# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0000842790-26-000089
**Filing Date:** 2026-4
**Character Count:** 406813
**Document Hash:** ca84a21e65fd2507298d1e75f202c118
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000842790-26-000089.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0000842790-26-000089

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790

**ORGANIZATION NAME:**
- **EIN:** 760343427
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 26913418

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS
- **DATE OF NAME CHANGE:** 20000921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM PRIME RATE PREMIUM INCOME FUND INC
- **DATE OF NAME CHANGE:** 19910320

## Series and Classes Contracts Data

### INVESCO Short Term Bond Fund (Series ID: S000000256)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000621 | Class A      | STBAX           |
| C000000622 | Class C      | STBCX           |
| C000000623 | Class R      | STBRX           |
| C000023124 | CLASS R5     | ISTBX           |
| C000071217 | Class Y      | STBYX           |
| C000120677 | Class R6     | ISTFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AIM Investment Securities Funds (Invesco Investment Securities Funds)

- **b. Investment Company Act file number:** 811-05686

- **c. CIK number of Registrant:** 0000842790

- **d. LEI of Registrant:** G61U5I6LJJEX0O3SU057

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

  - **Street Address 1:** 11 Greenway Plaza

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77046-1173

  - **Telephone number:** 800-959-4246

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

- **a. Name of Series:** Invesco Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000000256

- **c. LEI of Series:** XXR2E65IO7TCD1YSZT79

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $2252107476.48

**Total Liabilities:** $149200743.75

**Net Assets:** $2102906732.73

**Delayed Delivery Securities:** $25055882.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6298.29861618 | **1-Year:** -175502.05058245 | **5-Year:** -226356.05006241 | **10-Year:** -39529.87451480 | **30-Year:** -8552.17242583

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

- **3-Month:** -144.04205200 | **1-Year:** -9812.85760758 | **5-Year:** -21959.04718958 | **10-Year:** -572.03889152 | **30-Year:** -2.10318165

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000621 | 0.49%                | 0.35%                | 0.47%                |
| Class ID C000000622 | 0.46%                | 0.32%                | 0.44%                |
| Class ID C000000623 | 0.34%                | 0.44%                | 0.32%                |
| Class ID C000023124 | 0.38%                | 0.49%                | 0.36%                |
| Class ID C000071217 | 0.50%                | 0.36%                | 0.48%                |
| Class ID C000120677 | 0.39%                | 0.49%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1204252.77              | $-1446581.28                               |
| Month 2  | $1191271.90              | $198059.08                                 |
| Month 3  | $375719.42               | $4463388.93                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citigroup Inc.                                            | Citigroup Inc., Series T                                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10832000 | PA      | $10888997.98  | 0.52%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8143 | PA      | $8817.20      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                | Allison Transmission, Inc.                                                           | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5458362.48   | 0.26%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                        | Plains All American Pipeline, L.P., Series B                                         | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   4776000 | PA      | $4775466.52   | 0.23%             | N/A             | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31384A6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16896 | PA      | $17707.84     | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The), Series O                                            | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6402000 | PA      | $6442780.74   | 0.31%             | N/A             | Variable      | 5.30%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283GRH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       119 | PA      | $119.40       | 0.00%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31390RYJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55208 | PA      | $57875.69     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39640 | PA      | $41271.62     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      2331 | PA      | $97.30        | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Pass-Through Ctfs.      | Structured Asset Securities Corp. Pass-Through Ctfs., Series 2002-AL1, Class AIO     | CUSIP: 86358RYA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125038 | PA      | $6084.68      | 0.00%             | 2032-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     24161 | PA      | $2170.23      | 0.00%             | 2032-09-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, PO                                                       | CUSIP: 3136FART9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     10140 | PA      | $9413.23      | 0.00%             | 2032-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14115 | PA      | $705.47       | 0.00%             | 2035-03-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                    | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4                  | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24963 | PA      | $23660.50     | 0.00%             | 2035-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust        | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-J4, Class A7         | CUSIP: 126694RQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227041 | PA      | $189366.48    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA                | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3345127 | PA      | $261.92       | 0.00%             | 2048-02-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371K3B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13297 | PA      | $13857.02     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296KPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23006 | PA      | $23154.26     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296XJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6337 | PA      | $6579.46      | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296YGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23587 | PA      | $23910.11     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297APP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39578 | PA      | $39997.56     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297BTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13382 | PA      | $14039.13     | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128K7XS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2988 | PA      | $3102.38      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31287PHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12533 | PA      | $13176.09     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4077 | PA      | $4233.07      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1626 | PA      | $1688.35      | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128LXNJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104603 | PA      | $108523.97    | 0.01%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M6FN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128628 | PA      | $134979.08    | 0.01%             | 2035-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31368HKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8003 | PA      | $8204.90      | 0.00%             | 2030-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31368HLX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92259 | PA      | $96047.37     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371KSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10713 | PA      | $11114.95     | 0.00%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31374GB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3870 | PA      | $3881.46      | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402DPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117370 | PA      | $121741.43    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402RHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40640 | PA      | $42153.02     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402U5D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3089 | PA      | $3238.15      | 0.00%             | 2033-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403C5V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98751 | PA      | $101611.51    | 0.00%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62072 | PA      | $63700.09     | 0.00%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93448 | PA      | $97962.64     | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63191 | PA      | $66243.70     | 0.00%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58816 | PA      | $61242.40     | 0.00%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22303 | PA      | $23180.93     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410FV77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114946 | PA      | $120503.57    | 0.01%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410FV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14240 | PA      | $14926.26     | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410GVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82715 | PA      | $85403.55     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410KQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119148 | PA      | $123602.77    | 0.01%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410KWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339904 | PA      | $359478.45    | 0.02%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36202DFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2605 | PA      | $2692.06      | 0.00%             | 2030-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36205R6K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9 | PA      | $9.14         | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36205YBQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1180 | PA      | $1185.65      | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36206JK45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        22 | PA      | $22.10        | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36207GK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       110 | PA      | $110.38       | 0.00%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36207VWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       637 | PA      | $643.62       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36208DUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       137 | PA      | $138.92       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36208WEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       116 | PA      | $117.09       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       184 | PA      | $185.44       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36209BA24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       136 | PA      | $136.57       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TDPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     50504 | PA      | $51127.42     | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133THTM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     30740 | PA      | $31381.97     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     44378 | PA      | $2440.79      | 0.00%             | 2029-02-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     45605 | PA      | $46375.32     | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     33366 | PA      | $2684.56      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31359XCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13635 | PA      | $13876.05     | 0.00%             | 2029-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    148118 | PA      | $13191.97     | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     17501 | PA      | $1575.99      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TNPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      8269 | PA      | $8573.09      | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TSMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     41227 | PA      | $2128.02      | 0.00%             | 2029-06-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11319 | PA      | $11836.71     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133994L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     19702 | PA      | $19902.14     | 0.00%             | 2031-08-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31339GRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     57414 | PA      | $60262.60     | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 313921R34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     50229 | PA      | $4736.94      | 0.00%             | 2031-11-18      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ATX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8975 | PA      | $445.22       | 0.00%             | 2031-12-18      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392AZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13510 | PA      | $1332.36      | 0.00%             | 2031-11-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     11880 | PA      | $1024.98      | 0.00%             | 2032-01-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40777 | PA      | $4680.04      | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     21096 | PA      | $2088.28      | 0.00%             | 2032-03-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31339W2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     51934 | PA      | $54631.19     | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     12367 | PA      | $12514.32     | 0.00%             | 2032-04-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     57729 | PA      | $5938.16      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     12543 | PA      | $1307.16      | 0.00%             | 2032-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DPX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     26975 | PA      | $2642.54      | 0.00%             | 2032-03-18      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     28800 | PA      | $30126.61     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392KGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     10660 | PA      | $10780.78     | 0.00%             | 2032-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     25523 | PA      | $2015.23      | 0.00%             | 2032-04-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392MHL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     39185 | PA      | $41169.24     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     38800 | PA      | $2725.98      | 0.00%             | 2032-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11925 | PA      | $12065.30     | 0.00%             | 2032-02-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     21029 | PA      | $2379.42      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     16732 | PA      | $1720.50      | 0.00%             | 2032-07-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11960 | PA      | $12100.77     | 0.00%             | 2032-02-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     12838 | PA      | $1170.88      | 0.00%             | 2032-09-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     16826 | PA      | $1623.17      | 0.00%             | 2032-04-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     22864 | PA      | $2350.86      | 0.00%             | 2032-07-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31392RT84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      9872 | PA      | $567.87       | 0.00%             | 2029-09-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8189 | PA      | $8197.79      | 0.00%             | 2032-10-18      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      3807 | PA      | $3852.28      | 0.00%             | 2032-04-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      9346 | PA      | $496.26       | 0.00%             | 2032-12-18      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392X3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      9479 | PA      | $9589.93      | 0.00%             | 2032-02-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31393FG91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     16035 | PA      | $920.07       | 0.00%             | 2029-06-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     43484 | PA      | $4099.62      | 0.00%             | 2032-12-18      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    130711 | PA      | $13926.63     | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      1165 | PA      | $1165.72      | 0.00%             | 2033-01-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     24987 | PA      | $3208.43      | 0.00%             | 2033-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31393APX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    336908 | PA      | $39436.14     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     85101 | PA      | $9287.39      | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     47279 | PA      | $7185.31      | 0.00%             | 2033-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     67836 | PA      | $8208.88      | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                    | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52461 | PA      | $50847.76     | 0.00%             | 2033-10-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13192 | PA      | $13176.75     | 0.00%             | 2033-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     63656 | PA      | $8250.31      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     65478 | PA      | $8497.79      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     45437 | PA      | $5884.02      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     22520 | PA      | $3066.45      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    182105 | PA      | $11961.08     | 0.00%             | 2035-01-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394B6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    318442 | PA      | $25996.47     | 0.00%             | 2035-02-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    146499 | PA      | $13393.18     | 0.00%             | 2035-03-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31394CY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    426378 | PA      | $443775.96    | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     46672 | PA      | $1696.01      | 0.00%             | 2035-05-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     63382 | PA      | $2968.77      | 0.00%             | 2035-05-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16229 | PA      | $15756.40     | 0.00%             | 2035-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     89639 | PA      | $4632.93      | 0.00%             | 2035-07-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust        | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-17, Class 1A8        | CUSIP: 12669G5U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118733 | PA      | $118885.73    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31395XN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    615254 | PA      | $632744.36    | 0.03%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     35209 | PA      | $4577.43      | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1                 | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67391 | PA      | $65707.93     | 0.00%             | 2035-10-25      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                    | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1                  | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102895 | PA      | $95103.60     | 0.00%             | 2035-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     51714 | PA      | $5698.16      | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                              | Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3                              | CUSIP: 16162WPX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156121 | PA      | $145581.00    | 0.01%             | 2036-01-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40256 | PA      | $48665.68     | 0.00%             | 2036-03-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                             | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269868 | PA      | $264115.16    | 0.01%             | 2035-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31395DUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     82008 | PA      | $97977.98     | 0.00%             | 2036-06-25      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31395DUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     30939 | PA      | $37502.40     | 0.00%             | 2036-06-25      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     16258 | PA      | $18637.63     | 0.00%             | 2036-06-25      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                    | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2359 | PA      | $1931.47      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     17643 | PA      | $2014.68      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68433 | PA      | $68378.40     | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31396PVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    432069 | PA      | $449924.71    | 0.02%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     75406 | PA      | $6079.95      | 0.00%             | 2037-06-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     24935 | PA      | $2684.65      | 0.00%             | 2037-12-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     22349 | PA      | $2059.75      | 0.00%             | 2038-04-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    358662 | PA      | $30887.99     | 0.00%             | 2038-05-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     30897 | PA      | $1667.58      | 0.00%             | 2038-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     65965 | PA      | $6287.12      | 0.00%             | 2039-12-15      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     60705 | PA      | $59016.52     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    422099 | PA      | $28841.16     | 0.00%             | 2041-04-16      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    167906 | PA      | $12792.28     | 0.00%             | 2041-10-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3137AEH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     40400 | PA      | $39336.78     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 3136A4HF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     39207 | PA      | $38951.78     | 0.00%             | 2042-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    136651 | PA      | $9771.05      | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3137ARKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    222222 | PA      | $2802.11      | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A9XT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     92140 | PA      | $1129.74      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    413179 | PA      | $48876.14     | 0.00%             | 2042-12-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AB5N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     99111 | PA      | $11162.33     | 0.00%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     39571 | PA      | $728.48       | 0.00%             | 2027-12-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    116677 | PA      | $2187.88      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association, IO                                         | CUSIP: 38380HHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1195120 | PA      | $213005.47    | 0.01%             | 2047-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17936299 | PA      | $220198.56    | 0.01%             | 2050-10-12      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8234165 | PA      | $99304.03     | 0.00%             | 2050-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                         | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6351605 | PA      | $66486.69     | 0.00%             | 2050-11-13      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6811353 | PA      | $82250.49     | 0.00%             | 2050-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9715650 | PA      | $121098.78    | 0.01%             | 2050-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16382962 | PA      | $149268.44    | 0.01%             | 2051-01-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500206.55   | 0.07%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3137AXEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    110808 | PA      | $1550.97      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UPL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     74962 | PA      | $1282.81      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association, IO                                         | CUSIP: 38380HQY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1300222 | PA      | $170744.56    | 0.01%             | 2047-10-16      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410RRM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45364 | PA      | $47615.12     | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     48941 | PA      | $709.52       | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136APZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   1696677 | PA      | $165550.84    | 0.01%             | 2035-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AYAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   3517102 | PA      | $386001.56    | 0.02%             | 2047-09-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2215 | PA      | $2285.76      | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371KN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74668 | PA      | $77469.07     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31384VYU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       602 | PA      | $623.95       | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136ASXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    459730 | PA      | $57919.17     | 0.00%             | 2046-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                   | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    737000 | PA      | $736455.43    | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5617000 | PA      | $5703568.98   | 0.27%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36206UQ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        24 | PA      | $23.51        | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                         | Chase Home Lending Mortgage Trust, Series 2019-ATR1, Class A1                        | CUSIP: 16158RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39928 | PA      | $38844.34     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B93W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    496030 | PA      | $52575.03     | 0.00%             | 2044-01-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AXQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    304779 | PA      | $60649.91     | 0.00%             | 2047-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                        | Berry Global, Inc.                                                                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    611000 | PA      | $611128.37    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   2871282 | NS      | $2871282.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.     | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  20408719 | PA      | $517010.01    | 0.02%             | 2029-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                             | Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A4                            | CUSIP: 17307GLB2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     23978 | PA      | $22836.66     | 0.00%             | 2034-08-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                        | British Airways Pass-Through Trust                                                   | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    139889 | PA      | $136832.35    | 0.01%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.     | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  19532560 | PA      | $21897.95     | 0.00%             | 2026-05-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                         | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3                        | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1262805 | PA      | $1180936.21   | 0.06%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1                      | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348122 | PA      | $337324.44    | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2019-NQM3, Class A1                                               | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697304 | PA      | $689345.03    | 0.03%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc.                                                                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6006644.40   | 0.29%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1086527.70   | 0.05%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1                      | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722401 | PA      | $688798.94    | 0.03%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                    | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300790 | PA      | $295151.56    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                           | Residential Mortgage Loan Trust, Series 2020-1, Class A1                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31174 | PA      | $31070.79     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2020-AFC1, Class A1                     | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1998342 | PA      | $1937528.71   | 0.09%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59804 | PA      | $57944.48     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                     | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   1546077 | NS      | $1546077.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36225AQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16 | PA      | $16.47        | 0.00%             | 2026-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                           | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  31197513 | NS      | $31197512.74  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                | MMAF Equipment Finance LLC, Series 2020-A, Class A3                                  | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    726156 | PA      | $722593.52    | 0.03%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                    | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258860 | PA      | $1214524.47   | 0.06%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  80117365 | NS      | $80117365.00  | 3.81%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2020-NQM2, Class A1                                               | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419409 | PA      | $406589.58    | 0.02%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2020-5, Class A1                                    | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534918 | PA      | $519238.75    | 0.02%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Invesco High Yield Systematic Bond ETF                    | Invesco High Yield Systematic Bond ETF                                               | CUSIP: 46090A853<br>LEI: 549300RW20HYQZ1T7698 | Long             | EC               | RF                | US        |    195200 | NS      | $4393385.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass-Through Trust                        | United Airlines Pass-Through Trust, Series 20-1                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826389 | PA      | $846812.54    | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                        | Hilton Domestic Operating Co. Inc.                                                   | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1753550.64   | 0.08%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                               | Visio Trust, Series 2020-1R, Class A1                                                | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395971 | PA      | $385670.91    | 0.02%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34906.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1                      | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421506 | PA      | $405835.49    | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                | CrowdStrike Holdings, Inc.                                                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2566629.45   | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-R1, Class A1                                 | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503567 | PA      | $489971.84    | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1                     | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582460 | PA      | $535892.50    | 0.03%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-1, Class A1B                                 | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1387648 | PA      | $1278260.70   | 0.06%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust, Series 2021-1, Class A1                          | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    819183 | PA      | $729001.85    | 0.03%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                           | Air Lease Corp., Series B                                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1650133.72   | 0.08%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2966000 | PA      | $2966700.51   | 0.14%             | 2027-03-09      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.         | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125249.25    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                      | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A                        | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   4147360 | PA      | $3947513.46   | 0.19%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1                     | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2993412 | PA      | $2726676.61   | 0.13%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-2, Class A1                                  | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899350 | PA      | $832465.75    | 0.04%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp., ARM                                                | CUSIP: 3128LU4Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5127 | PA      | $5297.03      | 0.00%             | 2038-01-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                       | Zaxby's Funding LLC, Series 2021-1A, Class A2                                        | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9545225 | PA      | $9165571.31   | 0.44%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P., Series H                                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175896.92    | 0.01%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    246000 | PA      | $246468.98    | 0.01%             | 2027-09-10      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                | Essential Properties, L.P.                                                           | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1419382.05   | 0.07%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                    | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2046529 | PA      | $1807354.49   | 0.09%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                         | Sonic Capital LLC, Series 2021-1A, Class A2I                                         | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4406392 | PA      | $4148016.74   | 0.20%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403J7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       634 | PA      | $657.64       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association, ARM                                           | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3163 | PA      | $3256.95      | 0.00%             | 2038-03-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31375W6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8 | PA      | $8.40         | 0.00%             | 2026-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31389X4V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1896 | PA      | $1966.64      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31386RLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6044 | PA      | $6268.98      | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp., ARM                                                | CUSIP: 3128QJWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1394 | PA      | $1446.36      | 0.00%             | 2037-02-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1                          | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256348 | PA      | $252506.05    | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31388UJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1018 | PA      | $1055.88      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31391B6M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       134 | PA      | $139.12       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31383S2A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       118 | PA      | $123.69       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                  | Oceanview Mortgage Trust, Series 2021-3, Class A5                                    | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3347544 | PA      | $3070009.96   | 0.15%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust, Series 2021-8INV, Class A6                                  | CUSIP: 33852HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455052 | PA      | $1336112.48   | 0.06%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6                      | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3781694 | PA      | $3464781.62   | 0.16%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                   | Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4                  | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2884726 | PA      | $2641423.12   | 0.13%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TM7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      8909 | PA      | $9152.90      | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2021-INV1, Class A4                     | CUSIP: 12661XAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9590684 | PA      | $8911562.03   | 0.42%             | 2056-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3129354W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275908 | PA      | $287587.40    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                           | Gap, Inc. (The)                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1211085.06   | 0.06%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                 | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8                   | CUSIP: 07336GAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4110701 | PA      | $3770062.18   | 0.18%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                   | Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4                  | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2879203 | PA      | $2631314.32   | 0.13%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                             | Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3                            | CUSIP: 17329VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4123265.90   | 0.20%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                    | Medline Borrower, L.P.                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   3363000 | PA      | $3309717.97   | 0.16%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2021-LGCY, Class A                                                  | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $24987370.00  | 1.19%             | 2036-10-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                        | Vertiv Group Corp.                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |  11855000 | PA      | $11814945.16  | 0.56%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust, Series 2021-11IN, Class A6                                  | CUSIP: 33851TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6881131 | PA      | $6304973.04   | 0.30%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31389R7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18583 | PA      | $19284.70     | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145392 | PA      | $142015.16    | 0.01%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     35741 | PA      | $2305.68      | 0.00%             | 2035-02-15      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     76707 | PA      | $4823.79      | 0.00%             | 2035-05-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73369 | PA      | $76841.63     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association, ARM                                           | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9675 | PA      | $10077.10     | 0.00%             | 2035-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    324078 | PA      | $17880.37     | 0.00%             | 2037-04-16      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                 | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1                   | CUSIP: 07336JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5002505 | PA      | $4478009.54   | 0.21%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Roblox Corp.                                              | Roblox Corp.                                                                         | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $9746321.34   | 0.46%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                      | American Airlines Pass-Through Trust, Series B                                       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    788435 | PA      | $767321.66    | 0.04%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                              | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2581069 | PA      | $2580716.47   | 0.12%             | 2038-11-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                 | MFA Trust, Series 2021-INV2, Class A1                                                | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5005310 | PA      | $4651666.62   | 0.22%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2021-NQM4, Class A1                                                | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4435872 | PA      | $3928927.67   | 0.19%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-7, Class A1                                  | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4131632 | PA      | $3883708.41   | 0.18%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2021-7, Class A1                                    | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7964300 | PA      | $7080372.62   | 0.34%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential Trust, Series 2021-SFR10, Class A                               | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3058619 | PA      | $2932325.27   | 0.14%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                  | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                    | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3777219 | PA      | $3512568.22   | 0.17%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust, Series 2022-1, Class A1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2931726 | PA      | $2664695.39   | 0.13%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3595785 | PA      | $3325866.97   | 0.16%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series RR                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1565660.57   | 0.07%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2022-LBA6, Class A                                                  | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5550000 | PA      | $5556718.83   | 0.26%             | 2039-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2022-LBA6, Class B                                                  | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3435000 | PA      | $3436950.74   | 0.16%             | 2039-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2022-LBA6, Class C                                                  | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1836401.21   | 0.09%             | 2039-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                  | COLT Mortgage Loan Trust, Series 2022-1, Class A1                                    | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2789031 | PA      | $2616067.32   | 0.12%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                         | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3692214 | PA      | $3387306.01   | 0.16%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2022-1, Class A1                                  | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850183 | PA      | $2748372.05   | 0.13%             | 2067-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2022-1, Class A1                                    | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5124773 | PA      | $4982319.66   | 0.24%             | 2066-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                    | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3358315 | PA      | $3317215.40   | 0.16%             | 2067-01-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                  | COLT Mortgage Loan Trust, Series 2022-2, Class A1                                    | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3083784 | PA      | $3006243.90   | 0.14%             | 2067-02-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1                      | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2981125 | PA      | $2871171.96   | 0.14%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36200DGP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106522 | PA      | $109062.38    | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RUN Trust                                                 | RUN Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2518576 | PA      | $2517747.30   | 0.12%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                          | Sealed Air Corp.                                                                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1815638.40   | 0.09%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31384WPH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12591 | PA      | $12934.21     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31385C3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2680 | PA      | $2723.98      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1                     | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4173791 | PA      | $4163589.69   | 0.20%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential Trust, Series 2022-SFR5, Class A                                | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8177258 | PA      | $8177381.11   | 0.39%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                    | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1741215.68   | 0.08%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| IP Lending IV Ltd.                                        | IP Lending IV Ltd., Series 2022-4A, Class SNR                                        | CUSIP: 44989DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6557000 | PA      | $6555032.90   | 0.31%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4163315 | PA      | $4153755.33   | 0.20%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                      | Textainer Marine Containers VII Ltd., Series 2021-3A, Class A                        | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1760000 | PA      | $1610350.78   | 0.08%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2022-NQM7, Class A1                                                | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540263 | PA      | $2540000.35   | 0.12%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                               | PRKCM Trust, Series 2022-AFC2, Class A1                                              | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3892106 | PA      | $3898807.62   | 0.19%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    258911 | PA      | $259959.66    | 0.01%             | 2042-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                     | WEC Energy Group Inc.                                                                | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    452000 | PA      | $460123.43    | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                              | Komatsu Finance America Inc.                                                         | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2414670.58   | 0.11%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5123000 | PA      | $5417849.14   | 0.26%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | CarMax Auto Owner Trust, Series 2022-4, Class A4                                     | CUSIP: 14318UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11274000 | PA      | $11383285.65  | 0.54%             | 2028-07-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                              | Keybank N.A.                                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1826110.48   | 0.09%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| National Securities Clearing Corp.                        | National Securities Clearing Corp.                                                   | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2290949.46   | 0.11%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    676000 | PA      | $690417.82    | 0.03%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                           | Open Text Corp.                                                                      | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    232000 | PA      | $238437.07    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-5A, Class A                  | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6333333 | PA      | $6346687.82   | 0.30%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                             | ArcelorMittal                                                                        | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1383000 | PA      | $1438547.89   | 0.07%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    348000 | PA      | $354792.45    | 0.02%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2177556.64   | 0.10%             | 2026-03-06      | Floating      | 6.66%                 | No            |                  2 | On Loan: —       |
| OBX Trust                                                 | OBX Trust, Series 2023-NQM1, Class A1                                                | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2356672 | PA      | $2361531.93   | 0.11%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                     | WEC Energy Group Inc.                                                                | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3909944.46   | 0.19%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                           | Transocean Titan Financing Ltd.                                                      | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2584214 | PA      | $2650204.79   | 0.13%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A                  | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2033000 | PA      | $2083673.13   | 0.10%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-2A, Class A                  | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2436282.56   | 0.12%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                       | U.S. Treasury Notes                                                                  | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49533500 | PA      | $49632180.14  | 2.36%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4126000 | PA      | $4174079.04   | 0.20%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    551000 | PA      | $562492.63    | 0.03%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                  | Fannie Mae Connecticut Avenue Securities                                             | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1044908 | PA      | $1071550.68   | 0.05%             | 2043-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Invesco Short Duration Total Return Bond ETF              | Invesco Short Duration Total Return Bond ETF                                         | CUSIP: 46090A739<br>LEI: 549300GDXFVEQHJBTS26 | Long             | EC               | RF                | US        |    591300 | NS      | $14900760.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Short Duration High Yield ETF                     | Invesco Short Duration High Yield ETF                                                | CUSIP: 46090A754<br>LEI: 549300CIKWQL9VXSUD47 | Long             | EC               | RF                | US        |      9000 | NS      | $231170.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    874000 | PA      | $890654.07    | 0.04%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                             | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327969.68    | 0.02%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                   | RB Global Holdings Inc.                                                              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    217000 | PA      | $220774.06    | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    745142 | PA      | $753386.59    | 0.04%             | 2043-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                       | Southwest Gas Corp.                                                                  | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    451000 | PA      | $463703.66    | 0.02%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                  | Extra Space Storage L.P.                                                             | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    462000 | PA      | $477236.79    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                             | NiSource Inc.                                                                        | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221523.92    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494255.92    | 0.02%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A                  | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6690000 | PA      | $6893297.06   | 0.33%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    232000 | PA      | $232255.25    | 0.01%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1662000 | PA      | $1732497.72   | 0.08%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1007405.28   | 0.05%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1288000 | PA      | $1334122.00   | 0.06%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    663000 | PA      | $680756.02    | 0.03%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                              | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1793129.09   | 0.09%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1691763.45   | 0.08%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: —       |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165813.62    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2002000 | PA      | $2016219.85   | 0.10%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    920000 | PA      | $982282.16    | 0.05%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    846000 | PA      | $875329.01    | 0.04%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    465000 | PA      | $479548.90    | 0.02%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                  | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    229000 | PA      | $240836.78    | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    675000 | PA      | $703979.65    | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                               | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2524430.76   | 0.12%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                             | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1991000 | PA      | $2008004.10   | 0.10%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                        | Columbia Pipelines Holding Co. LLC                                                   | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $351367.75    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                 | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2003323.66   | 0.10%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                    | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2017136.68   | 0.10%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    930000 | PA      | $938458.27    | 0.04%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The), Series W                                            | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10381000 | PA      | $11104244.27  | 0.53%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                | Alexander Funding Trust II                                                           | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1145537.68   | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                            | Apollo Global Management, Inc., Pfd.                                                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    239775 | NS      | $6157422.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricoa Global Funding I                                   | Pricoa Global Funding I                                                              | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1615508.50   | 0.08%             | 2026-08-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4686000 | PA      | $4723818.64   | 0.22%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                            | Pacific Life Global Funding II                                                       | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3358421.46   | 0.16%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                    | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   3356606 | PA      | $3377668.09   | 0.16%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1076326.22   | 0.05%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                             | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    697000 | PA      | $702125.52    | 0.03%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                            | ING Groep N.V.                                                                       | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2463000 | PA      | $2489855.17   | 0.12%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                         | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2839000 | PA      | $2875481.92   | 0.14%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                             | Nordson Corp.                                                                        | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    455000 | PA      | $470718.25    | 0.02%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                 | Lennox International Inc.                                                            | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    882000 | PA      | $913082.73    | 0.04%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                  | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    661000 | PA      | $683292.01    | 0.03%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    891000 | PA      | $930382.81    | 0.04%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3246000 | PA      | $3301481.87   | 0.16%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                   | TTX Co.                                                                              | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   5659000 | PA      | $5701520.71   | 0.27%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2807003.26   | 0.13%             | 2026-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                       | General Mills, Inc.                                                                  | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    897000 | PA      | $930685.29    | 0.04%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    701000 | PA      | $738066.31    | 0.04%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $2030960.47   | 0.10%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | Nationwide Building Society                                                          | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1990000 | PA      | $2021704.52   | 0.10%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2562829.17   | 0.12%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    946000 | PA      | $997793.44    | 0.05%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1448965.55   | 0.07%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1864528.43   | 0.09%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                         | Qdoba Funding LLC, Series 2023-1A, Class A2                                          | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6368040 | PA      | $6670851.76   | 0.32%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                              | U.S. Bancorp                                                                         | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4846000 | PA      | $4937210.15   | 0.23%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                         | Genuine Parts Co.                                                                    | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1167159.78   | 0.06%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                          | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    979000 | PA      | $998506.85    | 0.05%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2052377.48   | 0.10%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Banco Santander S.A.                                      | Banco Santander S.A.                                                                 | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $406851.57    | 0.02%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   4846000 | PA      | $4901802.56   | 0.23%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1969000 | PA      | $2017520.47   | 0.10%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                               | PRKCM Trust, Series 2023-AFC4, Class A1                                              | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3381510 | PA      | $3421201.74   | 0.16%             | 2058-11-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                                                 | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    124000 | PA      | $131457.30    | 0.01%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1895600.24   | 0.09%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                 | RTX Corp.                                                                            | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    788000 | PA      | $828566.06    | 0.04%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                 | RTX Corp.                                                                            | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2936000 | PA      | $2969656.60   | 0.14%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    606000 | PA      | $642878.51    | 0.03%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                 | O'Reilly Automotive, Inc.                                                            | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1879157.69   | 0.09%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | Citibank N.A.                                                                        | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2436375.16   | 0.12%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| Element Fleet Management Corp.                            | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1407000 | PA      | $1484787.70   | 0.07%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2257216.57   | 0.11%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    518000 | PA      | $530958.32    | 0.03%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                             | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2963000 | PA      | $2999816.22   | 0.14%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                   | GA Global Funding Trust                                                              | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1574163.90   | 0.07%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                   | Indonesia Government International Bond                                              | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   9538000 | PA      | $9622199.84   | 0.46%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    601000 | PA      | $618255.26    | 0.03%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                          | Principal Life Global Funding II                                                     | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656757.22    | 0.03%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    676000 | PA      | $696267.33    | 0.03%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    635000 | PA      | $641510.22    | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2672000 | PA      | $2695181.84   | 0.13%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2478272.21   | 0.12%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                    | Romanian Government International Bond                                               | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3794000 | PA      | $3943147.60   | 0.19%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1033692.62   | 0.05%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3239699.65   | 0.15%             | 2027-02-05      | Floating      | 4.48%                 | No            |                  2 | On Loan: —       |
| Fifth Third Financial Corp.                               | Fifth Third Financial Corp.                                                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    376000 | PA      | $394181.37    | 0.02%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    508000 | PA      | $523283.22    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                    | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   4436853 | PA      | $4478299.75   | 0.21%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                               | Constellation Software Inc.                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $630282.71    | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2195352.56   | 0.10%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   7364000 | PA      | $7573365.88   | 0.36%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                    | WF Card Issuance Trust, Series 2024-A1, Class A                                      | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10117944.00  | 0.48%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                               | AbbVie Inc.                                                                          | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1843433.94   | 0.09%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1513033.12   | 0.07%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                             | HSBC USA Inc.                                                                        | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $3632004.85   | 0.17%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                    | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2158000 | PA      | $2192546.69   | 0.10%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | Goldman Sachs Bank USA                                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   4628000 | PA      | $4630656.61   | 0.22%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36225AQF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29 | PA      | $28.92        | 0.00%             | 2026-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36206YLB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2546 | PA      | $2583.62      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31380JE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5457 | PA      | $5719.18      | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1812980.79   | 0.09%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                  | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3747000 | PA      | $3749645.31   | 0.18%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                        | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1637129.10   | 0.08%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                | AGCO Corp.                                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    918000 | PA      | $929704.79    | 0.04%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                      | Campbell's Co. (The)                                                                 | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    499000 | PA      | $505585.45    | 0.02%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1358016.04   | 0.06%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                         | Algonquin Power & Utilities Corp.                                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1440000 | PA      | $1444967.78   | 0.07%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                                 | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1069891.61   | 0.05%             | 2027-04-04      | Floating      | 4.75%                 | No            |                  2 | On Loan: —       |
| MassMutual Global Funding II                              | MassMutual Global Funding II                                                         | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3156000 | PA      | $3202620.21   | 0.15%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                              | Public Storage Operating Co.                                                         | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   5177000 | PA      | $5199323.53   | 0.25%             | 2027-04-16      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                  | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    789000 | PA      | $799296.25    | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                  | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    552000 | PA      | $573178.18    | 0.03%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    869000 | PA      | $885032.50    | 0.04%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1428352.31   | 0.07%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    925000 | PA      | $941495.36    | 0.04%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                       | LG Electronics Inc.                                                                  | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |  14770000 | PA      | $15046990.38  | 0.72%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                       | LG Electronics Inc.                                                                  | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   1284000 | PA      | $1340550.27   | 0.06%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1917273.22   | 0.09%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2024-2, Class A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287181 | PA      | $287906.18    | 0.01%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                              | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $741014.68    | 0.04%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                  | ICON Investments Six DAC                                                             | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1536000 | PA      | $1573015.99   | 0.07%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                  | ICON Investments Six DAC                                                             | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1655000 | PA      | $1670147.30   | 0.08%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371KEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       942 | PA      | $960.61       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                     | Foundry JV Holdco LLC                                                                | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1801309.70   | 0.09%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                       | Regal Rexnord Corp.                                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1341979.86   | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3352000 | PA      | $3360689.79   | 0.16%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                     | Symphony CLO XVI Ltd., Series 2015-16A, Class ARR                                    | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    478382 | PA      | $478824.93    | 0.02%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                       | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    813000 | PA      | $825108.50    | 0.04%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    573000 | PA      | $582621.29    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4461000 | PA      | $4535163.81   | 0.22%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3118000 | PA      | $3174440.57   | 0.15%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                              | Santander Holdings USA, Inc.                                                         | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1541397.74   | 0.07%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                        | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3101738 | PA      | $3138759.22   | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                                      | Symphony CLO XX Ltd., Series 2018-20A, Class AR2                                     | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1734924 | PA      | $1739900.14   | 0.08%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1285760.34   | 0.06%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Corp.                                          | Mitsubishi Corp.                                                                     | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1793000 | PA      | $1853561.86   | 0.09%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                                                        | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1795839.24   | 0.09%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zegona Finance PLC                                        | Zegona Finance PLC                                                                   | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1626000 | PA      | $1721925.69   | 0.08%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4536000 | PA      | $4597103.55   | 0.22%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $2759515.54   | 0.13%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                       | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1633535.98   | 0.08%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding, LLC                               | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                 | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1995000 | PA      | $2026033.42   | 0.10%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                   | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2108000 | PA      | $2115134.08   | 0.10%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                            | DTE Energy Co.                                                                       | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    562000 | PA      | $568907.33    | 0.03%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31390RKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24483 | PA      | $24781.35     | 0.00%             | 2032-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3350429.22   | 0.16%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                         | Genuine Parts Co.                                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1410570.48   | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                  | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2161304.17   | 0.10%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    642000 | PA      | $659505.84    | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                 | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    862000 | PA      | $884179.15    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36211KNJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7238 | PA      | $7354.74      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $2075947.35   | 0.10%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                   | Pricoa Global Funding I                                                              | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1863174.39   | 0.09%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3802000 | PA      | $3816245.11   | 0.18%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                            | Pacific Life Global Funding II                                                       | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   3958000 | PA      | $4018470.36   | 0.19%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Veralto Corp.                                             | Veralto Corp.                                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $3052234.58   | 0.15%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                                        | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1272594.47   | 0.06%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                        | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2952625 | PA      | $2950319.89   | 0.14%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2824082.03   | 0.13%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2024-7, Class A1                                  | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   1433297 | PA      | $1440003.34   | 0.07%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                            | Raising Cane's Restaurants LLC, Term Loan B                                          | CUSIP: 75101XAP2<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |   6609534 | PA      | $6613664.96   | 0.31%             | 2031-09-10      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1440025.30   | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31380EN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25084 | PA      | $26289.48     | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                   | GA Global Funding Trust                                                              | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2890371.28   | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| NBN Co. Ltd.                                              | NBN Co. Ltd.                                                                         | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   9091000 | PA      | $9116707.71   | 0.43%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2024-4, Class A3                              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1490000 | PA      | $1507080.47   | 0.07%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                    | Norinchukin Bank (The)                                                               | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    698000 | PA      | $718526.76    | 0.03%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                     | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2834713.75   | 0.13%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36201LSK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21534 | PA      | $22049.88     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                   | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   2797823 | PA      | $2817561.50   | 0.13%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2776800.45   | 0.13%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2171972.63   | 0.10%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: —       |
| Goldentree Loan Management US Clo 8 Ltd.                  | Goldentree Loan Management US Clo 8 Ltd., Series 2020-8A, Class ARR                  | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   2228000 | PA      | $2230490.90   | 0.11%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                                   | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    483000 | PA      | $496483.43    | 0.02%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                        | Newell Brands Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    950000 | PA      | $953678.40    | 0.05%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2790510.61   | 0.13%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI Clo Ltd.                                 | Cedar Funding XI Clo Ltd., Series 2019-11A, Class A1R2                               | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   2133810 | PA      | $2136413.07   | 0.10%             | 2032-05-29      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | Citibank N.A.                                                                        | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5111000 | PA      | $5124384.53   | 0.24%             | 2027-11-19      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                    | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2883000 | PA      | $2902721.77   | 0.14%             | 2028-11-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                 | Consolidated Edison Co. of New York, Inc.                                            | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $2126669.37   | 0.10%             | 2027-11-18      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                    | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1523000 | PA      | $1524786.48   | 0.07%             | 2034-07-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1359220.44   | 0.06%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                             | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4470000 | PA      | $4502381.31   | 0.21%             | 2028-11-26      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36213GLY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27452 | PA      | $27871.16     | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36213GPS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8044 | PA      | $8368.89      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5099000 | PA      | $5366233.49   | 0.26%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1785000 | PA      | $1809245.37   | 0.09%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36225BYP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19878 | PA      | $20734.07     | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                 | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1645838.79   | 0.08%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31288D6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79300 | PA      | $83198.22     | 0.00%             | 2033-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36213FQR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45631 | PA      | $47071.02     | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                    | Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR4                                    | CUSIP: 82666TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4931000 | PA      | $4938317.60   | 0.23%             | 2034-04-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    519000 | PA      | $531789.95    | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    753000 | PA      | $802587.93    | 0.04%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36201YWY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18398 | PA      | $19028.08     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31293AHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49389 | PA      | $51813.02     | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1211557.27   | 0.06%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                           | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1101805.36   | 0.05%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1847000 | PA      | $1859679.38   | 0.09%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4457177.40   | 0.21%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1048054.23   | 0.05%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    794000 | PA      | $807893.65    | 0.04%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                     | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1208000 | PA      | $1216810.98   | 0.06%             | 2029-01-10      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1758000 | PA      | $1796991.09   | 0.09%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2089000 | PA      | $2107126.92   | 0.10%             | 2029-01-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.               | Clarios Global L.P./ Clarios US Finance Co.                                          | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    373000 | PA      | $390889.08    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2495000 | PA      | $2560726.33   | 0.12%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES, Inc.                            | HYUNDAI CAPITAL SERVICES, Inc.                                                       | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2243000 | PA      | $2293300.08   | 0.11%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                              | Citadel L.P.                                                                         | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    177000 | PA      | $185109.53    | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1095932.58   | 0.05%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2034861.77   | 0.10%             | 2029-01-24      | Floating      | 4.48%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    535000 | PA      | $544912.28    | 0.03%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1152733.21   | 0.05%             | 2031-01-24      | Floating      | 4.69%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $5457262.45   | 0.26%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                 | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4881000 | PA      | $4981531.91   | 0.24%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                 | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2403000 | PA      | $2411198.60   | 0.11%             | 2029-01-24      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC69<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4782000 | PA      | $4814501.82   | 0.23%             | 2031-01-28      | Floating      | 4.76%                 | No            |                  2 | On Loan: —       |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   3866000 | PA      | $4005342.16   | 0.19%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                     | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2661000 | PA      | $2668457.32   | 0.13%             | 2029-01-27      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1           | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4856322 | PA      | $4926230.73   | 0.23%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                          | American National Global Funding                                                     | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    502000 | PA      | $514942.08    | 0.02%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, N.A.                                    | Fifth Third Bank, N.A.                                                               | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2249371.27   | 0.11%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, N.A.                                    | Fifth Third Bank, N.A.                                                               | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2926512.12   | 0.14%             | 2028-01-28      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2024-INV1, Class 2A2                                              | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1924400 | PA      | $1978373.29   | 0.09%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                             | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    236000 | PA      | $239600.73    | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Agl Clo 17 Ltd.                                           | Agl Clo 17 Ltd., Series 2022-17A, Class AR                                           | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   4509000 | PA      | $4510812.62   | 0.21%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                 | SLM Corp.                                                                            | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1323174.43   | 0.06%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                             | Stryker Corp.                                                                        | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   3283000 | PA      | $3308649.29   | 0.16%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1493546.08   | 0.07%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                        | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $4196423.61   | 0.20%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR                               | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    705000 | PA      | $705808.64    | 0.03%             | 2034-07-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                          | Oaktree CLO Ltd., Series 2021-2A, Class AR                                           | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5654000 | PA      | $5655509.62   | 0.27%             | 2035-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO LLC                                  | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                                   | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5654000 | PA      | $5655860.17   | 0.27%             | 2034-04-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                        | Altria Group, Inc.                                                                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1384977.91   | 0.07%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    926000 | PA      | $962406.62    | 0.05%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                     | Foundry JV Holdco LLC                                                                | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1073425.52   | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                          | Pikes Peak CLO 6, Series 2020-6A, Class ARR                                          | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   3978000 | PA      | $3977403.30   | 0.19%             | 2034-05-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   2452000 | PA      | $2453324.08   | 0.12%             | 2034-04-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                     | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                    | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   2934326 | PA      | $2936001.76   | 0.14%             | 2032-07-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                      | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                     | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5262000 | PA      | $5264331.07   | 0.25%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                   | X Corp., Term Loan B                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    984733 | PA      | $988529.18    | 0.05%             | 2029-10-27      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                   | X Corp., Term Loan B                                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $5253750.00   | 0.25%             | 2029-10-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                  | Tricon Residential Trust, Series 2025-SFR1, Class A                                  | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3995561 | PA      | $3999116.64   | 0.19%             | 2042-03-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53(B) Ltd.                     | Golub Capital Partners CLO 53(B) Ltd., Series 2021-53A, Class AR                     | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   6284000 | PA      | $6288687.86   | 0.30%             | 2034-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                              | Exelon Corp.                                                                         | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    839000 | PA      | $874507.44    | 0.04%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                  | HCA Inc.                                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    621000 | PA      | $634078.79    | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                       | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4662000 | PA      | $4824880.96   | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Rate Mortgage Trust                                       | Rate Mortgage Trust, Series 2025-J1, Class A4                                        | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1624750 | PA      | $1657499.83   | 0.08%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                         | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2040000 | PA      | $2078591.31   | 0.10%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VLT6, Class B                                                  | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2866152.77   | 0.14%             | 2042-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VLT6, Class A                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4055000 | PA      | $4050453.53   | 0.19%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11036 | PA      | $11446.53     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36202CWV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1707 | PA      | $1724.07      | 0.00%             | 2027-07-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                       | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12821000 | PA      | $12727796.71  | 0.61%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5034000 | PA      | $5110151.63   | 0.24%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                    | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4015000 | PA      | $4044849.88   | 0.19%             | 2029-03-03      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2021-1 Ltd.                                      | Voya CLO 2021-1 Ltd., Series 2021-1A, Class AR                                       | CUSIP: 92918QAN0<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |   9195000 | PA      | $9196351.67   | 0.44%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                | Mars, Inc.                                                                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4851000 | PA      | $4923311.77   | 0.23%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                | Mars, Inc.                                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4496000 | PA      | $4533775.62   | 0.22%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2               | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   3320000 | PA      | $3322025.20   | 0.16%             | 2036-10-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                               | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    441000 | PA      | $455653.89    | 0.02%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                | WEST Trust, Series 2025-ROSE, Class A                                                | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6916000 | PA      | $7091039.12   | 0.34%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                           | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3184000 | PA      | $3208023.18   | 0.15%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CNH Industrial Capital LLC                                | CNH Industrial Capital LLC                                                           | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    519000 | PA      | $526134.56    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                          | Xcel Energy Inc.                                                                     | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    296000 | PA      | $300780.89    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1716543.37   | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                              | Navient Refinance Loan Trust, Series 2025-A, Class A                                 | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2059304 | PA      | $2102663.61   | 0.10%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                            | Element Fleet Management Corp.                                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    697000 | PA      | $715052.17    | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    458000 | PA      | $466734.48    | 0.02%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                                 | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    297000 | PA      | $307417.83    | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR                             | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    535000 | PA      | $535373.97    | 0.03%             | 2035-04-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2074982.39   | 0.10%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                      | TierPoint Issuer LLC, Series 2025-1A, Class A2                                       | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4388000 | PA      | $4482915.07   | 0.21%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                               | Keysight Technologies, Inc.                                                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    841000 | PA      | $882272.43    | 0.04%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                       | Trans-Allegheny Interstate Line Co.                                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $140631.55    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                             | Bank of New York Mellon (The)                                                        | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1111814.66   | 0.05%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2403248.32   | 0.11%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2528654.03   | 0.12%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1857711.60   | 0.09%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4151000 | PA      | $4183144.06   | 0.20%             | 2028-04-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| Molex Electronic Technologies, LLC                        | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    696000 | PA      | $705840.08    | 0.03%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $4036161.32   | 0.19%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1131846.90   | 0.05%             | 2029-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan, Inc.                                       | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    344000 | PA      | $358077.88    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                              | Walmart Inc.                                                                         | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3217143.11   | 0.15%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                  | OCP S.A.                                                                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1149000 | PA      | $1202082.07   | 0.06%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                            | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1011945.54   | 0.05%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                       | POSCO Holdings Inc.                                                                  | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   1415000 | PA      | $1469010.72   | 0.07%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                     | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $5697109.43   | 0.27%             | 2026-11-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    899000 | PA      | $905543.07    | 0.04%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                     | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    294000 | PA      | $295829.48    | 0.01%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                | Constellation Brands, Inc.                                                           | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81027.49     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                           | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    409000 | PA      | $423573.19    | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                               | BNP Paribas                                                                          | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2681000 | PA      | $2710057.08   | 0.13%             | 2029-05-09      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group S.A.                               | Tyco Electronics Group S.A.                                                          | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    666000 | PA      | $677964.60    | 0.03%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                               | BNP Paribas                                                                          | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2086000 | PA      | $2112687.05   | 0.10%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2523838.75   | 0.12%             | 2028-05-07      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $3114988.38   | 0.15%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    731000 | PA      | $746337.61    | 0.04%             | 2031-05-07      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                          | Zayo Issuer, LLC, Series 2025-2A, Class A2                                           | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5372864.64   | 0.26%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                              | Cummins Inc.                                                                         | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1418769.57   | 0.07%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                            | PNC Bank, N.A.                                                                       | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3939000 | PA      | $3943426.88   | 0.19%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1359159.15   | 0.06%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3927641.43   | 0.19%             | 2029-05-09      | Floating      | 4.80%                 | No            |                  2 | On Loan: —       |
| Pinnacle West Capital Corp.                               | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    468000 | PA      | $477282.42    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                               | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    359000 | PA      | $372224.03    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                            | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                              | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4936000 | PA      | $5186368.23   | 0.25%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                          | Capital Power (US Holdings) Inc.                                                     | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1893407.05   | 0.09%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                 | ALA Trust, Series 2025-OANA, Class B                                                 | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $6241122.74   | 0.30%             | 2040-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                            | Var Energi ASA                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    644000 | PA      | $676814.61    | 0.03%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                              | Wabtec Corp.                                                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    688000 | PA      | $708902.75    | 0.03%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                               | Snam S.p.A.                                                                          | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    511000 | PA      | $526290.68    | 0.03%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                          | Lincoln Financial Global Funding                                                     | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4190846.24   | 0.20%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                      | Flutter Treasury DAC                                                                 | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    411000 | PA      | $410087.20    | 0.02%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2025-NQM2, Class A1                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1424664 | PA      | $1442306.98   | 0.07%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                                | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   5022000 | PA      | $5127248.41   | 0.24%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3189000 | PA      | $3280266.09   | 0.16%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                             | HSBC USA Inc.                                                                        | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2072937.41   | 0.10%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                       | Georgia-Pacific LLC                                                                  | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    441000 | PA      | $446484.29    | 0.02%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                 | AT&T Inc.                                                                            | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1194763.52   | 0.06%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| IP Mortgage Trust                                         | IP Mortgage Trust, Series 2025-IP, Class A                                           | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3081266.40   | 0.15%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | Equitable America Global Funding                                                     | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2649782.86   | 0.13%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                            | JH North America Holdings Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1857736.03   | 0.09%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1409574.12   | 0.07%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2526159.20   | 0.12%             | 2028-06-09      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                                                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   5168000 | PA      | $5255102.14   | 0.25%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    784000 | PA      | $808767.69    | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Rocket Cos., Inc.                                         | Rocket Cos., Inc.                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1344739.89   | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                          | Omega Healthcare Investors, Inc.                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    707000 | PA      | $725307.19    | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31384WPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14991 | PA      | $15418.16     | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                       | EOG Resources, Inc.                                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    441000 | PA      | $446933.67    | 0.02%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                    | PACCAR Financial Corp.                                                               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   5268000 | PA      | $5313394.20   | 0.25%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                         | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3892000 | PA      | $3934624.95   | 0.19%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3473000 | PA      | $3515934.72   | 0.17%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class B                              | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995000 | PA      | $2039929.99   | 0.10%             | 2044-07-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class D                              | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3360000 | PA      | $3458253.79   | 0.16%             | 2044-07-13      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                               | Imperial Brands Finance PLC                                                          | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2512000 | PA      | $2539654.36   | 0.12%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class A                              | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5295000 | PA      | $5415765.71   | 0.26%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                               | TELUS Corp.                                                                          | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   3914000 | PA      | $4044484.93   | 0.19%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Honda Motor Co., Ltd.                                     | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   2879000 | PA      | $2935502.22   | 0.14%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                           | Discovery Global Holdings, Inc.                                                      | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5544672.00   | 0.26%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                | MILE Trust, Series 2025-STNE, Class B                                                | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1518444.20   | 0.07%             | 2042-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                | MILE Trust, Series 2025-STNE, Class C                                                | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195000 | PA      | $1198151.81   | 0.06%             | 2042-07-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                | Niagara Mohawk Power Corp.                                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    889000 | PA      | $903147.97    | 0.04%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                        | Vail Resorts, Inc.                                                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2493486.09   | 0.12%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                    | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    992000 | PA      | $1008852.64   | 0.05%             | 2030-07-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                    | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    984000 | PA      | $1009702.94   | 0.05%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                         | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3421000 | PA      | $3429751.36   | 0.16%             | 2028-07-06      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                         | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1942955.28   | 0.09%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                            | PNC Bank, N.A.                                                                       | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2684000 | PA      | $2689267.32   | 0.13%             | 2028-07-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                            | PNC Bank, N.A.                                                                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3997000 | PA      | $4025453.44   | 0.19%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                          | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3347526.69   | 0.16%             | 2028-07-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2398632.33   | 0.11%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $3551318.22   | 0.17%             | 2029-07-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                         | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6618000 | PA      | $6658769.79   | 0.32%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                         | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6315000 | PA      | $6339151.02   | 0.30%             | 2028-07-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                     | Lockheed Martin Corp.                                                                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1355998.50   | 0.06%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                  | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    258000 | PA      | $261380.72    | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| Eagle Funding LuxCo S.a.r.l.                              | Eagle Funding LuxCo S.a.r.l.                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  16583000 | PA      | $16892107.12  | 0.80%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5083000 | PA      | $5130520.26   | 0.24%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                 | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2891866.63   | 0.14%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                 | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    689000 | PA      | $704658.57    | 0.03%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1864810.86   | 0.09%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2521000 | PA      | $2533103.50   | 0.12%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6945000 | PA      | $6969315.90   | 0.33%             | 2027-08-11      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                             | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    689000 | PA      | $692230.84    | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                             | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347135.46    | 0.02%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Urbacon DC L.P.                                           | Urbacon DC L.P., Series 2025-1A, Class A2                                            | CUSIP: 916934AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $3722297.57   | 0.18%             | 2055-08-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                 | MPLX L.P.                                                                            | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    712000 | PA      | $727044.72    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Zions Bancorp., N.A.                                      | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $2040737.60   | 0.10%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3007921.35   | 0.14%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                               | Zoetis Inc.                                                                          | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1205304.28   | 0.06%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                          | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I                          | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3590000 | PA      | $3662771.81   | 0.17%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                           | EMD Finance LLC                                                                      | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1566943.54   | 0.07%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                           | EMD Finance LLC                                                                      | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $4051374.13   | 0.19%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                     | Cardinal Health, Inc.                                                                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    236000 | PA      | $239474.89    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc., Term Loan                                                           | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1106028 | PA      | $1106951.53   | 0.05%             | 2032-08-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                   | Centersquare Issuer LLC, Series 2025-3A, Class A2                                    | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13275000 | PA      | $12952324.58  | 0.62%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2162000 | PA      | $2171757.13   | 0.10%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                        | RGA Global Funding                                                                   | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3359927.28   | 0.16%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5262901.26   | 0.25%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                    | Sempra                                                                               | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271412.21    | 0.01%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd.                                                | RR 17 Ltd., Series 2021-17A, Class A1AR                                              | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |   8860000 | PA      | $8870888.94   | 0.42%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                          | Jersey Central Power & Light Co.                                                     | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   3494000 | PA      | $3509818.42   | 0.17%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                          | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2280000 | PA      | $2289406.94   | 0.11%             | 2028-09-11      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                            | Southern Co. Gas Capital Corp., Series A                                             | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    854000 | PA      | $857103.10    | 0.04%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                     | OneMain Finance Corp.                                                                | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1180307.45   | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc.                                                                  | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3874000 | PA      | $3900866.19   | 0.19%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967QG9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4349760.46   | 0.21%             | 2031-09-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: —       |
| SK hynix Inc.                                             | SK hynix Inc.                                                                        | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   9524000 | PA      | $9606634.61   | 0.46%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                             | SK hynix Inc.                                                                        | CUSIP: 78392BAK3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   4894000 | PA      | $4967725.66   | 0.24%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                   | Provident Funding Mortgage Trust 2025-4, Series 2025-4, Class A1                     | CUSIP: 74387AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4526058 | PA      | $4608421.28   | 0.22%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | Equitable America Global Funding                                                     | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3218000 | PA      | $3216861.38   | 0.15%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                | Ares Strategic Income Fund                                                           | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   7013000 | PA      | $6905700.40   | 0.33%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                 | EQT Corp.                                                                            | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $7513959.35   | 0.36%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                            | NCL Corp. Ltd.                                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2042000 | PA      | $2064482.42   | 0.10%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class A                  | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2155000 | PA      | $2167053.56   | 0.10%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class A                  | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4820000 | PA      | $4869798.31   | 0.23%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                    | Taco Bell Funding, LLC, Series 2025-1A, Class A2I                                    | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2254350 | PA      | $2284653.20   | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                      | SA Global Sukuk Ltd.                                                                 | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   5705000 | PA      | $5664016.99   | 0.27%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1310543.39   | 0.06%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1325942.70   | 0.06%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Santander UK Group Holdings PLC                           | Santander UK Group Holdings PLC                                                      | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3949000 | PA      | $3964334.99   | 0.19%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4509000 | PA      | $4512128.48   | 0.21%             | 2029-12-23      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10372000 | PA      | $10385057.21  | 0.49%             | 2029-12-23      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                       | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -108 | NC      | $-54180.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -446 | NC      | $-279494.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury Ultra Bonds Future                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        32 | NC      | $56191.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -211 | NC      | $-188289.01   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3238000 | PA      | $3247426.14   | 0.15%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                        | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3321372.95   | 0.16%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd.                             | Juniper Valley Park CLO, Ltd., Series 2023-1A, Class ARR                             | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | GB        |   4985000 | PA      | $4989576.23   | 0.24%             | 2036-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                    | Gildan Activewear Inc.                                                               | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    307000 | PA      | $309052.22    | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                         | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4799000 | PA      | $4815301.39   | 0.23%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Nationwide Building Society                               | Nationwide Building Society                                                          | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3802000 | PA      | $3831713.69   | 0.18%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                         | American Electric Power Co., Inc., Series C                                          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1186997.12   | 0.06%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                         | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5038000 | PA      | $5054195.31   | 0.24%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties, L.P.                             | COPT Defense Properties, L.P.                                                        | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177823.34    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                             | Alimentation Couche-Tard Inc.                                                        | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   3256000 | PA      | $3274916.48   | 0.16%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                         | Georgia Power Co.                                                                    | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2640571.74   | 0.13%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                                     | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    951000 | PA      | $960485.27    | 0.05%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                         | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    753000 | PA      | $738737.98    | 0.04%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman Loan Advisers CLO 47, Ltd.               | Neuberger Berman Loan Advisers CLO 47, Ltd., Series 2022-47A, Class AR               | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |   3660000 | PA      | $3665691.30   | 0.17%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                       | Realty Income Corp.                                                                  | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   4930000 | PA      | $4942040.69   | 0.24%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                  | Fortitude Global Funding                                                             | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   5286000 | PA      | $5305709.22   | 0.25%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)        | Egyptian Financial Co. for Sovereign Taskeek (The)                                   | CUSIP: 282370AB1<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |   1527000 | PA      | $1545308.73   | 0.07%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                       | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  14662000 | PA      | $14879305.50  | 0.71%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                      | Kuwait International Government Bond                                                 | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |  14647000 | PA      | $14729759.50  | 0.70%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                      | Kuwait International Government Bond                                                 | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1953000 | PA      | $1962548.22   | 0.09%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                       | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -2957 | NC      | $-990080.14   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      5195 | NC      | $1754762.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    506000 | PA      | $509462.56    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2974000 | PA      | $2978463.97   | 0.14%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd.                                      | Harbor Park CLO Ltd., Series 2018-1A, Class AR2                                      | CUSIP: 41154XAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2230263 | PA      | $2231966.60   | 0.11%             | 2031-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                 | CRH America Finance, Inc.                                                            | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    870000 | PA      | $876820.95    | 0.04%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2025-4, Class A3                              | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $2027805.79   | 0.10%             | 2029-12-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                      | SHRN Trust 2025-MF18, Series 2025-MF18, Class A                                      | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7045000 | PA      | $7057975.48   | 0.34%             | 2040-10-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                      | SHRN Trust 2025-MF18, Series 2025-MF18, Class B                                      | CUSIP: 82556AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385000 | PA      | $1388319.98   | 0.07%             | 2040-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                      | SHRN Trust 2025-MF18, Series 2025-MF18, Class C                                      | CUSIP: 82556AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $591378.77    | 0.03%             | 2040-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-B                      | Barings Equipment Finance LLC 2025-B, Series 2025-B, Class A3                        | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2090000 | PA      | $2111969.04   | 0.10%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust, Series 2025-10, Class A1                                     | CUSIP: 81750CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4467170 | PA      | $4508388.74   | 0.21%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                     | Switch ABS Issuer LLC, Series 2025-2A, Class A21                                     | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5605000 | PA      | $5654827.33   | 0.27%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RR 16 Ltd.                                                | RR 16 Ltd., Series 2021-16A, Class A1R                                               | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   3115000 | PA      | $3116074.68   | 0.15%             | 2036-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2008000 | PA      | $2022347.04   | 0.10%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                     | Nextgear Floorplan Master Owner Trust, Series 2025-2A, Class A2                      | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1352515.87   | 0.06%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11773000 | PA      | $11778147.27  | 0.56%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Constellation Global Funding                              | Constellation Global Funding                                                         | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |    896000 | PA      | $895546.88    | 0.04%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                          | WULF Compute LLC                                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1823871.05   | 0.09%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8  | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8, Series 2025-NQM8, Class A1 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2023633 | PA      | $2029291.64   | 0.10%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                       | CommonSpirit Health                                                                  | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    337000 | PA      | $338667.15    | 0.02%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14704000 | PA      | $14728605.38  | 0.70%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1545947.52   | 0.07%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                          | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  14478000 | PA      | $14498229.68  | 0.69%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: —       |
| ASB Bank Ltd.                                             | ASB Bank Ltd.                                                                        | CUSIP: 00216LAH6<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   1860000 | PA      | $1876559.71   | 0.09%             | 2030-10-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                 | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R4                | CUSIP: 14312JBN1<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   2116956 | PA      | $2118278.76   | 0.10%             | 2032-01-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2525272.06   | 0.12%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac, Series 2025-DNA4, Class A1                                              | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    488750 | PA      | $489441.29    | 0.02%             | 2045-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1                               | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984283 | PA      | $988631.70    | 0.05%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                            | Raising Cane's Restaurants LLC, Term Loan                                            | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |  11780000 | PA      | $11780000.00  | 0.56%             | 2032-11-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                       | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3191541.03   | 0.15%             | 2027-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                       | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   9760000 | PA      | $9780206.13   | 0.47%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class B         | CUSIP: 61779RCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1895000 | PA      | $1959529.30   | 0.09%             | 2058-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                      | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   3525060 | PA      | $3543244.77   | 0.17%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class B Pass Through Trust       | American Airlines 2025-1 Class B Pass Through Trust, Series B                        | CUSIP: 02377PAA3<br>LEI: 5493004XNBKB5SFUJI60 | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2449819.30   | 0.12%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                             | VoltaGrid LLC                                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $705146.31    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                         | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                          | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1805766.14   | 0.09%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                                                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1373298.35   | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                             | Alphabet Inc.                                                                        | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3962436.54   | 0.19%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                               | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3803000 | PA      | $3822880.91   | 0.18%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BlackRock DLF X 2025-C CLO L.P.                           | BlackRock DLF X 2025-C CLO L.P., Series 2025-2A, Class A                             | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3485000 | PA      | $3488241.05   | 0.17%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                          | Vantage Data Centers Issuer, LLC, Series 2025-2A, Class A2                           | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2870000 | PA      | $2889568.52   | 0.14%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2456958.89   | 0.12%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $3143806.94   | 0.15%             | 2028-11-14      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                          | Mosaic Co. (The)                                                                     | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2364556.25   | 0.11%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                         | Atlas Warehouse Lending Co., L.P.                                                    | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1492511.14   | 0.07%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thayer Park, CLO Ltd.                                     | Thayer Park, CLO Ltd., Series 2017-1A, Class A1RR                                    | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   5425000 | PA      | $5427110.33   | 0.26%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                               | Host Hotels & Resorts, L.P.                                                          | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3571524.49   | 0.17%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                      | Northern Trust Corp.                                                                 | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    354000 | PA      | $357283.23    | 0.02%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    492000 | PA      | $495283.72    | 0.02%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class D                                                  | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3245000 | PA      | $3259878.97   | 0.16%             | 2044-12-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class A                                                  | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7018880.40   | 0.33%             | 2044-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class B                                                  | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10610000 | PA      | $10652452.73  | 0.51%             | 2044-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class C                                                  | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3475000 | PA      | $3489709.68   | 0.17%             | 2044-12-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                         | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  12729000 | PA      | $12779314.81  | 0.61%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                       | Voya Global Funding                                                                  | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699000 | PA      | $709914.28    | 0.03%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                          | Ascension Health, Series 2025                                                        | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5714000 | PA      | $5764369.65   | 0.27%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                               | Pfizer Inc.                                                                          | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   9736000 | PA      | $9786090.16   | 0.47%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Protective Life Corp.                                     | Protective Life Corp.                                                                | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    519000 | PA      | $524320.01    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QTS Thunder Managing Issuer LLC                           | QTS Thunder Managing Issuer LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  11545000 | PA      | $11527477.00  | 0.55%             | 2030-12-10      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                  | Duke Energy Florida, LLC                                                             | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    392000 | PA      | $395111.60    | 0.02%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                                        | Ares LIII CLO Ltd., Series 2019-53A, Class A1R2                                      | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4025000 | PA      | $4030880.53   | 0.19%             | 2036-10-24      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                           | GE HealthCare Technologies Inc.                                                      | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    978000 | PA      | $983388.23    | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                         | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569979.09    | 0.03%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd./New York NY    | Australia & New Zealand Banking Group Ltd./New York NY, Series A                     | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8463000 | PA      | $8507519.44   | 0.40%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                                    | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1822829.92   | 0.09%             | 2029-03-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                                    | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   8146000 | PA      | $8180357.71   | 0.39%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                                    | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1030193.89   | 0.05%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2862000 | PA      | $2872582.27   | 0.14%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                             | Pinnacle Bank                                                                        | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    421000 | PA      | $428091.57    | 0.02%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                              | Wisconsin Electric Power Co.                                                         | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1807144.02   | 0.09%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                            | Protective Life Global Funding                                                       | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   5147000 | PA      | $5155209.36   | 0.25%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer, LLC                       | Metronet Infrastructure Issuer, LLC, Series 2025-4A, Class A2                        | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1520000 | PA      | $1548194.48   | 0.07%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                          | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                          | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1322510.54   | 0.06%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Whetstone Park Clo, Ltd.                                  | Whetstone Park Clo, Ltd., Series 2021-1A, Class A1R                                  | CUSIP: 96329YAN7<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   9560000 | PA      | $9576462.32   | 0.46%             | 2035-01-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $8054190.63   | 0.38%             | 2028-12-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17532 | PA      | $18113.28     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                     | Amrize Finance US LLC                                                                | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2453468.82   | 0.12%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                     | Amrize Finance US LLC                                                                | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170835.24    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXI, Ltd.                                      | Magnetite XXXI, Ltd., Series 2021-31A, Class A1R                                     | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   4760000 | PA      | $4768220.52   | 0.23%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3571157.82   | 0.17%             | 2028-01-10      | Floating      | 4.08%                 | No            |                  2 | On Loan: —       |
| Constellation Energy Generation, LLC                      | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2998000 | PA      | $3000359.28   | 0.14%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3686832.11   | 0.18%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1757628.50   | 0.08%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    532000 | PA      | $535517.75    | 0.03%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                                                        | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3577000 | PA      | $3609640.91   | 0.17%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                         | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2750000 | PA      | $2752551.62   | 0.13%             | 2028-12-13      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp.                                                         | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $2586733.62   | 0.12%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Orange                                                    | Orange                                                                               | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   4185000 | PA      | $4198909.01   | 0.20%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $2867669.52   | 0.14%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    583000 | PA      | $586609.60    | 0.03%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    683000 | PA      | $689692.44    | 0.03%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                    | Colombia Government International Bond                                               | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9262000 | PA      | $9248107.00   | 0.44%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                    | Colombia Government International Bond                                               | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1530000 | PA      | $1530229.50   | 0.07%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand (Int'l) Ltd.                              | ANZ New Zealand (Int'l) Ltd.                                                         | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   4112000 | PA      | $4136831.01   | 0.20%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                | Aviation Capital Group LLC                                                           | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    483000 | PA      | $483135.30    | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7077000 | PA      | $7089855.37   | 0.34%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                | Jabil Inc.                                                                           | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2923102.60   | 0.14%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5678000 | PA      | $5698623.01   | 0.27%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6335000 | PA      | $6339264.66   | 0.30%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    919000 | PA      | $922381.04    | 0.04%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class A1                      | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |   1338406 | PA      | $1343288.42   | 0.06%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                   | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7707000 | PA      | $7759958.96   | 0.37%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2794190.14   | 0.13%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2075110.27   | 0.10%             | 2029-01-26      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                            | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8525000 | PA      | $8568406.15   | 0.41%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                          | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   8454000 | PA      | $8454525.50   | 0.40%             | 2029-01-27      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                  | Westpac New Zealand Ltd.                                                             | CUSIP: 96122FAH0<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   5659000 | PA      | $5671410.98   | 0.27%             | 2031-01-30      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                  | Westpac New Zealand Ltd.                                                             | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   4089000 | PA      | $4117012.39   | 0.20%             | 2029-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                 | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36325200 | PA      | $36699803.63  | 1.75%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                                | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   5148000 | PA      | $5151822.39   | 0.24%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United Airlines Holdings, Inc.                            | United Airlines Holdings, Inc.                                                       | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    247000 | PA      | $252139.96    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                           | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1672082.90   | 0.08%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                           | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    810000 | PA      | $814755.52    | 0.04%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                                  | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2270000 | PA      | $2272677.85   | 0.11%             | 2028-02-03      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                                | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2836000 | PA      | $2846614.04   | 0.14%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Private Bank, N.A.                         | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2807672.22   | 0.13%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                    | PACCAR Financial Corp., Series R                                                     | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2608457.55   | 0.12%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| GE Vernova Inc.                                           | GE Vernova Inc.                                                                      | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    822000 | PA      | $827973.55    | 0.04%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                         | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5167000 | PA      | $5177965.98   | 0.25%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                         | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $6068815.16   | 0.29%             | 2029-02-04      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp., Series D, Conv. Pfd.                                                   | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     30257 | NS      | $1391519.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                     | McCormick & Co., Inc.                                                                | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    828000 | PA      | $833658.43    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4351000 | PA      | $4356353.73   | 0.21%             | 2027-08-09      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2638475.39   | 0.13%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series N                                                      | CUSIP: 060505GP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5067916.67   | 0.24%             | 2032-02-06      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| VCI Asset Holdings 2, LLC                                 | VCI Asset Holdings 2, LLC, Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3498292 | PA      | $3463309.08   | 0.16%             | 2031-02-06      | Floating      | 9.50%                 | No            |                  3 | On Loan: No      |
| United Airlines Holdings, Inc.                            | United Airlines Holdings, Inc.                                                       | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   4655000 | PA      | $4700214.95   | 0.22%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                      | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   3307000 | PA      | $3309004.77   | 0.16%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3614000 | PA      | $3620951.49   | 0.17%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes/Bonds                                 | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7719400 | PA      | $7743824.64   | 0.37%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                             | Alphabet Inc.                                                                        | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  15360000 | PA      | $15376941.93  | 0.73%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                             | Thermo Fisher Scientific Inc.                                                        | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    907000 | PA      | $914643.39    | 0.04%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                | Lightpath Fiber Issuer LLC, Series 2026-1A, Class A2                                 | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4266445.26   | 0.20%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                             | Cencora, Inc.                                                                        | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    967000 | PA      | $970872.77    | 0.05%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Cencora, Inc.                                             | Cencora, Inc.                                                                        | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1322743.55   | 0.06%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2022-1 Ltd.                                | Carlyle US CLO 2022-1 Ltd., Series 2022-1A, Class A1R                                | CUSIP: 14318JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500590 | PA      | $3501636.68   | 0.17%             | 2035-04-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                       | Citadel Finance LLC                                                                  | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   3802000 | PA      | $3785072.05   | 0.18%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1, LLC                              | SV RNO Property Owner 1, LLC                                                         | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1190138.76   | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                     | Howmet Aerospace Inc.                                                                | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1689361.08   | 0.08%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                     | Howmet Aerospace Inc.                                                                | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    526000 | PA      | $526606.60    | 0.03%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                         | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1897000 | PA      | $1898266.82   | 0.09%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                         | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5837000 | PA      | $5846034.63   | 0.28%             | 2030-05-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM1 Trust                                      | GCAT 2026-NQM1 Trust, Series 2026-NQM1, Class A1                                     | CUSIP: 36274BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4609288.32   | 0.22%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  11226000 | PA      | $11267714.24  | 0.54%             | 2029-02-23      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   7868000 | PA      | $7874156.08   | 0.37%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4741000 | PA      | $4729143.47   | 0.22%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                              | Leidos, Inc.                                                                         | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3464387.37   | 0.16%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                      | Banco Bilbao Vizcaya Argentaria S.A.                                                 | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   5600000 | PA      | $5602239.44   | 0.27%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                      | Banco Bilbao Vizcaya Argentaria S.A.                                                 | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   7600000 | PA      | $7606345.47   | 0.36%             | 2029-03-03      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                        | Omnicom Group Inc.                                                                   | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1021411.27   | 0.05%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust, Series 2013-3, Class A1                                      | CUSIP: 81745RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391384 | PA      | $345873.28    | 0.02%             | 2043-03-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust, Series 2013-6, Class A2                                      | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483467 | PA      | $451311.85    | 0.02%             | 2043-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust, Series 2013-7, Class A2                                      | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    298518 | PA      | $277683.62    | 0.01%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5071 | PA      | $5265.10      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31339MXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      4519 | PA      | $4563.64      | 0.00%             | 2032-01-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association, ARM                                           | CUSIP: 31385WVJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11042 | PA      | $11323.21     | 0.00%             | 2032-11-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31390NRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20662 | PA      | $21431.19     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp., ARM                                                | CUSIP: 3128QGFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3038 | PA      | $3089.12      | 0.00%             | 2036-07-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31406EPY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12694 | PA      | $13166.86     | 0.00%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31393YKN4<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     32642 | PA      | $32612.09     | 0.00%             | 2047-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392RKE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      6091 | PA      | $6162.94      | 0.00%             | 2031-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403XSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36274 | PA      | $38020.88     | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co., L.L.C.                        | Tennessee Gas Pipeline Co., L.L.C.                                                   | CUSIP: 880451AV1<br>LEI: OP63ORXB4ZHLAWFS1Q36 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4553837.46   | 0.22%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                    | Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A                      | CUSIP: 59020UL52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135937 | PA      | $130465.06    | 0.01%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                            | Banc of America Mortgage Trust, Series 2004-D, Class 2A2                             | CUSIP: 05949ADG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7878 | PA      | $7586.06      | 0.00%             | 2034-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** AIM Investment Securities Funds (Invesco Investment Securities Funds)

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer