A2, 5.90%, 10/25/2048 <sup>(c)</sup> | 196139 | 197638 |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 5.90%, 03/25/2049 <sup>(c)</sup> | 152000 | 154188 |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 5.00%, 05/25/2050 <sup>(c)</sup> | 340000 | 337161 |
|  Subway Funding LLC, Series 2024-1A, Class A2I, 6.03%, 07/30/2054 <sup>(c)</sup> | 247500 | 249913 |
|  Summit Issuer LLC, Series 2025-1A, Class A2, 5.21%, 11/20/2055 <sup>(c)(i)</sup> | 357000 | 361700 |
| Taco Bell Corp. | Taco Bell Corp. | Taco Bell Corp. |
| &nbsp;&nbsp; Series 2021-1A, Class A2I, 1.95%, 08/25/2051 <sup>(c)</sup> | 245625 | 237697 |
| &nbsp;&nbsp; Series 2021-1A, Class A2II, 2.29%, 08/25/2051 <sup>(c)</sup> | 89408 | 83272 |
| &nbsp;&nbsp; Series 2025-1A, Class A2I, 4.82%, 08/25/2055 <sup>(c)</sup> | 325000 | 326305 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2018-2, Class A2, 3.50%, 03/25/2058 <sup>(c)(h)</sup> | 100000 | 97670 |
| &nbsp;&nbsp; Series 2022-4, Class A1, 3.75%, 09/25/2062 <sup>(c)</sup> | 85697 | 82702 |
| &nbsp;&nbsp; Series 2024-CES1, Class A1A, 5.85%, 01/25/2064 <sup>(c)(h)</sup> | 177283 | 178052 |
| &nbsp;&nbsp; Series 2024-CES2, Class A1A, 6.13%, 02/25/2064 <sup>(c)(h)</sup> | 182803 | 184164 |
| &nbsp;&nbsp; Series 2024-CES4, Class A1, 5.12%, 09/25/2064 <sup>(c)(d)</sup> | 188027 | 187873 |
|  Trafigura Securitisation Finance PLC, Series 2024-1A, Class A2, 5.98%, 11/15/2027 <sup>(c)</sup> | 332000 | 336259 |
| United Airlines, Inc. | United Airlines, Inc. | United Airlines, Inc. |
| &nbsp;&nbsp; 5.45%, 02/15/2037 | 637244 | 662657 |
| &nbsp;&nbsp; Series 2014-1, 4.00%, 04/11/2026 | 61334 | 61154 |
| &nbsp;&nbsp; Series 2016-2, 2.88%, 10/07/2028 | 24089 | 23013 |
| &nbsp;&nbsp; Series 2019-2, 2.70%, 05/01/2032 | 150661 | 138646 |
| &nbsp;&nbsp; Series 2023-1, 5.80%, 01/15/2036 | 421703 | 446627 |
|  Uniti Group LP, Series 2025-1A, Class A2, 5.88%, 04/20/2055 <sup>(c)</sup> | 718000 | 737744 |
|  US Bancorp, Series 2025-SUP1, Class C, 5.97% (30 day avg SOFR US + 1.90%), 02/25/2032 <sup>(c)(i)</sup> | 194940 | 194112 |
|  Vantage Data Centers Guarantor LLC, Series 2021-1A, Class A2, 2.17%, 10/15/2046 <sup>(c)</sup> | 125000 | 121898 |
|  Vantage Data Centers Holding LLC, Series 2025-1A, Class A2, 5.13%, 08/15/2055 <sup>(c)</sup> | 841000 | 836900 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp; Series 2024-3, Class A1A, 5.34%, 04/22/2030 | 1695000 | 1728336 |
| &nbsp;&nbsp; Series 2024-8, Class A1A, 4.62%, 11/20/2030 | 806000 | 818157 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp; Series 2021-3, Class A1, 1.05%, 06/25/2066 <sup>(c)(h)</sup> | 207258 | 182842 |
| &nbsp;&nbsp; Series 2025-3, Class A3, 5.93%, 05/25/2070 <sup>(c)(d)</sup> | 258381 | 260419 |
| &nbsp;&nbsp; Series 2025-6, Class A3, 5.72%, 07/25/2070 <sup>(c)(d)</sup> | 423584 | 425935 |
|  Volofin Finance Designated Activity Co., Series 2024-1A, Class A, 5.94%, 06/15/2037 <sup>(c)</sup> | 183611 | 187250 |
| Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust |
| &nbsp;&nbsp; Series 2025-1A, Class D, 5.54%, 11/15/2030 <sup>(c)</sup> | 205000 | 207900 |
| &nbsp;&nbsp; Series 2025-2A, Class C, 4.85%, 01/15/2031 <sup>(c)</sup> | 262000 | 263746 |
|  WF Card Issuance Trust, Series 2025-A1, Class A, 4.34%, 05/15/2030 | 1280000 | 1298010 |
|  Wheels Fleet Lease Funding 1 LLC, Series 2024-3A, Class A1, 4.80%, 09/19/2039 <sup>(c)</sup> | 248354 | 249848 |
|  Willis Lease Finance Corp., Series 2025-A, Class A, 5.58%, 06/15/2050 <sup>(c)</sup> | 246304 | 250360 |
| Wireless PropCo Funding Parent LLC | Wireless PropCo Funding Parent LLC | Wireless PropCo Funding Parent LLC |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 4.07%, 06/25/2055 <sup>(c)</sup> | 88000 | 85610 |
| &nbsp;&nbsp; Series 2025-1A, Class B, 4.30%, 06/25/2055 <sup>(c)</sup> | 85000 | 81632 |
|  Zayo Group LLC, Series 2025-1A, Class A2, 5.65%, 03/20/2055 <sup>(c)</sup> | 320000 | 325994 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $38,606,336) | **TOTAL ASSET-BACKED SECURITIES** (Cost $38,606,336) | 39163920 |
| **FOREIGN CORPORATE BONDS - 3.0%** | **Par** | **Value**  |
| **Airlines - 0.0%<sup>(b)</sup>** | **Airlines - 0.0%<sup>(b)</sup>** | **Airlines - 0.0%<sup>(b)</sup>** |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 04/20/2026 <sup>(c)</sup> | 18333 | 18343 |
|  Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/2028 <sup>(c)</sup> | 337000 | 338276 |
|  |  | 356619 |
| **Automobiles & Components - 0.0%<sup>(b)</sup>** | **Automobiles & Components - 0.0%<sup>(b)</sup>** | **Automobiles & Components - 0.0%<sup>(b)</sup>** |
|  Toyota Motor Corp., 2.36%, 03/25/2031 | 108000 | 99238 |
| **Banks - 1.3%** | **Banks - 1.3%** | **Banks - 1.3%** |
| ASB Bank Ltd. | ASB Bank Ltd. | ASB Bank Ltd. |
| &nbsp;&nbsp; 5.35%, 06/15/2026 <sup>(c)</sup> | 323000 | 324508 |
| &nbsp;&nbsp; 5.28% to 06/17/2027 then 5 yr. CMT Rate + 2.25%, 06/17/2032 <sup>(c)</sup> | 461000 | 465548 |
|  Australia & New Zealand Banking Group Ltd., 4.75%, 01/18/2027 | 361000 | 363842 |
|  Banco Bilbao Vizcaya Argentaria SA, 6.14% to 09/14/2027 then 1 yr. CMT Rate + 2.70%, 09/14/2028 | 167000 | 172426 |
|  Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa, 4.38%, 04/11/2027 <sup>(c)</sup> | 349000 | 348262 |
|  Banco Santander SA, 6.92%, 08/08/2033 | 600000 | 669175 |
|  Barclays PLC, 6.50% to 09/13/2026 then SOFR + 1.88%, 09/13/2027 | 400000 | 405877 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 1.90% to 09/30/2027 then SOFR + 1.61%, 09/30/2028 <sup>(c)</sup> | 349000 | 333639 |
| &nbsp;&nbsp; 5.50% to 05/20/2029 then SOFR + 1.59%, 05/20/2030 <sup>(c)</sup> | 352000 | 364310 |
| &nbsp;&nbsp; 5.89% to 12/05/2033 then SOFR + 1.87%, 12/05/2034 <sup>(c)</sup> | 207000 | 221364 |
|  Commonwealth Bank of Australia, 5.84%, 03/13/2034 <sup>(c)</sup> | 892000 | 946097 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 5.59%, 07/05/2026 <sup>(c)</sup> | 558000 | 563253 |
| &nbsp;&nbsp; 5.13%, 03/11/2027 <sup>(c)</sup> | 254000 | 256965 |
|  Federation des Caisses Desjardins du Quebec, 4.55%, 08/23/2027 <sup>(c)</sup> | 4000 | 4033 |
|  HSBC Holdings PLC, 6.33% to 03/09/2043 then SOFR + 2.65%, 03/09/2044 | 1393000 | 1541001 |
|  KBC Group NV, 5.80% to 01/19/2028 then 1 yr. CMT Rate + 2.10%, 01/19/2029 <sup>(c)</sup> | 245000 | 252479 |
|  Macquarie Bank Ltd., 3.62%, 06/03/2030 <sup>(c)</sup> | 863000 | 827013 |
|  Mitsubishi UFJ Financial Group, Inc., 5.48% to 02/22/2030 then 1 yr. CMT Rate + 1.53%, 02/22/2031 | 238000 | 248592 |
|  NatWest Group PLC, 3.07% to 05/22/2027 then 1 yr. CMT Rate + 2.55%, 05/22/2028 | 200000 | 196690 |
|  Societe Generale SA, 1.49% to 12/14/2025 then 1 yr. CMT Rate + 1.10%, 12/14/2026 <sup>(c)</sup> | 805000 | 803928 |
|  Standard Chartered PLC, 6.19% to 07/06/2026 then 1 yr. CMT Rate + 1.85%, 07/06/2027 <sup>(c)</sup> | 200000 | 201785 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| &nbsp;&nbsp; 5.52%, 01/13/2028 | 200000 | 205883 |
| &nbsp;&nbsp; 5.80%, 07/13/2028 | 540000 | 563706 |
| &nbsp;&nbsp; 5.71%, 01/13/2030 | 253000 | 266717 |
| &nbsp;&nbsp; 1.71%, 01/12/2031 | 280000 | 246373 |
| &nbsp;&nbsp; 5.77%, 01/13/2033 | 351000 | 375581 |
|  |  | 11169047 |
| **Capital Goods - 0.1%** | **Capital Goods - 0.1%** | **Capital Goods - 0.1%** |
|  Vinci SA, 3.75%, 04/10/2029 <sup>(c)</sup> | 637000 | 628409 |
|  Weir Group PLC, 2.20%, 05/13/2026 <sup>(c)</sup> | 281000 | 277188 |
|  |  | 905597 |
| **Commercial Finance - 0.1%** | **Commercial Finance - 0.1%** | **Commercial Finance - 0.1%** |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/2026 | 568000 | 559520 |
|  SMBC Aviation Capital Finance DAC, 2.30%, 06/15/2028 <sup>(a)(c)</sup> | 213000 | 202590 |
|  |  | 762110 |
| **Consumer Staples Distribution & Retail - 0.0%<sup>(b)</sup>** | **Consumer Staples Distribution & Retail - 0.0%<sup>(b)</sup>** | **Consumer Staples Distribution & Retail - 0.0%<sup>(b)</sup>** |
|  Alimentation Couche-Tard, Inc., 3.55%, 07/26/2027 <sup>(c)</sup> | 202000 | 200083 |
| **Energy - 0.1%** | **Energy - 0.1%** | **Energy - 0.1%** |
|  Aker BP ASA, 6.00%, 06/13/2033 <sup>(c)</sup> | 192000 | 201390 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |
| &nbsp;&nbsp; 5.30%, 04/05/2029 | 40000 | 41199 |
| &nbsp;&nbsp; 5.70%, 03/08/2033 | 234000 | 247297 |
| &nbsp;&nbsp; 5.63%, 04/05/2034 | 305000 | 319638 |
|  |  | 809524 |
| **Exploration & Production - 0.0%<sup>(b)</sup>** | **Exploration & Production - 0.0%<sup>(b)</sup>** | **Exploration & Production - 0.0%<sup>(b)</sup>** |
|  CNOOC Petroleum North America ULC, 7.88%, 03/15/2032 | 38000 | 45514 |
| **Financial Services - 0.1%** | **Financial Services - 0.1%** | **Financial Services - 0.1%** |
|  Sumitomo Mitsui Trust Bank Ltd., 5.50%, 03/09/2028 <sup>(a)(c)</sup> | 200000 | 206250 |
|  UBS AG, 5.65%, 09/11/2028 | 250000 | 260751 |
| UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 1.31% to 02/02/2026 then SOFR + 0.98%, 02/02/2027 <sup>(c)</sup> | 13000 | 12903 |
| &nbsp;&nbsp; 4.19% to 04/01/2030 then SOFR + 3.73%, 04/01/2031 <sup>(c)</sup> | 366000 | 362635 |
|  |  | 842539 |
| **Food & Beverage - 0.1%** | **Food & Beverage - 0.1%** | **Food & Beverage - 0.1%** |
|  JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl, 2.50%, 01/15/2027 | 699000 | 683144 |
| **Food, Beverage & Tobacco - 0.1%** | **Food, Beverage & Tobacco - 0.1%** | **Food, Beverage & Tobacco - 0.1%** |
|  Heineken NV, 3.50%, 01/29/2028 <sup>(c)</sup> | 882000 | 874663 |
| **Industrial Other - 0.0%<sup>(b)</sup>** | **Industrial Other - 0.0%<sup>(b)</sup>** | **Industrial Other - 0.0%<sup>(b)</sup>** |
|  Triton Container International Ltd., 3.15%, 06/15/2031 <sup>(c)</sup> | 216000 | 194961 |
| **Insurance - 0.1%** | **Insurance - 0.1%** | **Insurance - 0.1%** |
|  AIA Group Ltd., 3.20%, 09/16/2040 <sup>(c)</sup> | 213000 | 169704 |
|  Fairfax Financial Holdings Ltd., 3.38%, 03/03/2031 | 253000 | 237629 |
|  |  | 407333 |
| **Materials - 0.0%<sup>(b)</sup>** | **Materials - 0.0%<sup>(b)</sup>** | **Materials - 0.0%<sup>(b)</sup>** |
|  Taseko Mines Ltd., 8.25%, 05/01/2030 <sup>(c)</sup> | 14000 | 14827 |
|  UPM-Kymmene Oyj, 7.45%, 11/26/2027 <sup>(c)</sup> | 6000 | 6349 |
|  Yara International ASA, 3.80%, 06/06/2026 <sup>(c)</sup> | 22000 | 21872 |
|  |  | 43048 |
| **Media & Entertainment - 0.0%<sup>(b)</sup>** | **Media & Entertainment - 0.0%<sup>(b)</sup>** | **Media & Entertainment - 0.0%<sup>(b)</sup>** |
|  Tencent Holdings Ltd., 3.98%, 04/11/2029 <sup>(c)</sup> | 353000 | 353366 |
| **Metals & Mining - 0.1%** | **Metals & Mining - 0.1%** | **Metals & Mining - 0.1%** |
|  BHP Billiton Finance USA Ltd., 4.90%, 02/28/2033 | 328000 | 335309 |
|  Fortescue Treasury Pty Ltd., 5.88%, 04/15/2030 <sup>(c)</sup> | 11000 | 11343 |
|  Newcastle Coal Infrastructure Group Pty Ltd., 4.40%, 09/29/2027 <sup>(c)</sup> | 30943 | 30833 |
|  |  | 377485 |
| **Railroad - 0.0%<sup>(b)</sup>** | **Railroad - 0.0%<sup>(b)</sup>** | **Railroad - 0.0%<sup>(b)</sup>** |
|  Canadian Pacific Railway Co., 2.88%, 11/15/2029 | 33000 | 31460 |
| **Real Estate Management & Development - 0.0%<sup>(b)</sup>** | **Real Estate Management & Development - 0.0%<sup>(b)</sup>** | **Real Estate Management & Development - 0.0%<sup>(b)</sup>** |
|  Mitsui Fudosan Co. Ltd., 3.65%, 07/20/2027 <sup>(a)(c)</sup> | 347000 | 343967 |
| **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** | **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** | **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** |
|  Viterra Finance BV, 2.00%, 04/21/2026 <sup>(c)</sup> | 201000 | 198797 |
| **Semiconductors & Semiconductor Equipment - 0.3%** | **Semiconductors & Semiconductor Equipment - 0.3%** | **Semiconductors & Semiconductor Equipment - 0.3%** |
|  Renesas Electronics Corp., 2.17%, 11/25/2026 <sup>(c)</sup> | 376000 | 367537 |
| SK Hynix, Inc. | SK Hynix, Inc. | SK Hynix, Inc. |
| &nbsp;&nbsp; 6.38%, 01/17/2028 <sup>(c)</sup> | 1290000 | 1346701 |
| &nbsp;&nbsp; 5.50%, 01/16/2029 <sup>(c)</sup> | 1156000 | 1197308 |
|  |  | 2911546 |
| **Supermarkets & Pharmacies - 0.1%** | **Supermarkets & Pharmacies - 0.1%** | **Supermarkets & Pharmacies - 0.1%** |
|  CK Hutchison International 17 Ltd., 3.50%, 04/05/2027 <sup>(c)</sup> | 290000 | 287208 |
|  CK Hutchison International 19 Ltd., 3.63%, 04/11/2029 <sup>(a)(c)</sup> | 280000 | 275108 |
|  |  | 562316 |
| **Telecommunication Services - 0.0%<sup>(b)</sup>** | **Telecommunication Services - 0.0%<sup>(b)</sup>** | **Telecommunication Services - 0.0%<sup>(b)</sup>** |
|  Rogers Communications, Inc., 7.50%, 08/15/2038 | 198000 | 230940 |
|  Vodafone Group PLC, 5.75%, 02/10/2063 | 87000 | 83666 |
|  |  | 314606 |
| **Transportation - 0.1%** | **Transportation - 0.1%** | **Transportation - 0.1%** |
|  AP Moller - Maersk AS, 5.88%, 09/14/2033 <sup>(c)</sup> | 1011000 | 1082156 |
| **Utilities - 0.3%** | **Utilities - 0.3%** | **Utilities - 0.3%** |
|  E.ON International Finance BV, 6.65%, 04/30/2038 <sup>(c)</sup> | 161000 | 181729 |
| Electricite de France SA | Electricite de France SA | Electricite de France SA |
| &nbsp;&nbsp; 5.70%, 05/23/2028 <sup>(c)</sup> | 349000 | 360091 |
| &nbsp;&nbsp; 6.95%, 01/26/2039 <sup>(c)</sup> | 243000 | 274121 |
| &nbsp;&nbsp; 6.90%, 05/23/2053 <sup>(c)</sup> | 236000 | 265685 |
|  Enel Finance International NV, 1.63%, 07/12/2026 <sup>(c)(d)</sup> | 577000 | 568230 |
|  Korea Electric Power Corp., 4.00%, 06/14/2027 <sup>(c)</sup> | 703000 | 703496 |
|  National Grid PLC, 5.42%, 01/11/2034 | 315000 | 328279 |
|  |  | 2681631 |
| **Wireline Telecommunications Services - 0.1%** | **Wireline Telecommunications Services - 0.1%** | **Wireline Telecommunications Services - 0.1%** |
|  British Telecommunications PLC, 5.13%, 12/04/2028 | 658000 | 675803 |
| **TOTAL FOREIGN CORPORATE BONDS** (Cost $26,139,043) | **TOTAL FOREIGN CORPORATE BONDS** (Cost $26,139,043) | 26926553 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 2.9%** | **Par** | **Value**  |
|  Avenue of Americas, Series 2025-1301, Class D, 6.43%, 08/11/2042 <sup>(c)(h)</sup> | 188000 | 191461 |
|  BANK-2019, Series 2019-BN17, Class C, 4.66%, 04/15/2052 <sup>(h)</sup> | 235000 | 219974 |
|  BANK-2024, Series 2024-BNK47, Class A5, 5.72%, 06/15/2057 | 745000 | 801356 |
|  BANK-2025, Series 2025-BNK50, Class A5, 5.65%, 05/15/2068 <sup>(h)</sup> | 245000 | 261393 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust |
| &nbsp;&nbsp; Series 2023-5YR2, Class C, 7.40%, 07/15/2056 <sup>(h)</sup> | 85000 | 87734 |
| &nbsp;&nbsp; Series 2024-5YR12, Class C, 6.50%, 12/15/2057 <sup>(h)</sup> | 255000 | 263560 |
| &nbsp;&nbsp; Series 2024-5YR5, Class B, 6.54%, 02/15/2029 <sup>(h)</sup> | 69000 | 71949 |
| &nbsp;&nbsp; Series 2024-5YR7, Class B, 6.94%, 06/15/2057 | 201000 | 212712 |
| &nbsp;&nbsp; Series 2024-5YR8, Class A3, 5.88%, 08/15/2057 | 1230000 | 1293615 |
| &nbsp;&nbsp; Series 2025-5YR13, Class A3, 5.75%, 01/15/2058 | 350000 | 368644 |
| &nbsp;&nbsp; Series 2025-5YR17, Class B, 5.99%, 11/15/2058 <sup>(h)</sup> | 158000 | 163496 |
| &nbsp;&nbsp; Series 2025-5YR17, Class C, 5.89%, 11/15/2058 <sup>(h)</sup> | 112000 | 112652 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2018-TALL, Class B, 5.13% (1 mo. Term SOFR + 1.17%), 03/15/2037 <sup>(c)</sup> | 100000 | 91045 |
| &nbsp;&nbsp; Series 2024-5C31, Class C, 5.76%, 12/15/2057 <sup>(h)</sup> | 59000 | 59197 |
| &nbsp;&nbsp; Series 2024-C24, Class C, 6.00%, 02/15/2057 | 225000 | 221273 |
| &nbsp;&nbsp; Series 2025-5C33, Class A4, 5.84%, 03/15/2058 | 1190000 | 1257964 |
| &nbsp;&nbsp; Series 2025-5C34, Class A3, 5.66%, 05/15/2058 | 1035000 | 1089121 |
| &nbsp;&nbsp; Series 2025-5C36, Class A3, 5.52%, 08/15/2058 | 470000 | 492784 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2023-B40, Class C, 7.66%, 12/15/2056 <sup>(h)</sup> | 111000 | 116365 |
| &nbsp;&nbsp; Series 2023-V2, Class C, 7.00%, 05/15/2055 <sup>(h)</sup> | 178000 | 181905 |
| &nbsp;&nbsp; Series 2023-V3, Class C, 7.41%, 07/15/2056 <sup>(h)</sup> | 131000 | 133151 |
| &nbsp;&nbsp; Series 2024-V6, Class C, 6.67%, 03/15/2057 | 140000 | 144030 |
| &nbsp;&nbsp; Series 2024-V6, Class D, 4.00%, 03/15/2057 | 48000 | 43252 |
| &nbsp;&nbsp; Series 2024-V7, Class B, 7.08%, 05/15/2056 <sup>(h)</sup> | 135000 | 142071 |
| &nbsp;&nbsp; Series 2024-V8, Class A3, 6.19%, 07/15/2057 <sup>(h)</sup> | 755000 | 800561 |
| &nbsp;&nbsp; Series 2025-V13, Class A4, 5.82%, 02/15/2058 <sup>(h)</sup> | 290000 | 306140 |
| &nbsp;&nbsp; Series 2025-V15, Class A3, 5.80%, 06/15/2058 | 1050000 | 1112162 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp; Series 2024-5C3, Class B, 6.56%, 02/15/2057 <sup>(h)</sup> | 68000 | 70275 |
| &nbsp;&nbsp; Series 2024-5C4, Class A3, 6.53%, 05/15/2057 <sup>(h)</sup> | 850000 | 905976 |
| &nbsp;&nbsp; Series 2024-5C8, Class C, 5.74%, 12/15/2057 <sup>(h)</sup> | 36000 | 36005 |
| &nbsp;&nbsp; Series 2024-C8, Class C, 6.23%, 03/15/2057 <sup>(h)</sup> | 265000 | 271477 |
| &nbsp;&nbsp; Series 2025-5C10, Class C, 6.49%, 05/15/2058 <sup>(h)</sup> | 84000 | 86385 |
| &nbsp;&nbsp; Series 2025-C12, Class A5, 5.87%, 06/15/2058 <sup>(h)</sup> | 352000 | 380135 |
|  Brookfield Properties Retail Holding LLC, Series 2024-SHOW, Class C, 6.28%, 10/10/2041 <sup>(c)(h)</sup> | 170000 | 172226 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2024-11, Class A4, 6.00%, 11/25/2055 <sup>(c)(h)</sup> | 284546 | 289204 |
| &nbsp;&nbsp; Series 2024-2, Class A6A, 6.00%, 02/25/2055 <sup>(c)(h)</sup> | 51190 | 51402 |
| &nbsp;&nbsp; Series 2024-4, Class A6, 6.00%, 03/25/2055 <sup>(c)(h)</sup> | 179662 | 180288 |
| &nbsp;&nbsp; Series 2025-1, Class A4, 6.00%, 11/25/2055 <sup>(c)(h)</sup> | 296402 | 301336 |
|  CHI Commercial Mortgage Trust, Series 2025-110W, Class D, 6.63%, 12/13/2037 <sup>(c)(h)</sup> | 288000 | 289668 |
|  Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class C, 6.57%, 07/10/2028 <sup>(c)(h)</sup> | 200000 | 205304 |
| Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2024-277P, Class B, 7.23%, 08/10/2044 <sup>(c)(h)</sup> | 213000 | 226854 |
| &nbsp;&nbsp; Series 2024-CBM, Class D, 8.19%, 12/10/2041 <sup>(c)(h)</sup> | 100000 | 104186 |
| &nbsp;&nbsp; Series 2025-SBX, Class B, 5.73%, 08/10/2041 <sup>(c)(h)</sup> | 330000 | 332141 |
|  Computershare Corporate Trust, Series 2024-1CHI, Class C, 6.43%, 07/15/2035 <sup>(c)(h)</sup> | 205000 | 206645 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |
| &nbsp;&nbsp; Series 2024-INV2, Class A1, 5.04%, 10/25/2069 <sup>(c)(d)</sup> | 157306 | 157289 |
| &nbsp;&nbsp; Series 2024-INV2, Class A3, 5.44%, 10/25/2069 <sup>(c)(d)</sup> | 90014 | 90188 |
| ELM Trust | ELM Trust | ELM Trust |
| &nbsp;&nbsp; Series 2024-ELM, Class D10, 6.85%, 06/10/2039 <sup>(c)(h)</sup> | 180000 | 180214 |
| &nbsp;&nbsp; Series 2024-ELM, Class D15, 6.90%, 06/10/2039 <sup>(c)(h)</sup> | 123000 | 123129 |
| Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities |
| &nbsp;&nbsp; Series 2021-R03, Class 1B1, 6.82% (30 day avg SOFR US + 2.75%), 12/25/2041 <sup>(c)</sup> | 100000 | 101409 |
| &nbsp;&nbsp; Series 2022-R02, Class 2M1, 5.27% (30 day avg SOFR US + 1.20%), 01/25/2042 <sup>(c)</sup> | 3034 | 3026 |
| &nbsp;&nbsp; Series 2022-R02, Class 2M2, 7.07% (30 day avg SOFR US + 3.00%), 01/25/2042 <sup>(c)</sup> | 500000 | 509669 |
| &nbsp;&nbsp; Series 2022-R07, Class 1M2, 8.72% (30 day avg SOFR US + 4.65%), 06/25/2042 <sup>(c)</sup> | 55000 | 57754 |
| &nbsp;&nbsp; Series 2023-R06, Class 1M2, 6.77% (30 day avg SOFR US + 2.70%), 07/25/2043 <sup>(c)</sup> | 500000 | 514600 |
| &nbsp;&nbsp; Series 2024-R03, Class 2M2, 6.02% (30 day avg SOFR US + 1.95%), 03/25/2044 <sup>(c)</sup> | 420000 | 423455 |
| &nbsp;&nbsp; Series 2024-R04, Class 1M2, 5.72% (30 day avg SOFR US + 1.65%), 05/25/2044 <sup>(c)</sup> | 99000 | 99259 |
| &nbsp;&nbsp; Series 2025-R02, Class 1M2, 5.67% (30 day avg SOFR US + 1.60%), 02/25/2045 <sup>(c)</sup> | 145000 | 145206 |
| FIVE 2023-V1 Mortgage Trust | FIVE 2023-V1 Mortgage Trust | FIVE 2023-V1 Mortgage Trust |
| &nbsp;&nbsp; Series 2023-V1, Class B, 6.56%, 02/10/2056 <sup>(h)</sup> | 65000 | 66768 |
| &nbsp;&nbsp; Series 2023-V1, Class C, 6.56%, 02/10/2056 <sup>(h)</sup> | 62909 | 63515 |
| Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes |
| &nbsp;&nbsp; Series 2021-DNA7, Class B1, 7.72% (30 day avg SOFR US + 3.65%), 11/25/2041 <sup>(c)</sup> | 500000 | 511860 |
| &nbsp;&nbsp; Series 2022-DNA1, Class M2, 6.57% (30 day avg SOFR US + 2.50%), 01/25/2042 <sup>(c)</sup> | 100000 | 101057 |
| &nbsp;&nbsp; Series 2022-DNA3, Class M2, 8.42% (30 day avg SOFR US + 4.35%), 04/25/2042 <sup>(c)</sup> | 562000 | 586283 |
| &nbsp;&nbsp; Series 2022-DNA5, Class M1B, 8.57% (30 day avg SOFR US + 4.50%), 06/25/2042 <sup>(c)</sup> | 150000 | 157497 |
| &nbsp;&nbsp; Series 2022-HQA2, Class M1B, 8.07% (30 day avg SOFR US + 4.00%), 07/25/2042 <sup>(c)</sup> | 100000 | 104660 |
| &nbsp;&nbsp; Series 2024-DNA1, Class M2, 6.02% (30 day avg SOFR US + 1.95%), 02/25/2044 <sup>(c)</sup> | 500000 | 503881 |
| &nbsp;&nbsp; Series 2025-HQA1, Class M2, 5.72% (30 day avg SOFR US + 1.65%), 02/25/2045 <sup>(c)</sup> | 214000 | 214130 |
|  Great Wolf Trust 2024-WOLF, Series 2024-WOLF, Class D, 6.85% (1 mo. Term SOFR + 2.89%), 03/15/2039 <sup>(c)</sup> | 200000 | 200525 |
|  GS Mortgage-Backed Securities Trust, Series 2025-PJ8, Class A5, 5.50%, 02/25/2056 <sup>(c)(h)</sup> | 368342 | 371366 |
| Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust |
| &nbsp;&nbsp; Series 2025-SPRL, Class C, 6.15%, 01/13/2040 <sup>(c)(h)</sup> | 100000 | 103546 |
| &nbsp;&nbsp; Series 2025-SPRL, Class D, 6.55%, 01/13/2040 <sup>(c)(h)</sup> | 100000 | 104085 |
| &nbsp;&nbsp; Series 2025-SPRL, Class E, 6.90%, 01/13/2040 <sup>(c)(h)</sup> | 100000 | 103720 |
|  IRV Trust, Series 2025-200P, Class C, 5.92%, 03/14/2047 <sup>(c)(h)</sup> | 234000 | 238160 |
| JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities |
| &nbsp;&nbsp; Series 2017-JP5, Class ASB, 3.55%, 03/15/2050 | 479337 | 476975 |
| &nbsp;&nbsp; Series 2022-OPO, Class B, 3.38%, 01/05/2039 <sup>(c)</sup> | 150000 | 134236 |
| Madison Avenue Trust | Madison Avenue Trust | Madison Avenue Trust |
| &nbsp;&nbsp; Series 2025-11MD, Class C, 5.82%, 10/15/2042 <sup>(c)(h)</sup> | 150000 | 151866 |
| &nbsp;&nbsp; Series 2025-11MD, Class D, 6.57%, 10/15/2042 <sup>(c)(h)</sup> | 150000 | 151446 |
| &nbsp;&nbsp; Series 2025-11MD, Class E, 7.57%, 10/15/2042 <sup>(c)(h)</sup> | 150000 | 150130 |
|  Manhattan West, Series 2020-1MW, Class D, 2.41%, 09/10/2039 <sup>(c)(h)</sup> | 249000 | 235436 |
|  Morgan Stanley Capital I, Inc., Series 2018-H4, Class C, 5.22%, 12/15/2051 <sup>(h)</sup> | 10000 | 9344 |
|  Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1, 5.63%, 01/25/2070 <sup>(c)(h)</sup> | 218785 | 219835 |
|  New Residential Mortgage Loan Trust 2023-NQM1, Series 2025-NQM3, Class A3, 5.99%, 05/25/2065 <sup>(c)(d)</sup> | 315546 | 319998 |
|  NY Commercial Mortgage Trust, Series 2025-299P, Class C, 6.38%, 02/10/2047 <sup>(c)(h)</sup> | 100000 | 104073 |
|  NYC Commercial Mortgage Trust, Series 2025-300P, Class D, 6.16%, 07/13/2042 <sup>(c)(h)</sup> | 209000 | 211891 |
| ONNI Commerical Mortgage Trust | ONNI Commerical Mortgage Trust | ONNI Commerical Mortgage Trust |
| &nbsp;&nbsp; Series 2024-APT, Class C, 6.64%, 07/15/2039 <sup>(c)(h)</sup> | 215000 | 219462 |
| &nbsp;&nbsp; Series 2024-APT, Class D, 7.24%, 07/15/2039 <sup>(c)(h)</sup> | 160000 | 165203 |
| Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2021-NQM3, Class A1, 1.05%, 07/25/2061 <sup>(c)(h)</sup> | 274360 | 227561 |
| &nbsp;&nbsp; Series 2023-NQM7, Class A1, 6.84%, 04/25/2063 <sup>(c)(d)</sup> | 157069 | 158667 |
| &nbsp;&nbsp; Series 2024-NQM14, Class A1, 4.94%, 09/25/2064 <sup>(c)(d)</sup> | 390309 | 389461 |
| &nbsp;&nbsp; Series 2024-NQM14, Class A3, 5.35%, 09/25/2064 <sup>(c)(d)</sup> | 110495 | 110220 |
| &nbsp;&nbsp; Series 2024-NQM4, Class A1, 6.07%, 01/25/2064 <sup>(c)(d)</sup> | 154957 | 155968 |
| &nbsp;&nbsp; Series 2025-HE1, Class A1, 5.67% (30 day avg SOFR US + 1.60%), 02/25/2055 <sup>(c)</sup> | 336946 | 337947 |
| &nbsp;&nbsp; Series 2025-NQM7, Class A2, 5.76%, 05/25/2055 <sup>(c)(d)</sup> | 138854 | 139813 |
| &nbsp;&nbsp; Series 2025-NQM7, Class A3, 5.86%, 05/25/2055 <sup>(c)(d)</sup> | 140557 | 141524 |
|  PRKCM Trust, Series 2025-AFC1, Class A1, 5.10%, 10/25/2060 <sup>(c)(h)</sup> | 393015 | 393602 |
|  PRM Trust 2025-PRM6, Series 2025-PRM6, Class D, 5.87%, 07/05/2033 <sup>(c)(h)</sup> | 100000 | 100245 |
|  RCKT Mortgage Trust, Series 2023-CES3, Class A1A, 7.11%, 11/25/2043 <sup>(c)(h)</sup> | 249818 | 252713 |
|  RFR Trust, Series 2025-SGRM, Class A, 5.56%, 03/11/2041 <sup>(c)(h)</sup> | 158000 | 161540 |
|  ROCK Trust 2024-CNTR, Series 2024-CNTR, Class D, 7.11%, 11/13/2041 <sup>(c)</sup> | 112000 | 117334 |
|  Sequoia Mortgage Trust, Series 2024-7, Class A12, 5.50%, 08/25/2054 <sup>(c)(h)</sup> | 66885 | 66712 |
|  SGR Residential Mortgage Trust, Series 2021-2, Class A1, 1.74%, 12/25/2061 <sup>(c)(h)</sup> | 65765 | 57080 |
| Stellar Management | Stellar Management | Stellar Management |
| &nbsp;&nbsp; Series 2025-IP, Class A, 5.42%, 06/10/2042 <sup>(c)(h)</sup> | 80000 | 81409 |
| &nbsp;&nbsp; Series 2025-IP, Class D, 6.53%, 06/10/2042 <sup>(c)(h)</sup> | 106000 | 107915 |
| &nbsp;&nbsp; Series 2025-IP, Class E, 7.07%, 06/10/2042 <sup>(c)(h)</sup> | 60000 | 61209 |
|  Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2025-C64, Class A5, 5.65%, 02/15/2058 | 645000 | 688506 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $26,175,932) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $26,175,932) | 26484646 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 1.0%** | **Par** | **Value**  |
|  Brazilian Government International Bond, 6.13%, 03/15/2034 | 420000 | 427392 |
|  Chile Government International Bond, 5.65%, 01/13/2037 | 585000 | 620656 |
|  Costa Rica Government International Bond, 7.16%, 03/12/2045 | 420000 | 458220 |
|  Guatemala Government Bond, 6.55%, 02/06/2037 <sup>(c)</sup> | 415000 | 442805 |
| Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond |
| &nbsp;&nbsp; 5.25%, 01/17/2042 <sup>(c)</sup> | 200000 | 201593 |
| &nbsp;&nbsp; 4.30%, 03/31/2052 | 400000 | 336168 |
| &nbsp;&nbsp; 4.45%, 04/15/2070 | 207000 | 169784 |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| &nbsp;&nbsp; 6.00%, 05/13/2030 | 205000 | 214262 |
| &nbsp;&nbsp; 5.85%, 07/02/2032 | 235000 | 241585 |
| &nbsp;&nbsp; 6.00%, 05/07/2036 | 349000 | 356381 |
| &nbsp;&nbsp; 6.63%, 01/29/2038 | 240000 | 252375 |
| &nbsp;&nbsp; 5.55%, 01/21/2045 | 140000 | 130328 |
| &nbsp;&nbsp; 6.34%, 05/04/2053 | 403000 | 390890 |
| &nbsp;&nbsp; 6.40%, 05/07/2054 | 333000 | 325751 |
| &nbsp;&nbsp; 7.38%, 05/13/2055 | 599000 | 656362 |
|  Oman Government International Bond, 6.50%, 03/08/2047 <sup>(c)</sup> | 405000 | 441466 |
|  Panama Government International Bond, 2.25%, 09/29/2032 | 200000 | 163311 |
|  Paraguay Government International Bond, 5.40%, 03/30/2050 <sup>(c)</sup> | 460000 | 425960 |
| Peruvian Government International Bond | Peruvian Government International Bond | Peruvian Government International Bond |
| &nbsp;&nbsp; 3.00%, 01/15/2034 | 157000 | 136797 |
| &nbsp;&nbsp; 3.30%, 03/11/2041 | 141000 | 109895 |
| &nbsp;&nbsp; 3.55%, 03/10/2051 | 140000 | 100140 |
| Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond |
| &nbsp;&nbsp; 7.75%, 01/14/2031 | 211000 | 245091 |
| &nbsp;&nbsp; 6.38%, 10/23/2034 | 394000 | 444026 |
|  Province of Quebec Canada, 4.63%, 08/28/2035 | 410000 | 418819 |
| Republic of Poland Government International Bond | Republic of Poland Government International Bond | Republic of Poland Government International Bond |
| &nbsp;&nbsp; 4.63%, 03/18/2029 | 15000 | 15321 |
| &nbsp;&nbsp; 5.50%, 03/18/2054 | 946000 | 926565 |
|  Republic of South Africa Government International Bond, 5.00%, 10/12/2046 | 200000 | 157417 |
|  Romanian Government International Bond, 6.13%, 01/22/2044 <sup>(c)</sup> | 100000 | 96196 |
| Uruguay Government International Bond | Uruguay Government International Bond | Uruguay Government International Bond |
| &nbsp;&nbsp; 4.38%, 01/23/2031 | 104000 | 105291 |
| &nbsp;&nbsp; 4.13%, 11/20/2045 | 138000 | 122238 |
| &nbsp;&nbsp; 4.98%, 04/20/2055 | 324000 | 299295 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $9,051,243) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $9,051,243) | 9432380 |
| **U.S. GOVERNMENT AGENCY ISSUES - 1.0%** | **Par** | **Value**  |
| Federal Farm Credit Banks Funding Corp | Federal Farm Credit Banks Funding Corp | Federal Farm Credit Banks Funding Corp |
| &nbsp;&nbsp; 4.88%, 08/28/2026 | 5000 | 5032 |
| &nbsp;&nbsp; 4.50%, 03/26/2027 | 20000 | 20177 |
| &nbsp;&nbsp; 1.00%, 08/03/2027 | 25000 | 23919 |
| &nbsp;&nbsp; 0.86%, 10/05/2027 | 44000 | 41783 |
| &nbsp;&nbsp; 4.25%, 12/15/2028 | 63000 | 64229 |
| &nbsp;&nbsp; 1.55%, 03/15/2029 | 8000 | 7503 |
| &nbsp;&nbsp; 4.13%, 03/20/2029 | 10000 | 10155 |
| &nbsp;&nbsp; 4.97%, 03/27/2029 | 385000 | 386604 |
| &nbsp;&nbsp; 1.19%, 07/16/2029 | 7000 | 6373 |
| &nbsp;&nbsp; 1.14%, 08/20/2029 | 30000 | 27269 |
| &nbsp;&nbsp; 1.23%, 09/10/2029 | 71000 | 64896 |
| &nbsp;&nbsp; 1.74%, 06/03/2030 | 1280000 | 1172903 |
| &nbsp;&nbsp; 1.25%, 06/24/2030 | 21000 | 18837 |
| &nbsp;&nbsp; 1.60%, 07/15/2030 | 33000 | 29917 |
| &nbsp;&nbsp; 1.55%, 07/26/2030 | 134000 | 121766 |
| &nbsp;&nbsp; 1.15%, 08/12/2030 | 25000 | 22212 |
| &nbsp;&nbsp; 1.24%, 09/03/2030 | 671000 | 601355 |
| &nbsp;&nbsp; 1.32%, 09/09/2030 | 22000 | 19738 |
| &nbsp;&nbsp; 1.22%, 09/23/2030 | 1201000 | 1071167 |
| &nbsp;&nbsp; 1.30%, 02/03/2031 | 35000 | 30944 |
| &nbsp;&nbsp; 1.67%, 03/03/2031 | 31000 | 27813 |
| &nbsp;&nbsp; 1.99%, 03/17/2031 | 367000 | 335002 |
| &nbsp;&nbsp; 2.02%, 04/01/2031 | 72000 | 65731 |
| &nbsp;&nbsp; 4.75%, 05/02/2031 | 257000 | 270080 |
| &nbsp;&nbsp; 1.88%, 06/16/2031 | 22000 | 19813 |
| &nbsp;&nbsp; 3.30%, 03/23/2032 | 474000 | 456825 |
| &nbsp;&nbsp; 1.69%, 08/20/2035 | 196000 | 153395 |
| &nbsp;&nbsp; 1.68%, 09/17/2035 | 55000 | 43518 |
| &nbsp;&nbsp; 2.10%, 02/25/2036 | 21000 | 17091 |
| &nbsp;&nbsp; 5.67%, 09/12/2044 | 362000 | 362001 |
| Federal Home Loan Banks | Federal Home Loan Banks | Federal Home Loan Banks |
| &nbsp;&nbsp; 2.50%, 12/10/2027 | 140000 | 136923 |
| &nbsp;&nbsp; 3.00%, 03/10/2028 | 10000 | 9867 |
| &nbsp;&nbsp; 3.25%, 06/09/2028 | 140000 | 138787 |
| &nbsp;&nbsp; 4.50%, 03/09/2029 | 250000 | 257569 |
| &nbsp;&nbsp; 2.13%, 12/14/2029 | 150000 | 141609 |
| &nbsp;&nbsp; 1.50%, 03/14/2031 | 1760000 | 1576807 |
| &nbsp;&nbsp; 4.75%, 03/10/2034 | 165000 | 172248 |
| Tennessee Valley Authority | Tennessee Valley Authority | Tennessee Valley Authority |
| &nbsp;&nbsp; 4.88%, 01/15/2048 | 716000 | 703352 |
| &nbsp;&nbsp; 5.25%, 02/01/2055 | 235000 | 238365 |
| &nbsp;&nbsp; 4.25%, 09/15/2065 | 229000 | 191873 |
| **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $8,858,084) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $8,858,084) | 9065448 |
| **FOREIGN GOVERNMENT AGENCY ISSUES - 0.9%** | **Par** | **Value**  |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |
| &nbsp;&nbsp; 1.50%, 01/20/2027 | 330000 | 322131 |
| &nbsp;&nbsp; 3.75%, 04/25/2028 | 135000 | 135336 |
|  Corp. Andina de Fomento, 5.00%, 01/22/2030 | 360000 | 374055 |
|  Export-Import Bank of Korea, 3.75%, 09/22/2030 | 490000 | 488344 |
|  Indonesia Government International Bond, 5.25%, 01/15/2030 | 274000 | 284685 |
| Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank |
| &nbsp;&nbsp; 1.50%, 01/13/2027 | 411000 | 401352 |
| &nbsp;&nbsp; 4.13%, 02/15/2029 | 208000 | 211026 |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development |
| &nbsp;&nbsp; 0.88%, 07/15/2026 | 402000 | 394921 |
| &nbsp;&nbsp; 1.38%, 04/20/2028 | 93000 | 88246 |
| &nbsp;&nbsp; 4.50%, 06/26/2028 | 747000 | 748960 |
| &nbsp;&nbsp; 5.75%, 05/02/2034 | 3260000 | 3277993 |
|  International Finance Corp., 4.38%, 01/15/2027 | 56000 | 56282 |
|  Province of British Columbia Canada, 4.80%, 06/11/2035 <sup>(a)</sup> | 305000 | 315260 |
| Province of Ontario Canada | Province of Ontario Canada | Province of Ontario Canada |
| &nbsp;&nbsp; 3.90%, 09/04/2030 | 570000 | 573750 |
| &nbsp;&nbsp; 4.85%, 06/11/2035 | 245000 | 254325 |
| **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $7,842,770) | **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $7,842,770) | 7926666 |
| **NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 0.5%** | **Par** | **Value**  |
|  Banc of America Re-Remic Trust, Series 2024-BHP, Class B, 6.86% (1 mo. Term SOFR + 2.90%), 08/15/2039 <sup>(c)</sup> | 100000 | 100393 |
| BLP Commercial Mortgage Trust | BLP Commercial Mortgage Trust | BLP Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2025-IND, Class D, 6.21% (1 mo. Term SOFR + 2.25%), 03/15/2042 <sup>(c)</sup> | 205824 | 204489 |
| &nbsp;&nbsp; Series 2025-IND2, Class D, 6.60% (1 mo. Term SOFR + 2.65%), 12/15/2042 <sup>(c)</sup> | 199000 | 199304 |
| BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2019-OC11, Class C, 3.86%, 12/09/2041 <sup>(c)</sup> | 285000 | 273389 |
| &nbsp;&nbsp; Series 2021-VOLT, Class D, 5.72% (1 mo. Term SOFR + 1.76%), 09/15/2036 <sup>(c)</sup> | 191828 | 191298 |
| &nbsp;&nbsp; Series 2021-VOLT, Class F, 6.47% (1 mo. Term SOFR + 2.51%), 09/15/2036 <sup>(c)</sup> | 169545 | 169099 |
| &nbsp;&nbsp; Series 2024-VLT4, Class E, 6.85% (1 mo. Term SOFR + 2.89%), 06/15/2041 <sup>(c)</sup> | 213000 | 211771 |
| &nbsp;&nbsp; Series 2024-XL5, Class D, 6.65% (1 mo. Term SOFR + 2.69%), 03/15/2041 <sup>(c)</sup> | 176336 | 176453 |
| &nbsp;&nbsp; Series 2025-GW, Class D, 6.71% (1 mo. Term SOFR + 2.75%), 07/15/2042 <sup>(c)</sup> | 192000 | 192388 |
| &nbsp;&nbsp; Series 2025-LIFE, Class A, 6.08%, 06/13/2047 <sup>(c)(e)</sup> | 325000 | 336091 |
| &nbsp;&nbsp; Series 2025-ROIC, Class D, 5.95% (1 mo. Term SOFR + 1.99%), 03/15/2030 <sup>(c)</sup> | 350632 | 349573 |
| &nbsp;&nbsp; Series 2025-VLT7, Class D, 7.21% (1 mo. Term SOFR + 3.25%), 07/15/2044 <sup>(c)</sup> | 255000 | 256330 |
| &nbsp;&nbsp; Series 2025-VOLT, Class D, 6.75% (1 mo. Term SOFR + 2.75%), 12/15/2044 <sup>(c)</sup> | 185000 | 185287 |
|  CONE Trust, Series 2024-DFW1, Class D, 7.00% (1 mo. Term SOFR + 3.04%), 08/15/2041 <sup>(c)</sup> | 92000 | 91796 |
|  INTOWN Mortgage Trust, Series 2025-STAY, Class C, 6.21% (1 mo. Term SOFR + 2.25%), 03/15/2042 <sup>(c)</sup> | 366000 | 366762 |
|  NYC Commercial Mortgage Trust, Series 2025-3BP, Class D, 6.40% (1 mo. Term SOFR + 2.44%), 02/15/2042 <sup>(c)</sup> | 100000 | 99329 |
|  ORL Trust, Series 2024-GLKS, Class C, 6.25% (1 mo. Term SOFR + 2.29%), 12/15/2039 <sup>(c)</sup> | 408000 | 409194 |
|  SDAL Trust, Series 2025-DAL, Class C, 7.90% (1 mo. Term SOFR + 3.94%), 04/15/2042 <sup>(c)</sup> | 247000 | 249382 |
|  SFO Commercial Mortgage Trust, Series 2021-555, Class D, 6.47% (1 mo. Term SOFR + 2.51%), 05/15/2038 <sup>(c)</sup> | 124000 | 122827 |
|  SREIT Trust, Series 2021-PALM, Class A, 4.66% (1 mo. Term SOFR + 0.70%), 10/15/2034 <sup>(c)</sup> | 175000 | 174143 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $4,330,828) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $4,330,828) | 4359298 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 4.2%** | **Units** | **Value**  |
| Mount Vernon Liquid Assets Portfolio, LLC, 4.09% <sup>(j)</sup> | 37953716 | 37953716 |
| **TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING** (Cost $37,953,716) | **TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING** (Cost $37,953,716) | 37953716 |
| **MONEY MARKET FUNDS - 1.0%** | **Shares** | **Value**  |
| First American Government Obligations Fund - Class X, 3.92% <sup>(j)</sup> | 8694865 | 8694865 |
| **TOTAL MONEY MARKET FUNDS** (Cost $8,694,865) | **TOTAL MONEY MARKET FUNDS** (Cost $8,694,865) | 8694865 |
| **TOTAL INVESTMENTS - 104.0% (**Cost $916,727,010**)** | **TOTAL INVESTMENTS - 104.0% (**Cost $916,727,010**)** | 933196481 |
| Liabilities in Excess of Other Assets - (4.0)% | Liabilities in Excess of Other Assets - (4.0)% | (36281251) |
| **TOTAL NET ASSETS - 100.0%** |  | $896915230 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| JSC - Public Joint Stock Company |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PIK - Payment in Kind |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| REMIC - Real Estate Mortgage Investment Conduit |
| SOFR - Secured Overnight Financing Rate |

---

(a) All or a portion of this security is on loan as of November 30, 2025. The fair value of these securities was $37,134,064.

(b) Represents less than 0.05% of net assets.

(c) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of November 30, 2025, the value of these securities total $122,241,011 or 13.6% of the Fund's net assets.

(d) Step coupon bond. The rate disclosed is as of November 30, 2025.

(e) Coupon rate may be variable or floating based on components other than reference rate and spread. These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of
 November 30, 2025.

(f) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(g) Zero coupon bonds make no periodic interest payments.

(h) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of November 30, 2025.

(i) Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting as Valuation Designee. These securities represented $555,812
 or 0.1% of net assets as of November 30, 2025.

(j) The rate shown represents the 7-day annualized yield as of November 30, 2025.

------

#### Summary of Fair Value Disclosure as of November 30, 2025 (Unaudited)
ActivePassive Core Bond ETF (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of November 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | $– | $248135140 | $– | $248135140 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | – | 236508726 | – | 236508726 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 204971069 | – | 204971069 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage Backed Securities | – | 73574054 | – | 73574054 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 39163920 | – | 39163920 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | – | 26926553 | – | 26926553 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations | – | 26484646 | – | 26484646 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Debt Obligations | – | 9432380 | – | 9432380 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agency Issues | – | 9065448 | – | 9065448 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Agency Issues | – | 7926666 | – | 7926666 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Securities | – | 4359298 | – | 4359298 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Investments Purchased with Proceeds from Securities Lending<sup>(a)</sup> | – | – | – | 37953716 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 8694865 | – | – | 8694865 |
| Total Investments | $8694865 | $886547900 | $– | $933196481 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

(a) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amount of
 $37,953,716 presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts listed in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Trust for Professional Managers

- **b. Investment Company Act file number:** 811-10401

- **c. CIK number of Registrant:** 0001141819

- **d. LEI of Registrant:** 549300O1N816L3GGRD45

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 513-520-5925

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

- **a. Name of Series:** ActivePassive Core Bond ETF

- **b. EDGAR series identifier (if any):** S000075232

- **c. LEI of Series:** 5493002DOVDKPUZXGY42

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $938356819.71

**Total Liabilities:** $41447407.36

**Net Assets:** $896909412.35

**Delayed Delivery Securities:** $482742.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5200.597028000000 | **1-Year:** 26580.224238000000 | **5-Year:** 83450.336689000000 | **10-Year:** 107187.564179000000 | **30-Year:** 126953.120922000000

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

- **3-Month:** 1343.658575000000 | **1-Year:** 3515.818670000000 | **5-Year:** 2224.690092000000 | **10-Year:** 3203.643514000000 | **30-Year:** 4401.242828000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234094 | 1.02%                | 0.63%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $929858.28               | $4929902.50                                |
| Month 2  | $496712.18               | $1948035.08                                |
| Month 3  | $200451.87               | $1443078.49                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RFR Trust                                 | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158000 | PA      | $161539.67    | 0.02%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98460.40     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $98202.38     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $114649.39    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $13476.77     | 0.00%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     87000 | PA      | $82177.26     | 0.01%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $114080.35    | 0.01%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3855000 | PA      | $3612782.52   | 0.40%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4666000 | PA      | $4086942.12   | 0.46%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11000 | PA      | $10298.29     | 0.00%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    186000 | PA      | $181538.99    | 0.02%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74671 | PA      | $76078.04     | 0.01%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177270 | PA      | $178733.94    | 0.02%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107250 | PA      | $108135.60    | 0.01%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5MP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44345 | PA      | $44242.03     | 0.00%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143855 | PA      | $145107.10    | 0.02%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94126 | PA      | $95895.53     | 0.01%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                         | GXO Logistics Inc                                                                | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    711000 | PA      | $699341.85    | 0.08%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust 2025-PJ8                                     | CUSIP: 36272XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368342 | PA      | $371365.82    | 0.04%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association                                         | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30721 | PA      | $25829.55     | 0.00%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                          | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200525.43    | 0.02%             | 2039-03-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu            | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85779 | PA      | $88661.19     | 0.01%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu            | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186000 | PA      | $188457.66    | 0.02%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                  | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9536.29      | 0.00%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                          | Guara Norte Sarl                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    185158 | PA      | $180252.08    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                   | Guardian Life Global Funding                                                     | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65230.15     | 0.01%             | 2027-03-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223476.40    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257880.94    | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166985.84    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                  | Hartford HealthCare Corp                                                         | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $341184.77    | 0.04%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                    | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318899.61    | 0.04%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                    | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7261.09      | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                          | Hawaiian Electric Co Inc                                                         | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3031.88      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    326000 | PA      | $357451.14    | 0.04%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2021-NQM3 Trust                                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274360 | PA      | $227560.84    | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2023-NQM7 Trust                                                              | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |    157069 | PA      | $158666.55    | 0.02%             | 2063-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    154957 | PA      | $155968.32    | 0.02%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    390309 | PA      | $389460.90    | 0.04%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAE4<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    110495 | PA      | $110219.83    | 0.01%             | 2064-09-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-MBS          | CORP              | US        |    336946 | PA      | $337947.10    | 0.04%             | 2055-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAB0<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    138854 | PA      | $139813.40    | 0.02%             | 2055-05-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    140557 | PA      | $141524.48    | 0.02%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                         | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7420.74      | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust            | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $219462.46    | 0.02%             | 2039-07-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust            | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $165203.20    | 0.02%             | 2039-07-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                  | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3918.75      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                     | Province of Ontario Canada                                                       | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    245000 | PA      | $254325.45    | 0.03%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                     | Province of Ontario Canada                                                       | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    570000 | PA      | $573750.17    | 0.06%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392376.85    | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244494.51    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1678643.13   | 0.19%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond                                         | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    394000 | PA      | $444026.51    | 0.05%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                        | Republic of Poland Government International Bond                                 | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     15000 | PA      | $15321.18     | 0.00%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                        | Republic of Poland Government International Bond                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    946000 | PA      | $926564.74    | 0.10%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                            | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    129000 | PA      | $135685.06    | 0.02%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218727.58    | 0.02%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    138000 | PA      | $122237.64    | 0.01%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    324000 | PA      | $299295.00    | 0.03%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                       | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    111000 | PA      | $105698.47    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $453486.17    | 0.05%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government International Bond                           | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $157417.05    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                  | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $585641.36    | 0.07%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                        | Stonebriar ABF Issuer LLC                                                        | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9130.07      | 0.00%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                  | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28933.78     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                     | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6329.99      | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    240000 | PA      | $252375.48    | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                     | United Parcel Service Inc                                                        | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $79321.86     | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                   | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9006.47      | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4688.54      | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    272000 | PA      | $239942.78    | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    104000 | PA      | $105290.91    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd                                                      | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $227079.67    | 0.03%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd                                                      | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $229843.27    | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                      | National Fuel Gas Co                                                             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77672.20     | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                  | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    213000 | PA      | $202590.59    | 0.02%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| SMRT                                      | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123941.78    | 0.01%             | 2039-01-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B40 Mortgage Trust                                                | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111000 | PA      | $116365.39    | 0.01%             | 2056-12-15      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru            | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $800560.63    | 0.09%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279639.13    | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7408.27      | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                      | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $151446.16    | 0.02%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                      | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150130.37    | 0.02%             | 2042-10-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                      | AP Moller - Maersk A/S                                                           | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |   1011000 | PA      | $1082155.92   | 0.12%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                          | ASB Bank Ltd                                                                     | CUSIP: 00216LAG8<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    323000 | PA      | $324508.14    | 0.04%             | 2026-06-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    568000 | PA      | $559519.76    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    455000 | PA      | $471207.98    | 0.05%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    240000 | PA      | $246280.12    | 0.03%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                      | Adventist Health System/West                                                     | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     33000 | PA      | $22863.19     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                  | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140720.20    | 0.02%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10031.00     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                  | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $220130.60    | 0.02%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                     | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $432627.46    | 0.05%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                      | Appalachian Power Co                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118959.97    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                     | Applied Materials Inc                                                            | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243833.16    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                     | Applied Materials Inc                                                            | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143644.14    | 0.02%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                             | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511596.10    | 0.06%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                             | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    315000 | PA      | $327130.12    | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                        | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21036 | PA      | $19343.14     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                  | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11307.70     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                    | Arizona Public Service Co                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90329.51     | 0.01%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3983.39      | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     84000 | PA      | $93896.73     | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                          | ASB Bank Ltd                                                                     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    461000 | PA      | $465548.14    | 0.05%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8012.90      | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $454385.00    | 0.05%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                      | COPT Defense Properties LP                                                       | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472106.57    | 0.05%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     37000 | PA      | $40522.21     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15545.94     | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    777000 | PA      | $756519.73    | 0.08%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                    | Commonwealth Bank of Australia                                                   | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    892000 | PA      | $946096.95    | 0.11%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                             | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10127.72     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                    | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    437000 | PA      | $437564.82    | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Consolidated Communications LL            | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308000 | PA      | $315147.51    | 0.04%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    208000 | PA      | $166840.71    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    635000 | PA      | $433955.83    | 0.05%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                      | COPT Defense Properties LP                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    361000 | PA      | $327803.58    | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                  | Constellation Energy Generation LLC                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    178000 | PA      | $194730.00    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11048.26     | 0.00%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9252.15      | 0.00%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                   | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    348000 | PA      | $296774.77    | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                         | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $182434.03    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $384107.59    | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $598137.13    | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    665000 | PA      | $689985.62    | 0.08%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                    | Indiana Michigan Power Co                                                        | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    361000 | PA      | $282416.51    | 0.03%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                             | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    457000 | PA      | $479764.85    | 0.05%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                             | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    365000 | PA      | $277733.39    | 0.03%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    808000 | PA      | $732540.68    | 0.08%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                       | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37858.46     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                          | Kilroy Realty LP                                                                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    261000 | PA      | $218384.00    | 0.02%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                       | Kimco Realty OP LLC                                                              | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $172917.70    | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                       | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    214000 | PA      | $215313.82    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                      | Kite Realty Group LP                                                             | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368493.28    | 0.04%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                   | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20815.39     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                   | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5127.88      | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                    | Korea Development Bank/The                                                       | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    505000 | PA      | $502624.11    | 0.06%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                   | Korea Electric Power Corp                                                        | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |    703000 | PA      | $703495.69    | 0.08%             | 2027-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                 | Kubota Credit Owner Trust 2024-2                                                 | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171000 | PA      | $175536.38    | 0.02%             | 2030-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                 | Kubota Credit Owner Trust 2025-1                                                 | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393000 | PA      | $399578.43    | 0.04%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                      | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    292000 | PA      | $265301.61    | 0.03%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95240.59     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                              | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9134.20      | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                   | Corebridge Global Funding                                                        | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150584.07    | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    367000 | PA      | $399014.23    | 0.04%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    244000 | PA      | $235410.04    | 0.03%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $182922.75    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    349000 | PA      | $331106.46    | 0.04%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    702000 | PA      | $481529.60    | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                           | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8286.62      | 0.00%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                        | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9152.88      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                      | Adventist Health System/West                                                     | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5676.77      | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                      | Howmet Aerospace Inc                                                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273010.51    | 0.03%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ATI INC                                   | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278961.43    | 0.03%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                   | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8456.45      | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                     | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10233.53     | 0.00%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                     | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10195.79     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122701.10    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382403.30    | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116141.73    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                      | Howmet Aerospace Inc                                                             | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    364000 | PA      | $383813.89    | 0.04%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva            | Amur Equipment Finance Receivables XV LLC                                        | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    214000 | PA      | $218028.99    | 0.02%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                  | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    355000 | PA      | $461503.86    | 0.05%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5087.00      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                       | Ashtead Capital Inc                                                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    232000 | PA      | $239909.49    | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                       | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    349000 | PA      | $370000.88    | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                  | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9031.50      | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                           | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    330000 | PA      | $322130.74    | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                           | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    135000 | PA      | $135335.90    | 0.02%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                | Atkore Inc                                                                       | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10581.56     | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    206000 | PA      | $228684.61    | 0.03%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                  | Australia & New Zealand Banking Group Ltd/New York NY                            | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    361000 | PA      | $363842.23    | 0.04%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103770.64    | 0.01%             | 2030-06-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJG0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $315585.49    | 0.04%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    184000 | PA      | $187602.58    | 0.02%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $209446.28    | 0.02%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                  | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5973.74      | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346349.01    | 0.04%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                 | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315747.41    | 0.04%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    609000 | PA      | $608667.57    | 0.07%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231126.13    | 0.03%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    228000 | PA      | $217699.97    | 0.02%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                          | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    415000 | PA      | $443075.09    | 0.05%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                          | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    957000 | PA      | $1034231.62   | 0.12%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69302.09     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $320589.78    | 0.04%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                          | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $233537.01    | 0.03%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    484000 | PA      | $434238.61    | 0.05%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539364.51    | 0.06%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur            | Bridgecrest Lending Auto Securitization Trust 2025-4                             | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $118146.63    | 0.01%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77000 | PA      | $76098.54     | 0.01%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $412913.94    | 0.05%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    548000 | PA      | $595760.12    | 0.07%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                       | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151583.72    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                  | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155957.88    | 0.02%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                  | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15799.55     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                     | DB Master Finance LLC                                                            | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $327836.57    | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    458000 | PA      | $433764.31    | 0.05%             | 2028-12-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                       | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6035.39      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19806.60     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                  | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    123000 | PA      | $87361.16     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413727.49    | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237992.74    | 0.03%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    342000 | PA      | $349811.90    | 0.04%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23240.30     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AVBD3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $257569.10    | 0.03%             | 2029-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    615000 | PA      | $630856.90    | 0.07%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 17 LTD                  | CK Hutchison International 17 Ltd                                                | CUSIP: 12563UAB3<br>LEI: 254900TNOJOSKVTDPK87 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $287208.27    | 0.03%             | 2027-04-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    165000 | PA      | $172248.25    | 0.02%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 313381FD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    140000 | PA      | $136923.13    | 0.02%             | 2027-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                  | CK Hutchison International 19 Ltd                                                | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $275108.11    | 0.03%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CHI Commercial Mortgage Trust             | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $289668.33    | 0.03%             | 2037-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $9867.17      | 0.00%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $207020.18    | 0.02%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                              | CaixaBank SA                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    532000 | PA      | $598527.11    | 0.07%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                    | Calderys Financing LLC                                                           | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138005.45    | 0.02%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448000 | PA      | $449876.04    | 0.05%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23922 | PA      | $23950.08     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                           | Cameron LNG LLC                                                                  | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    298000 | PA      | $262955.32    | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                           | Cameron LNG LLC                                                                  | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    688000 | PA      | $601433.11    | 0.07%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                     | Campbell's Company/The                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10007.74     | 0.00%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                  | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $31460.28     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23851 | PA      | $23860.46     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273262 | PA      | $274132.80    | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    902000 | PA      | $949911.23    | 0.11%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    656000 | PA      | $689026.69    | 0.08%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367504.61    | 0.04%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut            | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1810464.82   | 0.20%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362995 | PA      | $364114.71    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180740 | PA      | $177327.90    | 0.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                      | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67308.91     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                               | Cargill Inc                                                                      | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230884.22    | 0.03%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179662 | PA      | $180287.56    | 0.02%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-2                                  | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51190 | PA      | $51402.16     | 0.01%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                               | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3567.78      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                  | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    821000 | PA      | $797864.86    | 0.09%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509422 | PA      | $510861.72    | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25934 | PA      | $26314.64     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                 | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    169264 | PA      | $170707.96    | 0.02%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                       | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288420.82    | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    732000 | PA      | $741783.68    | 0.08%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122129.70    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1829607 | PA      | $1836381.92   | 0.20%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334819 | PA      | $335765.19    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    220000 | PA      | $218752.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    840000 | PA      | $864295.15    | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196085 | PA      | $200898.13    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ETL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108654 | PA      | $103546.89    | 0.01%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    615000 | PA      | $648356.01    | 0.07%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    790000 | PA      | $809864.31    | 0.09%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398954 | PA      | $399876.35    | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275627 | PA      | $279837.71    | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1139319.74   | 0.13%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                     | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11439.85     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                | FedEx Corp                                                                       | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    147000 | PA      | $113394.95    | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| First American Government Obli            | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   8694865 | NS      | $8694864.53   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                    | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20105.18     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3034 | PA      | $3026.37      | 0.00%             | 2042-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                             | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25113.56     | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                  | First Citizens BancShares Inc/NC                                                 | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22917.36     | 0.00%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509669.00    | 0.06%             | 2042-01-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57753.97     | 0.01%             | 2042-06-25      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                             | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29076.33     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                              | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $66767.60     | 0.01%             | 2056-02-10      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                             | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3898.74      | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                    | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    360000 | PA      | $374055.28    | 0.04%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5908.58      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4019.52      | 0.00%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                              | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62909 | PA      | $63514.96     | 0.01%             | 2056-02-10      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                  | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6473.37      | 0.00%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                  | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $245927.98    | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                           | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1016873.39   | 0.11%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                               | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    558000 | PA      | $563252.58    | 0.06%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                   | DCP Midstream Operating LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    348000 | PA      | $381322.60    | 0.04%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust              | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245260 | PA      | $246406.89    | 0.03%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    405000 | PA      | $409953.09    | 0.05%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                  | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    470000 | PA      | $436855.06    | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151772.62    | 0.02%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                  | Florida Power & Light Co                                                         | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    244000 | PA      | $265569.41    | 0.03%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                  | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $356032.95    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327309.16    | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DCP MIDSTREAM OPERATING                   | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    838000 | PA      | $897785.45    | 0.10%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4696.63      | 0.00%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3067285.17   | 0.34%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                   | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110046.89    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                      | E.ON International Finance BV                                                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    161000 | PA      | $181729.09    | 0.02%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1334000 | PA      | $1258754.06   | 0.14%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1311000 | PA      | $1230624.44   | 0.14%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                        | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42052.92     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                       | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    348000 | PA      | $297948.01    | 0.03%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9453.07      | 0.00%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2685000 | PA      | $2411360.75   | 0.27%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    140000 | PA      | $138787.03    | 0.02%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $141608.85    | 0.02%             | 2029-12-14      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $14215.54     | 0.00%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9618.67      | 0.00%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AJC31<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1760000 | PA      | $1576807.51   | 0.18%             | 2031-03-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203833 | PA      | $174172.56    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1268000 | PA      | $1204971.49   | 0.13%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $188595.88    | 0.02%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78756 | PA      | $67044.86     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418835 | PA      | $388297.45    | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2911000 | PA      | $2936130.11   | 0.33%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $378115.43    | 0.04%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76935 | PA      | $73592.27     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199504 | PA      | $177267.37    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    899869 | PA      | $862926.89    | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691471 | PA      | $1568147.59   | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192796 | PA      | $184399.53    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132084 | PA      | $126186.69    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162663 | PA      | $162798.93    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1388845 | PA      | $1188272.56   | 0.13%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210859 | PA      | $187355.59    | 0.02%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339783 | PA      | $314991.00    | 0.04%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465965 | PA      | $444878.89    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79249 | PA      | $77839.48     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20105 | PA      | $20119.93     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615238 | PA      | $588315.33    | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582811 | PA      | $592835.92    | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164426 | PA      | $164521.13    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMSA1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     31000 | PA      | $27812.95     | 0.00%             | 2031-03-03      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMSX1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      8000 | PA      | $7502.62      | 0.00%             | 2029-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMTE2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    367000 | PA      | $335001.60    | 0.04%             | 2031-03-17      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMVA7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     72000 | PA      | $65731.08     | 0.01%             | 2031-04-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMW40<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    134000 | PA      | $121766.23    | 0.01%             | 2030-07-26      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ENSP6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    474000 | PA      | $456825.06    | 0.05%             | 2032-03-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP5U5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $10155.45     | 0.00%             | 2029-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP6K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     20000 | PA      | $20177.22     | 0.00%             | 2027-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP6R1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    385000 | PA      | $386604.10    | 0.04%             | 2029-03-27      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EPN50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     63000 | PA      | $64229.33     | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERDM0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    257000 | PA      | $270080.21    | 0.03%             | 2031-05-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERFT3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      5000 | PA      | $5031.53      | 0.00%             | 2026-08-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERSH5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    362000 | PA      | $362001.51    | 0.04%             | 2044-09-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14681.96     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                       | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $293472.46    | 0.03%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1393000 | PA      | $1541000.90   | 0.17%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705078.67    | 0.08%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOLCIM US FINANCE LUXEMB                  | Holcim US Finance Luxembourg SA                                                  | CUSIP: 43474TAB9<br>LEI: 529900CXLAPDSXWXLL07 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $79267.09     | 0.01%             | 2039-09-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                            | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12170.90     | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                         | Hormel Foods Corp                                                                | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     93000 | PA      | $62746.42     | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                   | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $131705.83    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                   | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5116.35      | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                     | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    347000 | PA      | $362971.85    | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                       | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $163836.14    | 0.02%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                       | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    102000 | PA      | $94334.78     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    405000 | PA      | $421634.28    | 0.05%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUTCHISON WHAM INT 03/33                  | Hutchison Whampoa International 03/33 Ltd                                        | CUSIP: 44841SAC3<br>LEI: 254900B7MU61GFDN5511 | Long             | DBT              | CORP              | KY        |    920000 | PA      | $1088367.66   | 0.12%             | 2033-11-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103545.70    | 0.01%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104084.82    | 0.01%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103720.17    | 0.01%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93200.98     | 0.01%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                  | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9209.50      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174805.04    | 0.02%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $446523.02    | 0.05%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                  | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322562 | PA      | $330203.01    | 0.04%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                            | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5682.54      | 0.00%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                      | Juniper Networks Inc                                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    549000 | PA      | $486049.91    | 0.05%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                   | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7195.36      | 0.00%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                             | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    379000 | PA      | $370692.82    | 0.04%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM US FINANCE LUXEMB                  | Holcim US Finance Luxembourg SA                                                  | CUSIP: 50587KAA9<br>LEI: 529900CXLAPDSXWXLL07 | Long             | DBT              | CORP              | LU        |    345000 | PA      | $341748.37    | 0.04%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                   | Latam Airlines Group SA                                                          | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     12000 | PA      | $12488.06     | 0.00%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9239.34      | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15339.18     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                      | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    299000 | PA      | $297234.73    | 0.03%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                    | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5057.38      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                        | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188000 | PA      | $191460.63    | 0.02%             | 2042-08-11      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                             | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29511.89     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252193.65    | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $243037.80    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $520704.35    | 0.06%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    140000 | PA      | $100139.52    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    157000 | PA      | $136796.65    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond                                         | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    211000 | PA      | $245091.37    | 0.03%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57392 | PA      | $58046.07     | 0.01%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAB0<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    273128 | PA      | $273425.23    | 0.03%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2023-CES3                                                    | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249818 | PA      | $252712.72    | 0.03%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2025-CES11                                                   | CUSIP: 749423AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $326366.66    | 0.04%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  3 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2025-CES5                                                    | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |    384263 | PA      | $389605.89    | 0.04%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SP POWERASSETS LTD                        | SP PowerAssets Ltd                                                               | CUSIP: 78462QAE9<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |    605000 | PA      | $596326.84    | 0.07%             | 2027-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                  | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $338276.33    | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                             | J M Smucker Co/The                                                               | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28087.15     | 0.00%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                             | J M Smucker Co/The                                                               | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $386039.47    | 0.04%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    315000 | PA      | $277767.16    | 0.03%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                         | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234128.98    | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                     | Southwest Airlines Co                                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438980.96    | 0.05%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                          | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $115650.08    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                          | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6015.38      | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    235000 | PA      | $241585.52    | 0.03%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                  | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18676.14     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                  | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5035.59      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VALE SA                                   | Vale SA                                                                          | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    157000 | PA      | $159075.01    | 0.02%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                        | Valero Energy Corp                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334296.84    | 0.04%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                             | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7362.96      | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Total International B            | Vanguard Total International Bond ETF                                            | CUSIP: 92203J407<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1761371 | NS      | $87452070.15  | 9.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Vantage Data Centers LLC                  | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $121898.25    | 0.01%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                  | Vantage Data Centers LLC                                                         | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    841000 | PA      | $836900.21    | 0.09%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                          | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185474.58    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                  | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9070.87      | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20012.64     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41566.10     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151789.30    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $212211.92    | 0.02%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                  | Vinci SA                                                                         | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    637000 | PA      | $628408.84    | 0.07%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                      | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116663.20    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                      | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7928.86      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                          | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10321.34     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                    | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5895.09      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPO INC                                   | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205681.80    | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                           | Yamana Gold Inc                                                                  | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    464000 | PA      | $416728.62    | 0.05%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                    | Yara International ASA                                                           | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     22000 | PA      | $21872.16     | 0.00%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                   | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     37623 | PA      | $34616.51     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                           | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $325993.92    | 0.04%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    248000 | PA      | $239712.48    | 0.03%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                     | Costa Rica Government International Bond                                         | CUSIP: EK7917090<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    420000 | PA      | $458220.00    | 0.05%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    913000 | PA      | $928496.04    | 0.10%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $913430.27    | 0.10%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                              | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9529.32      | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                  | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8207.65      | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                          | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3895.22      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                         | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207089.98    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    562000 | PA      | $561817.69    | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    182000 | PA      | $170505.01    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    318000 | PA      | $363186.43    | 0.04%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                  | Western Midstream Operating LP                                                   | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291860.00    | 0.03%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    703000 | PA      | $711250.54    | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    342000 | PA      | $355029.64    | 0.04%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                   | Walt Disney Co/The                                                               | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    337000 | PA      | $252572.22    | 0.03%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119487.04    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $319719.20    | 0.04%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                              | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66166.60     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    290000 | PA      | $281088.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| US ACUTE CARE SOLUTIONS                   | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11160.44     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    148000 | PA      | $129024.71    | 0.01%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    226000 | PA      | $230749.70    | 0.03%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1661000 | PA      | $1695699.70   | 0.19%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2263000 | PA      | $2310337.37   | 0.26%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $372593.75    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                            | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249000 | PA      | $235436.36    | 0.03%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                         | Marathon Oil Corp                                                                | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     43000 | PA      | $47072.12     | 0.01%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    502000 | PA      | $496176.02    | 0.06%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1328746.09   | 0.15%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3168000 | PA      | $3177900.01   | 0.35%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    769000 | PA      | $716401.60    | 0.08%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1851000 | PA      | $1735963.24   | 0.19%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    961000 | PA      | $933634.03    | 0.10%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1966000 | PA      | $1949949.46   | 0.22%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2187000 | PA      | $2213824.91   | 0.25%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    184000 | PA      | $192458.90    | 0.02%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1327000 | PA      | $1306369.29   | 0.15%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                         | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280303.77    | 0.03%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                         | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    496000 | PA      | $501027.73    | 0.06%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4802.42      | 0.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36000 | PA      | $35527.96     | 0.00%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46103.74     | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                    | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104577.29    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    673000 | PA      | $662656.72    | 0.07%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    373000 | PA      | $368545.16    | 0.04%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                   | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $58539.47     | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                            | Mastercard Inc                                                                   | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213826.25    | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9328.96      | 0.00%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9330.72      | 0.00%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $200503.18    | 0.02%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9179.92      | 0.00%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3436000 | PA      | $3021062.73   | 0.34%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6524000 | PA      | $5691680.35   | 0.63%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $38641.75     | 0.00%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1136000 | PA      | $1073253.74   | 0.12%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4518000 | PA      | $3963309.60   | 0.44%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36000 | PA      | $33934.95     | 0.00%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1422000 | PA      | $1340762.69   | 0.15%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $42343.29     | 0.00%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4296000 | PA      | $3798100.30   | 0.42%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $49661.67     | 0.01%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1377000 | PA      | $1294380.00   | 0.14%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $5046.04      | 0.00%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71000 | PA      | $70646.83     | 0.01%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $380160.72    | 0.04%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1414000 | PA      | $1386548.52   | 0.15%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537000 | PA      | $542852.46    | 0.06%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1496000 | PA      | $1514524.68   | 0.17%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    829000 | PA      | $832726.73    | 0.09%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $550122.07    | 0.06%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1638000 | PA      | $1695745.90   | 0.19%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14219000 | PA      | $14703612.38  | 1.64%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    902000 | PA      | $906779.76    | 0.10%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                   | Nationwide Building Society                                                      | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    467000 | PA      | $470759.06    | 0.05%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    894000 | PA      | $922478.79    | 0.10%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    222000 | PA      | $232067.44    | 0.03%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $731531.25    | 0.08%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4153000 | PA      | $4275643.28   | 0.48%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                       | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4122.75      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                            | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     14000 | PA      | $14753.09     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                            | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      3000 | PA      | $3131.09      | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch             | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100392.59    | 0.01%             | 2039-08-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr            | BA Credit Card Trust                                                             | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $934934.73    | 0.10%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    328000 | PA      | $335308.44    | 0.04%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                             | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14401.65     | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust             | BLP Commercial Mortgage Trust 2025-IND2                                          | CUSIP: 05556WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199000 | PA      | $199304.33    | 0.02%             | 2042-12-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163034.56    | 0.02%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    284000 | PA      | $259377.85    | 0.03%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565ECF0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84576.69     | 0.01%             | 2033-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2911000 | PA      | $2980989.09   | 0.33%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    884000 | PA      | $888380.90    | 0.10%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    379000 | PA      | $386854.83    | 0.04%             | 2029-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOKF NA                                   | BOKF NA                                                                          | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254189.64    | 0.03%             | 2040-11-06      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $903715.21    | 0.10%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3378000 | PA      | $3431111.15   | 0.38%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $221364.30    | 0.02%             | 2034-12-05      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    369000 | PA      | $377978.51    | 0.04%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $572906.25    | 0.06%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2992000 | PA      | $2980370.93   | 0.33%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545000 | PA      | $547011.82    | 0.06%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1485000 | PA      | $1485449.54   | 0.17%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-C8 Mortgage Trust                                                       | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $271477.02    | 0.03%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84000 | PA      | $86384.52     | 0.01%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355000 | PA      | $2363647.28   | 0.26%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    894000 | PA      | $899297.51    | 0.10%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2025-C12 Mortgage Trust                                                      | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $380135.01    | 0.04%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust             | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205824 | PA      | $204488.56    | 0.02%             | 2042-03-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    803000 | PA      | $807736.45    | 0.09%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1623000 | PA      | $1681009.57   | 0.19%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                     | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9327.66      | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    167000 | PA      | $172426.51    | 0.02%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5637000 | PA      | $5921712.52   | 0.66%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2841000 | PA      | $2875402.75   | 0.32%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander SA                                                               | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $669174.85    | 0.07%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO INBURSA                             | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    349000 | PA      | $348261.67    | 0.04%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6910000 | PA      | $7045500.82   | 0.79%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4560000 | PA      | $4576120.33   | 0.51%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    707000 | PA      | $704814.55    | 0.08%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    975000 | PA      | $973619.16    | 0.11%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31184.07     | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    264000 | PA      | $270111.30    | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1444717.78   | 0.16%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    631000 | PA      | $635873.84    | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19753.38     | 0.00%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1478135.37   | 0.16%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.29     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287849.03    | 0.03%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $375795.90    | 0.04%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2025-BNK50                                                                  | CUSIP: 064908AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $261392.57    | 0.03%             | 2068-05-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487551.07    | 0.05%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261523.29    | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2019-BNK17                                                                  | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $219974.31    | 0.02%             | 2052-04-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2024-BNK47                                                                  | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745000 | PA      | $801355.75    | 0.09%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    718000 | PA      | $737744.42    | 0.08%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                     | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31685.50     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $492784.10    | 0.05%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $87733.88     | 0.01%             | 2056-07-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                     | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69543.05     | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                  | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21685.79     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $133151.28    | 0.01%             | 2056-07-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V7 Mortgage Trust                                                 | CUSIP: 08163YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $142071.23    | 0.02%             | 2056-05-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                           | UPM-Kymmene Oyj                                                                  | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      6000 | PA      | $6348.99      | 0.00%             | 2027-11-26      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392297.89    | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $306139.92    | 0.03%             | 2058-02-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1112161.58   | 0.12%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                      | Verizon Master Trust                                                             | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1728336.41   | 0.19%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                    | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5285.94      | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $144029.87    | 0.02%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48000 | PA      | $43251.97     | 0.00%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                        | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $125408.01    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                        | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10142.95     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                  | W R Berkley Corp                                                                 | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    177000 | PA      | $163425.84    | 0.02%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    348000 | PA      | $273887.52    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                          | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    152000 | PA      | $159042.94    | 0.02%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                          | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    256000 | PA      | $255431.50    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                  | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    115000 | PA      | $114996.18    | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                   | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102853.44    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34348.27     | 0.00%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                    | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98418.46     | 0.01%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    164000 | PA      | $159119.59    | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171407.85    | 0.02%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123182.14    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $128100.94    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                    | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94279.55     | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    696000 | PA      | $706803.35    | 0.08%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162710.95    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                        | Viterra Finance BV                                                               | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    201000 | PA      | $198796.60    | 0.02%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                  | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5205.45      | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                   | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $178184.13    | 0.02%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    714000 | PA      | $713015.77    | 0.08%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group PLC                                                               | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $83666.20     | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                          | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15606.58     | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    349000 | PA      | $333639.31    | 0.04%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    332000 | PA      | $314623.28    | 0.04%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    344000 | PA      | $360064.24    | 0.04%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    352000 | PA      | $364309.69    | 0.04%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $70274.95     | 0.01%             | 2057-02-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214763.62    | 0.02%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Act            | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183611 | PA      | $187250.20    | 0.02%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C4 Mortgage Trust                                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $905975.56    | 0.10%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36000 | PA      | $36005.14     | 0.00%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                             | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6967.92      | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                              | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    374000 | PA      | $356394.92    | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $185083.43    | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681749.80    | 0.08%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trus            | WF Card Issuance Trust                                                           | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1298009.73   | 0.14%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                       | Wells Fargo Bank NA                                                              | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    278000 | PA      | $295379.42    | 0.03%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    603000 | PA      | $601059.03    | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    590000 | PA      | $608294.22    | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FA6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159672.73    | 0.02%             | 2026-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150600.30    | 0.02%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                            | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $94674.37     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                            | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $173619.90    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69687.02     | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                       | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6156.91      | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                          | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194613.80    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                      | Waste Management Inc                                                             | CUSIP: 94106LBB4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61178.77     | 0.01%             | 2035-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                               | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3120.42      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29288.17     | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    709000 | PA      | $734971.89    | 0.08%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    107000 | PA      | $113085.05    | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    470000 | PA      | $493142.39    | 0.05%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549054.84    | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $206644.52    | 0.02%             | 2035-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $688506.15    | 0.08%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                    | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130939.33    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                    | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68024.65     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN AND SOUTHRN LIFE                  | Western And Southern Life Insurance Co/The                                       | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    244000 | PA      | $171795.69    | 0.02%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                             | Westlake Corp                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130584.99    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                             | Westlake Corp                                                                    | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209398.47    | 0.02%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable            | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262000 | PA      | $263746.07    | 0.03%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable            | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $207900.31    | 0.02%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                        | Boston Gas Co                                                                    | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19369.02     | 0.00%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is            | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518000 | PA      | $520436.39    | 0.06%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is            | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136254.52    | 0.02%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                  | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8471.61      | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                            | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8252.74      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                  | Province of British Columbia Canada                                              | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    305000 | PA      | $315260.15    | 0.04%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BRITISH TELECOMMUNICATIO                  | British Telecommunications PLC                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    658000 | PA      | $675802.88    | 0.08%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                  | British Telecommunications PLC                                                   | CUSIP: 111021AN1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    204000 | PA      | $166673.85    | 0.02%             | 2049-11-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                    | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2069.02      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314461.38    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275896.09    | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564977.89    | 0.06%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                         | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $328279.10    | 0.04%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                   | Nationwide Building Society                                                      | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    343000 | PA      | $347056.92    | 0.04%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                 | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146059.66    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1420000 | PA      | $1449620.32   | 0.16%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4817737.98   | 0.54%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $254350.59    | 0.03%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2965000 | PA      | $3001078.03   | 0.33%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3887146.49   | 0.43%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158000 | PA      | $163495.74    | 0.02%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $112651.86    | 0.01%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201000 | PA      | $212711.61    | 0.02%             | 2057-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    331000 | PA      | $343269.62    | 0.04%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1293614.62   | 0.14%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR5                                                                  | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69000 | PA      | $71949.30     | 0.01%             | 2029-02-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $263560.17    | 0.03%             | 2057-12-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 Trust 2025-5YR13                                                           | CUSIP: 06650CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $368644.40    | 0.04%             | 2058-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                | Barings Equipment Finance LLC 2025-A                                             | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $394070.06    | 0.04%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                    | Brazilian Government International Bond                                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    420000 | PA      | $427392.00    | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $787054.88    | 0.09%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $405876.90    | 0.05%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    859000 | PA      | $917916.63    | 0.10%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                   | Basin Electric Power Cooperative                                                 | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165082.76    | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                        | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $463307.58    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    113000 | PA      | $105738.47    | 0.01%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30518.36     | 0.00%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80694.29     | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1257963.99   | 0.14%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                   | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5842.97      | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $221273.25    | 0.02%             | 2057-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035000 | PA      | $1089120.56   | 0.12%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun            | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    238117 | PA      | $238669.43    | 0.03%             | 2048-07-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun            | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    238117 | PA      | $237849.00    | 0.03%             | 2048-07-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                     | Becton Dickinson & Co                                                            | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    335000 | PA      | $296068.43    | 0.03%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                      | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $884574.39    | 0.10%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                         | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    121000 | PA      | $134190.07    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                           | CSL Finance PLC                                                                  | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      6000 | PA      | $5352.30      | 0.00%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                            | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3079.81      | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                         | Chile Government International Bond                                              | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    585000 | PA      | $620655.75    | 0.07%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                  | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12017.66     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                        | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19216.81     | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193188.19    | 0.02%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                   | CNO Financial Group Inc                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    204000 | PA      | $215800.16    | 0.02%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                        | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9369.04      | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                     | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7660.14      | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104186.14    | 0.01%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39211.85     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                    | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    208000 | PA      | $218934.56    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                    | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12999.00     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                    | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8058.67      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                       | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13217.69     | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $332141.04    | 0.04%             | 2041-08-10      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64965.57     | 0.01%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    366000 | PA      | $362635.42    | 0.04%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                             | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3100.98      | 0.00%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                     | CNOOC Petroleum North America ULC                                                | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $45514.03     | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                             | UBS AG/London                                                                    | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $260751.29    | 0.03%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149063.77    | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                   | Crown Castle Towers LLC                                                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149295.23    | 0.02%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161404.82    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239440.99    | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                     | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    415000 | PA      | $442805.00    | 0.05%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201592.87    | 0.02%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DF8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1066040.67   | 0.12%             | 2028-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    207000 | PA      | $169783.97    | 0.02%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $336167.92    | 0.04%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    274000 | PA      | $284684.70    | 0.03%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                     | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50727.46     | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                           | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129066.29    | 0.01%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                        | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14246.12     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                              | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     97000 | PA      | $103666.90    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                   | Northern Natural Gas Co                                                          | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $59776.48     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                    | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10211.87     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                       | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    161000 | PA      | $171956.79    | 0.02%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                  | Northern States Power Co/MN                                                      | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    156000 | PA      | $105011.16    | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                  | Northern States Power Co/MN                                                      | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104015.37    | 0.01%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    857000 | PA      | $805688.84    | 0.09%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                          | Sekisui House US Inc                                                             | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    211000 | PA      | $145713.13    | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                    | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24119.45     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                    | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14172.95     | 0.00%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                | Mattel Inc                                                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306793.75    | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115561.47    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    703000 | PA      | $646809.88    | 0.07%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    347000 | PA      | $331205.31    | 0.04%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                         | Novant Health Inc                                                                | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     52000 | PA      | $35631.28     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                              | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4802.70      | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                              | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253443.03    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49924.57     | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                             | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5539.50      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                               | PRKCM 2025-AFC1 Trust                                                            | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393015 | PA      | $393601.79    | 0.04%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                        | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $163310.70    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                      | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    460000 | PA      | $425959.77    | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                     | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9317.06      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    436000 | PA      | $435794.95    | 0.05%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    312000 | PA      | $319737.63    | 0.04%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                       | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12008.73     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000 | PA      | $99259.13     | 0.01%             | 2044-05-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514600.10    | 0.06%             | 2043-07-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $145206.45    | 0.02%             | 2045-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $423455.34    | 0.05%             | 2044-03-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                          | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    197000 | PA      | $169151.75    | 0.02%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2042000 | PA      | $1155157.22   | 0.13%             | 2038-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 312902LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    535000 | PA      | $461656.65    | 0.05%             | 2029-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64532 | PA      | $57716.26     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DNQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    353825 | PA      | $329616.11    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DNU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74607 | PA      | $73623.77     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145352 | PA      | $134685.91    | 0.02%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DQFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17587 | PA      | $18065.72     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DQSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20852 | PA      | $20937.95     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DS3X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114520 | PA      | $101647.71    | 0.01%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590898 | PA      | $526135.07    | 0.06%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSLQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465354 | PA      | $399244.07    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178578 | PA      | $182439.10    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33290 | PA      | $33672.93     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $269804.67    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    295000 | PA      | $309095.98    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53856 | PA      | $55037.07     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412205 | PA      | $417946.48    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159251 | PA      | $162743.15    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL2V5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23919.14     | 0.00%             | 2027-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL3J1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $22212.27     | 0.00%             | 2030-08-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMPE6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     35000 | PA      | $30944.20     | 0.00%             | 2031-02-03      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMR87<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     33000 | PA      | $29916.73     | 0.00%             | 2030-07-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     21000 | PA      | $17090.71     | 0.00%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    353000 | PA      | $304519.59    | 0.03%             | 2029-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134GWYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     38000 | PA      | $36070.45     | 0.00%             | 2027-10-13      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32329.38     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                               | PepsiCo Inc                                                                      | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100826.21    | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292850 | PA      | $292839.61    | 0.03%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661879 | PA      | $671564.02    | 0.07%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608498 | PA      | $608159.67    | 0.07%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103910 | PA      | $106210.90    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                               | PepsiCo Inc                                                                      | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255843.73    | 0.03%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9805.08      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118842 | PA      | $101597.07    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31091 | PA      | $28807.62     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289166 | PA      | $268097.97    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197202 | PA      | $175222.31    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21978 | PA      | $20952.62     | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695220 | PA      | $706263.65    | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4032.95      | 0.00%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511859.75    | 0.06%             | 2041-11-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101056.62    | 0.01%             | 2042-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    562000 | PA      | $586282.90    | 0.07%             | 2042-04-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $157497.46    | 0.02%             | 2042-06-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13891.58     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL4P6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     30000 | PA      | $27269.36     | 0.00%             | 2029-08-20      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL4Q4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    196000 | PA      | $153394.78    | 0.02%             | 2035-08-20      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL5K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    671000 | PA      | $601354.53    | 0.07%             | 2030-09-03      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL6D1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     71000 | PA      | $64896.53     | 0.01%             | 2029-09-10      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232933 | PA      | $207541.17    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi            | GM Financial Consumer Automobile Receivables Trust 2024-1                        | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    561731 | PA      | $564938.67    | 0.06%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr            | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51025.84     | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184671 | PA      | $157492.86    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148244 | PA      | $137511.82    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr            | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67000 | PA      | $68364.65     | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                   | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8373.23      | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32314 | PA      | $30890.62     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112184 | PA      | $107188.92    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                   | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4207.30      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199000 | PA      | $201580.04    | 0.02%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124081 | PA      | $121746.36    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235111 | PA      | $230735.42    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                           | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $207864.63    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8478.62      | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                   | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12456.92     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                     | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    412000 | PA      | $412216.06    | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    211000 | PA      | $232176.76    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520726.46    | 0.06%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    555000 | PA      | $557283.06    | 0.06%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    892000 | PA      | $886076.99    | 0.10%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $973604.62    | 0.11%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    833000 | PA      | $816711.19    | 0.09%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    995000 | PA      | $921167.64    | 0.10%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232897.14    | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                     | Molson Coors Beverage Co                                                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84124.69     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                     | Molson Coors Beverage Co                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    235000 | PA      | $192135.97    | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                  | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198491.69    | 0.02%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                           | Goodgreen 2021-1 Trust                                                           | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163023 | PA      | $135191.97    | 0.02%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                    | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    445000 | PA      | $424027.93    | 0.05%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                 | IRV Trust 2025-200P                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $238160.47    | 0.03%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                          | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5805.79      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                         | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21699.12     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1               | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107000 | PA      | $108296.43    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bo            | iShares Core U.S. Aggregate Bond ETF                                             | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |    240115 | NS      | $24208394.30  | 2.70%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares MBS ETF                           | iShares MBS ETF                                                                  | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |   1303626 | NS      | $124848262.02 | 13.92%            |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    699000 | PA      | $683144.16    | 0.08%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                  | Montefiore Obligated Group                                                       | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6982.71      | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    208000 | PA      | $205603.89    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    340000 | PA      | $318191.68    | 0.04%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    801000 | PA      | $837782.29    | 0.09%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                 | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109813.78    | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                   | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $433258.13    | 0.05%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                     | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $147755.29    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    279000 | PA      | $309061.88    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                  | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13577.12     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                   | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121689.94    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                 | Spire Inc                                                                        | CUSIP: 505597AD6<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    187000 | PA      | $163103.23    | 0.02%             | 2044-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                   | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9010.22      | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                     | Mitsui Fudosan Co Ltd                                                            | CUSIP: 60683MAA7<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    347000 | PA      | $343966.57    | 0.04%             | 2027-07-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    307000 | PA      | $275471.33    | 0.03%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    624000 | PA      | $605395.71    | 0.07%             | 2030-05-22      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $96238.43     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                     | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61614.80     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5606.62      | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305805.67    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149442.61    | 0.02%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104937.65    | 0.01%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9055.49      | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                     | NYU Langone Hospitals                                                            | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15107.51     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    405000 | PA      | $411050.85    | 0.05%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                          | NTT Finance Corp                                                                 | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    209000 | PA      | $185393.59    | 0.02%             | 2031-04-03      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust              | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104073.44    | 0.01%             | 2047-02-10      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $648821.97    | 0.07%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270600 | PA      | $243523.85    | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245136 | PA      | $251263.79    | 0.03%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                      | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11925.15     | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                      | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5045.66      | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                      | New England Power Co                                                             | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43832.95     | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                              | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9556.41      | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    315546 | PA      | $319997.69    | 0.04%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                   | New York State Electric & Gas Corp                                               | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21366.71     | 0.00%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU                  | Newcastle Coal Infrastructure Group Pty Ltd                                      | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |     30943 | PA      | $30833.38     | 0.00%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                         | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10571.71     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                    | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $139231.89    | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                         | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5939.89      | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAU4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    446000 | PA      | $411958.71    | 0.05%             | 2057-09-29      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259173.90    | 0.03%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    665000 | PA      | $682143.35    | 0.08%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118158.69    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    141000 | PA      | $109894.92    | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                             | Primerica Inc                                                                    | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    503000 | PA      | $456729.38    | 0.05%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                  | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8467.86      | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                   | Principal Financial Group Inc                                                    | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76955.55     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    348000 | PA      | $304048.46    | 0.03%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                 | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100244.96    | 0.01%             | 2033-07-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                         | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6877.24      | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2024-SFR3 Trust                                             | CUSIP: 74331VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $239095.30    | 0.03%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                               | Prologis LP                                                                      | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24476.18     | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                               | Prologis LP                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    583000 | PA      | $593278.97    | 0.07%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                      | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    520000 | PA      | $511692.47    | 0.06%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                     | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10514.00     | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    343000 | PA      | $347192.18    | 0.04%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                        | Province of Quebec Canada                                                        | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    410000 | PA      | $418818.95    | 0.05%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                  | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $320107.60    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                  | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103472.37    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                      | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7548.35      | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $117334.35    | 0.01%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                          | Radian Group Inc                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386774.21    | 0.04%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                    | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5187.00      | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                           | Rand Parent LLC                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12364.00     | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                  | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8223.33      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                  | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $82858.20     | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    161000 | PA      | $154833.03    | 0.02%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514535.97    | 0.06%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104702.44    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    256000 | PA      | $231618.28    | 0.03%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                        | Regency Centers LP                                                               | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    219000 | PA      | $194457.65    | 0.02%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                  | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $47774.07     | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                    | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    413000 | PA      | $429320.35    | 0.05%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                  | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    376000 | PA      | $367537.09    | 0.04%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                        | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8282.63      | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                         | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10132.99     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                  | Rochester Gas and Electric Corp                                                  | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    698000 | PA      | $690312.03    | 0.08%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                            | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113954.13    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                  | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218867.23    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                   | Rockwell Automation Inc                                                          | CUSIP: 773903AB5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    339000 | PA      | $356575.90    | 0.04%             | 2028-01-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                  | Rogers Communications Inc                                                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $230939.56    | 0.03%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                           | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $96196.33     | 0.01%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                        | Royalty Pharma PLC                                                               | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $657392.60    | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                           | SBA Tower Trust                                                                  | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143628.60    | 0.02%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                            | S&P Global Inc                                                                   | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $142685.04    | 0.02%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                            | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    119000 | PA      | $90896.98     | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247000 | PA      | $249382.38    | 0.03%             | 2042-04-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $161718.94    | 0.02%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                      | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46099.27     | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120678.84    | 0.01%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                          | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7486.03      | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18333 | PA      | $18342.40     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $431269.44    | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187588.93    | 0.02%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214323.01    | 0.02%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $451567.03    | 0.05%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333701.32    | 0.04%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne            | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $344822.93    | 0.04%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne            | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $288281.95    | 0.03%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl            | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22000 | PA      | $22215.44     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl            | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $416506.37    | 0.05%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                      | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    420000 | PA      | $415399.40    | 0.05%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                  | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6960.42      | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                         | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      7000 | PA      | $7207.29      | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                           | Sealed Air Corp                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131357.03    | 0.01%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                           | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30999.42     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust 2024-7                                                    | CUSIP: 81748EAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66885 | PA      | $66712.46     | 0.01%             | 2054-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                       | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7320.11      | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $436139.15    | 0.05%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219982.72    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99328.66     | 0.01%             | 2042-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209000 | PA      | $211890.69    | 0.02%             | 2042-07-13      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                   | NYSEG Storm Funding LLC                                                          | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316001 | PA      | $318504.85    | 0.04%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     82000 | PA      | $59757.25     | 0.01%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69395.23     | 0.01%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    109000 | PA      | $124890.86    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729882.53    | 0.08%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22877.52     | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7613.90      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34060.77     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                        | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    186000 | PA      | $116909.74    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                 | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4960.42      | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                       | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6245.87      | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    172000 | PA      | $200757.38    | 0.02%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                    | Oman Government International Bond                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    405000 | PA      | $441465.65    | 0.05%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248249.00    | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78823.86     | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109219.01    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16331.68     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7022.02      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru            | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203842.80    | 0.02%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                            | PECO Energy Co                                                                   | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64035.94     | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652000 | PA      | $662947.21    | 0.07%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |    332000 | PA      | $322145.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5283.82      | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $346297.95    | 0.04%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175733.72    | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5101.41      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                  | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6136.37      | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C                  | PHH Escrow Issuer LLC/PHH Corp                                                   | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10206.12     | 0.00%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    356000 | PA      | $378723.48    | 0.04%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                   | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219912.83    | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                               | Phillips 66                                                                      | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277723.14    | 0.03%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7214.65      | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                  | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      9000 | PA      | $9557.53      | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                   | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6087.96      | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                   | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48625.67     | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    266000 | PA      | $269960.49    | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154891.49    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                  | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $336448.63    | 0.04%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                  | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $212948.15    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                    | Planet Financial Group LLC                                                       | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9411.21      | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                     | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7223.70      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                                    | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $72595.95     | 0.01%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    104000 | PA      | $98445.37     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                   | Public Service Electric and Gas Co                                               | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111870.21    | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                   | America Movil SAB de CV                                                          | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    277000 | PA      | $279555.22    | 0.03%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                  | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501382 | PA      | $488338.70    | 0.05%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                     | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58313 | PA      | $57350.84     | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                  | American Airlines 2016-3 Class AA Pass Through Trust                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57368 | PA      | $55334.13     | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                      | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6264.77      | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                      | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5179.49      | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                            | Clorox Co/The                                                                    | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    314000 | PA      | $317440.21    | 0.04%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $107915.37    | 0.01%             | 2042-06-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                    | Indiana Michigan Power Co                                                        | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    348000 | PA      | $285537.43    | 0.03%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    375000 | PA      | $338275.88    | 0.04%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $201939.94    | 0.02%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390498.96    | 0.04%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    485000 | PA      | $461611.26    | 0.05%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    411000 | PA      | $401351.65    | 0.04%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    208000 | PA      | $211025.68    | 0.02%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                  | Integris Baptist Medical Center Inc                                              | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73933.53     | 0.01%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JS3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49559.58     | 0.01%             | 2026-02-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88245.83     | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    402000 | PA      | $394920.46    | 0.04%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                    | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    177000 | PA      | $184422.54    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                  | Interstate Power and Light Co                                                    | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147888.86    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TTX CO                                    | TTX Co                                                                           | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    358000 | PA      | $319715.39    | 0.04%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                      | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20310.37     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                   | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91305.87     | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                   | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146457.56    | 0.02%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9860.27      | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122296.89    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72845.91     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120407.29    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168428.81    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33118.24     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                       | Trinity Health Corp                                                              | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    658000 | PA      | $490446.82    | 0.05%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                          | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    216000 | PA      | $194961.07    | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127802.94    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                    | Puget Sound Energy Inc                                                           | CUSIP: 745332CE4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61944.87     | 0.01%             | 2041-11-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    637000 | PA      | $689865.55    | 0.08%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    445000 | PA      | $460874.28    | 0.05%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                  | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9586.26      | 0.00%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                           | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    349000 | PA      | $349179.36    | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91793.62     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association            | US Bank NA                                                                       | CUSIP: 90357PBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    194940 | PA      | $194111.52    | 0.02%             | 2032-02-25      | Floating      | 5.97%                 | No            |                  3 | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1294758 | PA      | $1306835.18   | 0.15%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                   | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162764 | PA      | $152776.93    | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                   | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7057.13      | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $925596.19    | 0.10%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $708282.82    | 0.08%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                    | American Honda Finance Corp                                                      | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55678.75     | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                  | American Transmission Systems Inc                                                | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $102746.84    | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                      | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303551.70    | 0.03%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                     | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5125.01      | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                       | Quanta Services Inc                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527660.12    | 0.06%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                     | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12530.39     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                     | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    480000 | PA      | $497578.54    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                                                | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196689.84    | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                           | SSM Health Care Corp                                                             | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370665.95    | 0.04%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                  | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    266000 | PA      | $258471.57    | 0.03%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                  | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16059.62     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2            | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    382000 | PA      | $383781.53    | 0.04%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                   | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13673.13     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                  | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13936.00     | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                       | American University/The                                                          | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    327000 | PA      | $254044.99    | 0.03%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29351.22     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                    | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8752.96      | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    196139 | PA      | $197637.54    | 0.02%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    152000 | PA      | $154187.84    | 0.02%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $337160.86    | 0.04%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                               | SREIT Trust 2021-PALM                                                            | CUSIP: 85237AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174142.87    | 0.02%             | 2034-10-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                  | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77242.41     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                    | Standard Chartered PLC                                                           | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201785.01    | 0.02%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                  | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179201.48    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    348000 | PA      | $257764.33    | 0.03%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61190.50     | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                           | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11772.94     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                            | Starbucks Corp                                                                   | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    349000 | PA      | $322267.49    | 0.04%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5291.94      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    420000 | PA      | $438766.34    | 0.05%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    303000 | PA      | $271977.67    | 0.03%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    354000 | PA      | $384842.61    | 0.04%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22065.05     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    376000 | PA      | $376107.70    | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    300000 | PA      | $310399.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                  | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $397266.38    | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                      | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6100.33      | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                  | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12658.60     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $246373.26    | 0.03%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205882.54    | 0.02%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                             | Amphenol Corp                                                                    | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476887.63    | 0.05%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                             | Amphenol Corp                                                                    | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500440.21    | 0.06%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    351000 | PA      | $375580.90    | 0.04%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    253000 | PA      | $266717.29    | 0.03%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $563706.08    | 0.06%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206250.04    | 0.02%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                             | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194485.13    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    515000 | PA      | $515473.59    | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Summit Issuer, LLC                        | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357000 | PA      | $361700.33    | 0.04%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                  | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7210.70      | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337974.26    | 0.04%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258239.66    | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                 | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |      6000 | PA      | $6094.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234701.53    | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151304.73    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    555000 | PA      | $553992.45    | 0.06%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16490.00     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    716000 | PA      | $703351.60    | 0.08%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                   | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19141.66     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                       | Frontier Issuer LLC                                                              | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $78183.48     | 0.01%             | 2054-06-20      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    229000 | PA      | $191872.93    | 0.02%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES4                                              | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188027 | PA      | $187872.50    | 0.02%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                         | Toyota Motor Corp                                                                | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    108000 | PA      | $99237.79     | 0.01%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan            | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    332000 | PA      | $336258.90    | 0.04%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM5 Trust                                                             | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190241 | PA      | $162448.19    | 0.02%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                          | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      8000 | PA      | $8460.28      | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $35087.25     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170000 | PA      | $947471.49    | 0.11%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22685 | PA      | $22315.29     | 0.00%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    470763 | PA      | $472600.79    | 0.05%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $153334.45    | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    311000 | PA      | $210003.97    | 0.02%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455996 | PA      | $463529.72    | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98007 | PA      | $99842.55     | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    626000 | PA      | $483377.15    | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1661000 | PA      | $1688964.50   | 0.19%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1674000 | PA      | $1678200.80   | 0.19%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    658000 | PA      | $659349.41    | 0.07%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1561000 | PA      | $1565908.61   | 0.17%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455000 | PA      | $1455051.29   | 0.16%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41932 | PA      | $42027.25     | 0.00%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44903 | PA      | $45945.42     | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1881000 | PA      | $1875195.35   | 0.21%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $43579.45     | 0.00%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $226854.35    | 0.03%             | 2044-08-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1080000 | PA      | $1087467.18   | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1324000 | PA      | $1333154.22   | 0.15%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $56129.90     | 0.01%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336000 | PA      | $341440.31    | 0.04%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1582000 | PA      | $1609499.61   | 0.18%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7491000 | PA      | $7506947.66   | 0.84%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15302.96     | 0.00%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $64284.69     | 0.01%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    323000 | PA      | $337497.15    | 0.04%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    627000 | PA      | $662476.93    | 0.07%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    796000 | PA      | $830933.83    | 0.09%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    893000 | PA      | $923801.53    | 0.10%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98975.50     | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                             | Comerica Bank                                                                    | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    468000 | PA      | $472123.36    | 0.05%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    864000 | PA      | $870669.49    | 0.10%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3461000 | PA      | $3481482.09   | 0.39%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    702000 | PA      | $707182.73    | 0.08%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    683000 | PA      | $683231.58    | 0.08%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3055000 | PA      | $3068365.63   | 0.34%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    276000 | PA      | $276146.30    | 0.03%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    273000 | PA      | $276972.36    | 0.03%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1256000 | PA      | $1277808.28   | 0.14%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2695000 | PA      | $2716949.51   | 0.30%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300528.86    | 0.03%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6276000 | PA      | $6460234.93   | 0.72%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    311000 | PA      | $317967.13    | 0.04%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    548000 | PA      | $552623.75    | 0.06%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9783000 | PA      | $10010951.53  | 1.12%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7772000 | PA      | $7789045.01   | 0.87%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                     | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28331.59     | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                      | Verizon Master Trust                                                             | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    806000 | PA      | $818156.74    | 0.09%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AC8<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    258381 | PA      | $260419.50    | 0.03%             | 2070-05-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                   | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12306.25     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                  | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10887.98     | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207258 | PA      | $182841.78    | 0.02%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAC3<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |    423584 | PA      | $425935.03    | 0.05%             | 2070-07-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                       | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10456.49     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                               | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    631000 | PA      | $575079.61    | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $184720.15    | 0.02%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                  | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174848.16    | 0.02%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                         | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6990.67      | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                  | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      7000 | PA      | $7151.01      | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48652 | PA      | $48716.87     | 0.01%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76474 | PA      | $77497.89     | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                  | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7871.18      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                      | Weir Group PLC/The                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    281000 | PA      | $277187.76    | 0.03%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172170.03    | 0.02%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    506000 | PA      | $493910.14    | 0.06%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    597000 | PA      | $603550.83    | 0.07%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $53250.90     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $219325.61    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $332836.74    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $29360.82     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                         | CBRE Services Inc                                                                | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328363.85    | 0.04%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                       | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $157020.77    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                     | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233000 | PA      | $235931.54    | 0.03%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                               | Cargill Inc                                                                      | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85191.48     | 0.01%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                       | Carlyle Finance LLC                                                              | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $50080.20     | 0.01%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                             | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    355000 | PA      | $364988.71    | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                             | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     21000 | PA      | $21584.95     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                      | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5075.29      | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                      | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7276.92      | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274813 | PA      | $278957.09    | 0.03%             | 2050-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213713.36    | 0.02%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9965.44      | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69534.11     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                              | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    508000 | PA      | $491513.01    | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14631.14     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                    | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $61347.61     | 0.01%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    249000 | PA      | $254600.72    | 0.03%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118976.58    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                  | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4059.37      | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                    | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21269.15     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $206529.53    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $255063.24    | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                          | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19914.99     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                        | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8117.17      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284460.14    | 0.03%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                               | Citibank NA                                                                      | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524930.08    | 0.06%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119834 | PA      | $119957.85    | 0.01%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154020 | PA      | $153706.72    | 0.02%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CART                                      | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $91795.81     | 0.01%             | 2041-08-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    454000 | PA      | $452884.33    | 0.05%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    119000 | PA      | $135697.82    | 0.02%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                                  | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315419.61    | 0.04%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    585000 | PA      | $605125.52    | 0.07%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                   | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    625000 | PA      | $643421.84    | 0.07%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                            | Dignity Health                                                                   | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    414000 | PA      | $365289.40    | 0.04%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9916.69      | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3516.19      | 0.00%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    139000 | PA      | $95878.20     | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     13000 | PA      | $12902.54     | 0.00%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $81409.36     | 0.01%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     89000 | PA      | $62810.08     | 0.01%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    244000 | PA      | $141774.68    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215883.67    | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $332599.28    | 0.04%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                       | Dow Chemical Co/The                                                              | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    885000 | PA      | $827765.07    | 0.09%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                       | Dow Chemical Co/The                                                              | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105260.46    | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DREAM FINDERS HOMES INC                   | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7160.09      | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                   | Dream Finders Homes Inc                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7042.90      | 0.00%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101408.50    | 0.01%             | 2041-12-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1159423 | PA      | $1159495.58   | 0.13%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                | Driven Brands Funding LLC                                                        | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311062 | PA      | $323606.53    | 0.04%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    243000 | PA      | $274120.39    | 0.03%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    209000 | PA      | $189743.68    | 0.02%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | EFMT 2024-INV2                                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    157306 | PA      | $157289.38    | 0.02%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | EFMT 2024-INV2                                                                   | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     90014 | PA      | $90187.65     | 0.01%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                            | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $123128.65    | 0.01%             | 2039-06-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                            | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $180213.87    | 0.02%             | 2039-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                    | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18823.32     | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189770.64    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15943.61     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                       | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $162257.41    | 0.02%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                | Elara HGV Timeshare Issuer 2023-A LLC                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158189 | PA      | $163625.66    | 0.02%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                        | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8026.45      | 0.00%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    349000 | PA      | $360091.30    | 0.04%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    236000 | PA      | $265685.36    | 0.03%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC            | ELFI Graduate Loan Program 2024-A LLC                                            | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117259 | PA      | $119882.76    | 0.01%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                  | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    121000 | PA      | $128950.19    | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: —       |
| EMRLD BOR / EMRLD CO-ISS                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23805.21     | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $247296.66    | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41199.62     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $319637.74    | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $459677.89    | 0.05%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSRS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1533823 | PA      | $1538395.92   | 0.17%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DU7B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1026681 | PA      | $1025695.22   | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                      | Enel Finance International NV                                                    | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112992.22    | 0.01%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                      | Enel Finance International NV                                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    577000 | PA      | $568230.03    | 0.06%             | 2026-07-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140AQQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275899 | PA      | $275657.07    | 0.03%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156622 | PA      | $133864.22    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 45906M4E8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    747000 | PA      | $748960.37    | 0.08%             | 2028-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3277993.11   | 0.37%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                         | International Finance Corp                                                       | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56282.33     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                     | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $366761.94    | 0.04%             | 2042-03-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140LYA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23852 | PA      | $19490.64     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19939 | PA      | $20222.70     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356378 | PA      | $355952.29    | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUNB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173574 | PA      | $177581.18    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors                            | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $314356.45    | 0.04%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76547.29     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                      | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7103.01      | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                      | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6921.12      | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                               | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8371.60      | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                                | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415256.71    | 0.05%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47283.95     | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                     | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $236156.53    | 0.03%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QC5Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41632 | PA      | $38517.24     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841595 | PA      | $779587.48    | 0.09%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1216316 | PA      | $1039194.02   | 0.12%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251584 | PA      | $215645.13    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                   | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154590.90    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                          | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7966.62      | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115890 | PA      | $113577.79    | 0.01%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVFV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67093 | PA      | $66842.15     | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    241000 | PA      | $211911.28    | 0.02%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58830.69     | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QR3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39443 | PA      | $40534.30     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19656 | PA      | $19973.21     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900259 | PA      | $773074.97    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167197 | PA      | $149022.80    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    131000 | PA      | $135505.56    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                        | Union Pacific Corp                                                               | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $305108.54    | 0.03%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                        | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37658.02     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                   | United Airlines 2014-1 Class A Pass Through Trust                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61334 | PA      | $61154.39     | 0.01%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25206 | PA      | $21596.31     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552771 | PA      | $453339.22    | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                   | United Airlines 2014-2 Class A Pass Through Trust                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391876 | PA      | $389028.82    | 0.04%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL6L3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     22000 | PA      | $19738.11     | 0.00%             | 2030-09-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ELV50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      7000 | PA      | $6373.14      | 0.00%             | 2029-07-16      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     55000 | PA      | $43517.73     | 0.00%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAY8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1201000 | PA      | $1071166.71   | 0.12%             | 2030-09-23      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44016 | PA      | $44123.24     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819258 | PA      | $808184.53    | 0.09%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                  | Genpact Luxembourg SARL/Genpact USA Inc                                          | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    611000 | PA      | $605490.51    | 0.07%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                          | Genuine Parts Co                                                                 | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    117000 | PA      | $130366.04    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758701 | PA      | $761319.88    | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSK91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56424 | PA      | $57264.38     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                  | George Washington University/The                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8751.68      | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                       | Georgia-Pacific LLC                                                              | CUSIP: 373298BP2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13934.80     | 0.00%             | 2028-06-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                       | Gilead Sciences Inc                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    395000 | PA      | $364994.45    | 0.04%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96163.52     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAZ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     21000 | PA      | $18837.09     | 0.00%             | 2030-06-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMBX9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     44000 | PA      | $41782.85     | 0.00%             | 2027-10-05      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106752 | PA      | $110543.50    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QVGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335242 | PA      | $335498.26    | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140W1GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364919 | PA      | $325058.76    | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140W1RC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340666 | PA      | $326786.23    | 0.04%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMC26<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1280000 | PA      | $1172902.63   | 0.13%             | 2030-06-03      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMK27<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     22000 | PA      | $19812.79     | 0.00%             | 2031-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886991 | PA      | $911023.41    | 0.10%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56417 | PA      | $57797.58     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19828 | PA      | $20097.36     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276733 | PA      | $284116.96    | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140W1Y72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886331 | PA      | $899210.15    | 0.10%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219223 | PA      | $179960.51    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136992 | PA      | $141804.39    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1534732 | PA      | $1559360.48   | 0.17%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340288 | PA      | $349360.69    | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3177808 | PA      | $3180235.93   | 0.35%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17384 | PA      | $17788.12     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45539 | PA      | $46537.49     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315813 | PA      | $323762.70    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    864587 | PA      | $864013.77    | 0.10%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97097 | PA      | $98174.06     | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285048 | PA      | $279265.84    | 0.03%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239036 | PA      | $241635.06    | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279011 | PA      | $265969.62    | 0.03%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264940 | PA      | $259565.62    | 0.03%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287459 | PA      | $291245.67    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349357 | PA      | $299268.56    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73681 | PA      | $60484.44     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27839 | PA      | $24915.90     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435572 | PA      | $372928.09    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    692000 | PA      | $748401.62    | 0.08%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                    | Global Atlantic Fin Co                                                           | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13299.61     | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHYJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279087 | PA      | $259901.35    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJ3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188405 | PA      | $174512.70    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167089 | PA      | $148586.37    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020477 | PA      | $873953.71    | 0.10%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51204 | PA      | $52882.68     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XK2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1410904 | PA      | $1254565.88   | 0.14%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XKPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620101 | PA      | $623927.89    | 0.07%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48642 | PA      | $41593.99     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19646 | PA      | $20094.63     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XLY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176812 | PA      | $179941.55    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XM7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21218 | PA      | $21622.16     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2022-1                                        | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154404 | PA      | $138051.58    | 0.02%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                  | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7062.63      | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                        | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8239.95      | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CE6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    228000 | PA      | $227452.85    | 0.03%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136643.05    | 0.02%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    735000 | PA      | $759311.71    | 0.08%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $304782.44    | 0.03%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2025-2 LLC                                                                   | CUSIP: 55389RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177000 | PA      | $177635.65    | 0.02%             | 2044-10-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2025-1 LLC                                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85551 | PA      | $86459.98     | 0.01%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                     | Narragansett Electric Co/The                                                     | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136904.80    | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    353000 | PA      | $349734.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350632 | PA      | $349572.76    | 0.04%             | 2030-03-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                        | BX Trust 2019-OC11                                                               | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $273389.16    | 0.03%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191828 | PA      | $191297.90    | 0.02%             | 2036-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169545 | PA      | $169099.07    | 0.02%             | 2036-09-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176336 | PA      | $176453.45    | 0.02%             | 2041-03-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $211771.46    | 0.02%             | 2041-06-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $336091.15    | 0.04%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $185286.61    | 0.02%             | 2044-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262441 | PA      | $258245.33    | 0.03%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186455 | PA      | $186799.60    | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SKY GROUP FINANCE PLC                     | Sky Group Finance Ltd                                                            | CUSIP: 11778BAB8<br>LEI: 213800BZ2GKRAWTQFZ49 | Long             | DBT              | CORP              | GB        |    227000 | PA      | $252709.92    | 0.03%             | 2035-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $98320.39     | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                   | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      8000 | PA      | $8263.16      | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                  | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5260.73      | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11301.38     | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    334000 | PA      | $327040.80    | 0.04%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37370 | PA      | $37889.02     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132194 | PA      | $130041.68    | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $198529.58    | 0.02%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC              | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82093 | PA      | $82815.12     | 0.01%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                               | Heineken NV                                                                      | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    882000 | PA      | $874663.34    | 0.10%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                               | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80189.01     | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                  | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18844.04     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                           | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65077.72     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                  | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8637.86      | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32463 | PA      | $32310.34     | 0.00%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC              | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218508 | PA      | $223100.99    | 0.02%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $256330.39    | 0.03%             | 2044-07-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29612 | PA      | $30107.14     | 0.00%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42900 | PA      | $43580.09     | 0.00%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                     | MidAmerican Energy Co                                                            | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    474000 | PA      | $509702.10    | 0.06%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                   | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13582.22     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    233000 | PA      | $229145.83    | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10117.56     | 0.00%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                     | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5187.75      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    238000 | PA      | $248592.43    | 0.03%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $61209.00     | 0.01%             | 2042-06-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                    | IPALCO Enterprises Inc                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168977.94    | 0.02%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                               | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104000 | PA      | $105474.98    | 0.01%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                  | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    286000 | PA      | $297302.92    | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                  | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    399000 | PA      | $388900.94    | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                | Pfizer Inc                                                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    226000 | PA      | $200431.81    | 0.02%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                  | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5110.70      | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale SA                                                              | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $803927.89    | 0.09%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                | Sodexo Inc                                                                       | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210278.00    | 0.02%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr            | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28183 | PA      | $27668.44     | 0.00%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                              | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1314141.94   | 0.15%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                              | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180145.42    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14970.12     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                         | Sysco Corp                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    164000 | PA      | $141670.15    | 0.02%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                  | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5151.01      | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245625 | PA      | $237696.77    | 0.03%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                            | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89408 | PA      | $83272.11     | 0.01%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $326305.07    | 0.04%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    214000 | PA      | $217410.27    | 0.02%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                   | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8464.90      | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                   | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10170.00     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $164159.84    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8994.53      | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $243608.01    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                 | IQVIA Inc                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    559000 | PA      | $578131.78    | 0.06%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                 | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    196000 | PA      | $206254.84    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180183.53    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                          | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14826.74     | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                 | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14834.94     | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                      | Tencent Holdings Ltd                                                             | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    353000 | PA      | $353366.39    | 0.04%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81172.83     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                             | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10118.70     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201898.79    | 0.02%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-2                                                 | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97669.89     | 0.01%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181613.51    | 0.02%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    447000 | PA      | $443006.44    | 0.05%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39984.82     | 0.00%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244940.31    | 0.03%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $394399.66    | 0.04%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1014514.95   | 0.11%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479337 | PA      | $476975.19    | 0.05%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $134235.87    | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAA3<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-MBS          | CORP              | US        |    106626 | PA      | $106646.27    | 0.01%             | 2054-08-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                         | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    256000 | PA      | $227498.98    | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4889.43      | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    261000 | PA      | $253757.46    | 0.03%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260239.49    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414090.89    | 0.05%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LV Trust                                  | Fashion Show Mall LLC                                                            | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $172225.69    | 0.02%             | 2041-10-10      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                       | LYB International Finance III LLC                                                | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345502.87    | 0.04%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                            | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    348000 | PA      | $266447.80    | 0.03%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                            | Lowe's Cos Inc                                                                   | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119330.04    | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) L            | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    404000 | PA      | $409599.44    | 0.05%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                      | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554467.85    | 0.06%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus            | M&T Bank Auto Receivables Trust 2025-1                                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137000 | PA      | $138580.33    | 0.02%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                        | Macquarie Bank Ltd                                                               | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    863000 | PA      | $827012.72    | 0.09%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                       | Macquarie Group Ltd                                                              | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    347000 | PA      | $364298.48    | 0.04%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                      | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $151866.44    | 0.02%             | 2042-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                   | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7355.55      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                       | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    482000 | PA      | $493741.94    | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                    | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14348.83     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                               | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    103000 | PA      | $136968.90    | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    329000 | PA      | $346900.35    | 0.04%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer            | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    362000 | PA      | $367658.49    | 0.04%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    233000 | PA      | $241592.38    | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40500.46     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                           | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231514.01    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85697 | PA      | $82702.22     | 0.01%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182803 | PA      | $184163.95    | 0.02%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177283 | PA      | $178052.42    | 0.02%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $438091.41    | 0.05%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2113000 | PA      | $1324669.41   | 0.15%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    587000 | PA      | $440697.13    | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2005000 | PA      | $1445558.00   | 0.16%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    623000 | PA      | $529866.37    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    609000 | PA      | $450065.27    | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    686000 | PA      | $572475.04    | 0.06%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $146526.52    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $504300.59    | 0.06%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000 | PA      | $46594.04     | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    499000 | PA      | $455191.31    | 0.05%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    413000 | PA      | $402739.53    | 0.04%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2948000 | PA      | $2978861.88   | 0.33%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483362 | PA      | $489927.68    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241206 | PA      | $240436.90    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65777 | PA      | $65531.25     | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89828 | PA      | $90804.25     | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133579 | PA      | $136508.49    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37261 | PA      | $38524.91     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283394 | PA      | $287193.10    | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E04M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20906 | PA      | $17941.29     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0AL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19900 | PA      | $17743.50     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0FK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235562 | PA      | $202716.04    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0M25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    703462 | PA      | $706167.96    | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0M82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21611 | PA      | $22004.26     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133BU2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56541 | PA      | $57408.15     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KKB65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100283 | PA      | $86044.30     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KMNK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32623 | PA      | $31052.64     | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276449 | PA      | $236755.31    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220795 | PA      | $189803.12    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KRQ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174807 | PA      | $174682.67    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427M6M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278222 | PA      | $285368.71    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MDM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352113 | PA      | $346607.43    | 0.04%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MLS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59125 | PA      | $60533.31     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MVW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195341 | PA      | $199891.80    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MYD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169898 | PA      | $157007.04    | 0.02%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427NKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130391 | PA      | $133427.27    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $503430.65    | 0.06%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    670000 | PA      | $712527.04    | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $367324.04    | 0.04%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    180106 | PA      | $180063.16    | 0.02%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37546.96     | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC            | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    248354 | PA      | $249847.67    | 0.03%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                            | Whirlpool Corp                                                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125966.71    | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos Inc/The                                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91498.84     | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                     | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180235.08    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T            | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246304 | PA      | $250360.47    | 0.03%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                   | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18669.64     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                  | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    367000 | PA      | $385675.61    | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                  | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18658.01     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC               | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88000 | PA      | $85610.40     | 0.01%             | 2055-06-25      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC               | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $81631.78     | 0.01%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                 | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10104.79     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                             | AIA Group Ltd                                                                    | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    213000 | PA      | $169704.57    | 0.02%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-GW                                                                 | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192000 | PA      | $192388.35    | 0.02%             | 2042-07-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129158.54    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15229.16     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                      | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $259275.11    | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                     | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14504.66     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1240395.40   | 0.14%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112873.90    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290225.74    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                  | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $521700.61    | 0.06%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                  | Export-Import Bank of Korea                                                      | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    490000 | PA      | $488343.84    | 0.05%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                    | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7256.16      | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                               | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10077.44     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    217000 | PA      | $214514.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                       | Air Liquide Finance SA                                                           | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    238000 | PA      | $185062.80    | 0.02%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                    | Extra Space Storage LP                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368672.12    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11530.50     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    253000 | PA      | $237628.95    | 0.03%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426023 | PA      | $394962.07    | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $556002.74    | 0.06%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    192000 | PA      | $201390.33    | 0.02%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140840 | PA      | $134720.76    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank              | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134404 | PA      | $136304.72    | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                      | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    436000 | PA      | $403107.44    | 0.04%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60008.30     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                 | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $409193.64    | 0.05%             | 2039-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                            | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6028.69      | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    455000 | PA      | $392209.01    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $254513.72    | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10067.91     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    573000 | PA      | $494401.83    | 0.06%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196123.45    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351624.64    | 0.04%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $200083.14    | 0.02%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $437100.74    | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211000.65    | 0.02%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                  | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     92000 | PA      | $74516.83     | 0.01%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15559.88     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                   | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194442.92    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                     | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16516.95     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                  | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7849.36      | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                      | Allina Health System                                                             | CUSIP: 01959LAA0<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    582000 | PA      | $540371.00    | 0.06%             | 2045-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                        | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8359.71      | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                      | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421231.57    | 0.05%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $31960.32     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436367.43    | 0.05%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1209479.06   | 0.13%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                              | SK hynix Inc                                                                     | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1290000 | PA      | $1346700.65   | 0.15%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                              | SK hynix Inc                                                                     | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1156000 | PA      | $1197308.11   | 0.13%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust             | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124000 | PA      | $122827.09    | 0.01%             | 2038-05-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                       | SG Residential Mortgage Trust 2021-2                                             | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65765 | PA      | $57080.22     | 0.01%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust 2025-1                                         | CUSIP: 16160TAD0<br>LEI: 529900UNQTJFSNGLF721 | Long             | ABS-MBS          | CORP              | US        |    296402 | PA      | $301335.70    | 0.03%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284546 | PA      | $289203.79    | 0.03%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz            | SFS Auto Receivables Securitization Trust 2024-1                                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $332455.18    | 0.04%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                              | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5982.16      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                  | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68650.96     | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                     | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5900.81      | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    657000 | PA      | $705999.20    | 0.08%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233828.29    | 0.03%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391163.01    | 0.04%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205303.57    | 0.02%             | 2028-07-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5255.78      | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109030.38    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                        | Siemens Funding BV                                                               | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $299399.86    | 0.03%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                        | Siemens Funding BV                                                               | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $301810.81    | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125330 | PA      | $126561.79    | 0.01%             | 2041-06-20      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93184 | PA      | $93576.13     | 0.01%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                             | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211554.89    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14361.85     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124867 | PA      | $125021.04    | 0.01%             | 2044-08-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2021-2 Receivables Funding LLC                                  | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10274 | PA      | $10179.03     | 0.00%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    590000 | PA      | $576610.15    | 0.06%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    211000 | PA      | $170062.27    | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443604.40    | 0.05%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XMP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71735 | PA      | $61045.63     | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406748 | PA      | $361765.81    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550843 | PA      | $559448.28    | 0.06%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77105 | PA      | $78360.64     | 0.01%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                   | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    227000 | PA      | $263758.71    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53939 | PA      | $54676.35     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278122 | PA      | $278693.18    | 0.03%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                   | Simon Property Group LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86816.44     | 0.01%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                       | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29306.03     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152260 | PA      | $152270.00    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XPCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53720 | PA      | $53759.43     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                     | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138021.05    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                    | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7967.05      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XR5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430264 | PA      | $437515.05    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215225 | PA      | $184667.81    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                              | Stryker Corp                                                                     | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    354000 | PA      | $313733.75    | 0.03%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                        | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247500 | PA      | $249912.95    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22279 | PA      | $19942.51     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178160 | PA      | $145684.13    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                 | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9041.44      | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    182000 | PA      | $150309.28    | 0.02%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324896 | PA      | $328975.39    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1410661 | PA      | $1411012.10   | 0.16%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25777.87     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50679.42     | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1524805 | PA      | $1547117.02   | 0.17%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                           | 180 Medical Inc                                                                  | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199256.27    | 0.02%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68089.14     | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314435.37    | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    428000 | PA      | $425059.24    | 0.05%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    413000 | PA      | $383795.93    | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    832000 | PA      | $809072.99    | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $306222.55    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    235000 | PA      | $238364.77    | 0.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163079.76    | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                  | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18233.87     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     11000 | PA      | $10836.00     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                  | Texas Eastern Transmission LP                                                    | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    297000 | PA      | $292971.83    | 0.03%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286526.03    | 0.03%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555737.13    | 0.06%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORP                      | Thomson Reuters Corp                                                             | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $94867.16     | 0.01%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                       | Toledo Hospital/The                                                              | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135916.47    | 0.02%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $86093.48     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                   | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $339838.25    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                   | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110519 | PA      | $112744.23    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                  | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24089 | PA      | $23013.26     | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                  | United Airlines 2019-2 Class AA Pass Through Trust                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150661 | PA      | $138646.08    | 0.02%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                   | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421703 | PA      | $446627.15    | 0.05%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                   | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162679 | PA      | $162295.87    | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                  | United Airlines 2024-1 Class AA Pass Through Trust                               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637244 | PA      | $662657.07    | 0.07%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    140000 | PA      | $130328.36    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    403000 | PA      | $390889.85    | 0.04%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    349000 | PA      | $356381.35    | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    333000 | PA      | $325750.59    | 0.04%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $214262.00    | 0.02%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    599000 | PA      | $656362.47    | 0.07%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1666000 | PA      | $1748974.61   | 0.20%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1659000 | PA      | $1740265.09   | 0.19%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    587000 | PA      | $623412.34    | 0.07%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2512000 | PA      | $2594964.68   | 0.29%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $23991.43     | 0.00%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $23734.27     | 0.00%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $15974.14     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    636000 | PA      | $532433.54    | 0.06%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2170000 | PA      | $1719979.30   | 0.19%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    248000 | PA      | $221434.09    | 0.02%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    194000 | PA      | $141916.04    | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    298000 | PA      | $217918.32    | 0.02%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    714000 | PA      | $556864.22    | 0.06%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $391500.58    | 0.04%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    802000 | PA      | $651155.08    | 0.07%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $499434.38    | 0.06%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    794000 | PA      | $585481.95    | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1047000 | PA      | $675969.38    | 0.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $525911.13    | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338000 | PA      | $204470.20    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $434355.47    | 0.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2028000 | PA      | $1032299.54   | 0.12%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98000 | PA      | $62643.39     | 0.01%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    589000 | PA      | $381319.98    | 0.04%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9954000 | PA      | $5405488.64   | 0.60%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    638000 | PA      | $422699.92    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1403000 | PA      | $810561.34    | 0.09%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $456250.00    | 0.05%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1372000 | PA      | $892684.30    | 0.10%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147000 | PA      | $110100.39    | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $319960.55    | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    637000 | PA      | $438596.90    | 0.05%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2493000 | PA      | $1425830.44   | 0.16%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                   | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11473.53     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    320000 | PA      | $313944.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    177000 | PA      | $198187.99    | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178000 | PA      | $181905.24    | 0.02%             | 2055-05-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298401 | PA      | $303143.43    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93200 | PA      | $95502.56     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818074 | PA      | $831581.41    | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    912583 | PA      | $925091.22    | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313523 | PA      | $313842.96    | 0.03%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78470 | PA      | $79511.92     | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253455 | PA      | $260297.74    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96548 | PA      | $98876.03     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21417 | PA      | $21922.11     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53585 | PA      | $52367.29     | 0.01%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131551 | PA      | $133064.93    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30746 | PA      | $31788.23     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151874 | PA      | $153745.57    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110778 | PA      | $113308.84    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248652 | PA      | $251355.45    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133941 | PA      | $136877.59    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91045.29     | 0.01%             | 2037-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                             | Banner Health                                                                    | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $727241.20    | 0.08%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SO FLOR INC                  | Baptist Health South Florida Inc                                                 | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |    370000 | PA      | $328074.07    | 0.04%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $59196.72     | 0.01%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                               | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $256964.80    | 0.03%             | 2027-03-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    343000 | PA      | $352934.61    | 0.04%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87879 | PA      | $88728.72     | 0.01%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75758 | PA      | $75851.44     | 0.01%             | 2031-01-20      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                 | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4824.04      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                  | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3153.83      | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                            | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    343000 | PA      | $331436.72    | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                            | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442440.99    | 0.05%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    822000 | PA      | $846142.59    | 0.09%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76413.35     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                  | Engie SA                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    311000 | PA      | $320993.27    | 0.04%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                   | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9491.47      | 0.00%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC            | Enterprise Fleet Financing 2025-2 LLC                                            | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $298132.52    | 0.03%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    346000 | PA      | $318933.11    | 0.04%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $51641.28     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202970.27    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                               | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56701.61     | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                               | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279345.40    | 0.03%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                           | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6038.95      | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                       | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    136000 | PA      | $148472.47    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                     | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62838.12     | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                              | Evergy Metro Inc                                                                 | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61522.10     | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                               | Exelon Corp                                                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136966.19    | 0.02%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables             | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $376271.32    | 0.04%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                  | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    147000 | PA      | $118578.12    | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                  | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     11000 | PA      | $11342.94     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120774 | PA      | $107333.93    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2609245 | PA      | $2412957.66   | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    713450 | PA      | $636292.91    | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76989 | PA      | $71197.33     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755165 | PA      | $724163.23    | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29396 | PA      | $23984.65     | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62980 | PA      | $61827.25     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435716 | PA      | $388042.79    | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1478317 | PA      | $1417628.07   | 0.16%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253911 | PA      | $243460.53    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74462 | PA      | $73091.42     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292132 | PA      | $270802.00    | 0.03%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110454 | PA      | $105675.62    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202598 | PA      | $198994.17    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24056 | PA      | $24408.18     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125403 | PA      | $123056.44    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141550 | PA      | $141660.15    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427NPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136527 | PA      | $139583.13    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427QPJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49953 | PA      | $51152.48     | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3142GSBY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136086 | PA      | $136059.52    | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3142J6A37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1673074 | PA      | $1638743.03   | 0.18%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3142J6BS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83836 | PA      | $83502.49     | 0.01%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                  | Florida Power & Light Co                                                         | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    226000 | PA      | $188379.55    | 0.02%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O            | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $269687.53    | 0.03%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O            | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $823912.14    | 0.09%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F            | Ford Credit Auto Owner Trust/Ford Credit                                         | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $371869.92    | 0.04%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust              | Ford Credit Auto Owner Trust 2024-A                                              | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $157661.58    | 0.02%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                       | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    349000 | PA      | $294240.63    | 0.03%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                      | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4010.17      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                     | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    196000 | PA      | $204245.77    | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                  | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200750 | PA      | $201245.92    | 0.02%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                  | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87297 | PA      | $88365.50     | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $235210.56    | 0.03%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $214130.35    | 0.02%             | 2045-02-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7875.78      | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                              | KBC Group NV                                                                     | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    245000 | PA      | $252478.83    | 0.03%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                      | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6698.72      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                   | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    435000 | PA      | $441153.22    | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                  | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6260.18      | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                 | Kellanova                                                                        | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37342.20     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    177000 | PA      | $164115.10    | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                             | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21416.47     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                      | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10993.42     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                      | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13945.50     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $506308.38    | 0.06%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                     | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11495.58     | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59534.20     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9344.32      | 0.00%             | 2051-12-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392812.13    | 0.04%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156661.62    | 0.02%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135848.32    | 0.02%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219649.49    | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $294321.34    | 0.03%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255285.94    | 0.03%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                         | CUSIP: 617941AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218785 | PA      | $219834.61    | 0.02%             | 2070-01-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                 | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    508000 | PA      | $526198.06    | 0.06%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                 | Mosaic Co/The                                                                    | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240314.44    | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTIVA ENTERPRISES LLC                    | Motiva Enterprises LLC                                                           | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |     36000 | PA      | $39204.34     | 0.00%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                     | Mount Nittany Medical Center Obligated Group                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    768000 | PA      | $589523.14    | 0.07%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261051 | PA      | $262265.80    | 0.03%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                        | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    510000 | PA      | $504541.63    | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  37953716 | NS      | $37953716.13  | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104659.69    | 0.01%             | 2042-07-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503880.60    | 0.06%             | 2044-02-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YS47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46591 | PA      | $45534.18     | 0.01%             | 2054-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71018 | PA      | $71816.48     | 0.01%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161571 | PA      | $157893.55    | 0.02%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32969 | PA      | $33339.49     | 0.00%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72935 | PA      | $74396.38     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63867 | PA      | $64471.86     | 0.01%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37854 | PA      | $36974.72     | 0.00%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23393 | PA      | $23345.03     | 0.00%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40227 | PA      | $40619.69     | 0.00%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28740 | PA      | $28683.32     | 0.00%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11605.99     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165652 | PA      | $165135.75    | 0.02%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106593 | PA      | $105226.79    | 0.01%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113181 | PA      | $107488.47    | 0.01%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MRT MID PART/MRT MID FIN                  | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7218.30      | 0.00%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                         | Mount Sinai Hospital/The                                                         | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24885.58     | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                   | MultiCare Health System                                                          | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |     82000 | PA      | $50166.14     | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2025-1 LLC                                                                   | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105880 | PA      | $107626.55    | 0.01%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                    | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421518.51    | 0.05%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2023-1 LLC                                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38869 | PA      | $39283.68     | 0.00%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2023-1 LLC                                                                   | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194347 | PA      | $196876.44    | 0.02%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

**Name of Applicant:** Trust for Professional Managers

**Signature:** /s/ Kelly Strauss

**Name of Signer:** Kelly Strauss

**Title:** Treasurer