# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-25-204883
**Filing Date:** 2025-8
**Character Count:** 745387
**Document Hash:** 6e8c07e53619a90596eeb716041ec8d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204883.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204883

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 251255329

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

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

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

## Series and Classes Contracts Data

### Nuveen Core Plus Bond Fund (Series ID: S000012198)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000033283 | Class A          | TCBPX           |
| C000033284 | Retirement Class | TCBRX           |
| C000033285 | Class R6         | TIBFX           |
| C000079574 | Premier Class    | TBPPX           |
| C000162569 | Class I          | TCBHX           |
| C000202758 | Class W          | TCBWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4749156945.00

**Total Liabilities:** $129665774.00

**Net Assets:** $4619491171.00

**Delayed Delivery Securities:** $69045772.00

**Cash Not Reported:** $40619393.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9795.19000000 | **1-Year:** -43609.12000000 | **5-Year:** -288664.23000000 | **10-Year:** -738692.41000000 | **30-Year:** -1299646.92000000

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

- **3-Month:** -3334.02000000 | **1-Year:** -36435.95000000 | **5-Year:** -42021.59000000 | **10-Year:** -67112.68000000 | **30-Year:** -55074.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033283 | 0.13%                | -0.52%               | 1.57%                |
| Class ID C000033284 | 0.02%                | -0.51%               | 1.58%                |
| Class ID C000033285 | 0.04%                | -0.49%               | 1.60%                |
| Class ID C000079574 | 0.14%                | -0.51%               | 1.59%                |
| Class ID C000162569 | 0.14%                | -0.51%               | 1.58%                |
| Class ID C000202758 | 0.07%                | -0.47%               | 1.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3607256.95             | $-15775645.16                              |
| Month 2  | $-10736191.54            | $-16508980.36                              |
| Month 3  | $-3719668.13             | $62854255.65                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Brown & Brown Inc                                                                | Brown & Brown, Inc                                                                 | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      525000 | PA      | $535361.94    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      797707 | PA      | $776192.19    | 0.02%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group plc                                                                 | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $4539394.92   | 0.10%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings, Inc                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2018234.00   | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4525000 | PA      | $5025953.70   | 0.11%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      460961 | PA      | $401516.59    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1991202.96   | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $884536.00    | 0.02%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                     | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      715000 | PA      | $598063.11    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                          | QXO Inc, Term Loan B                                                               | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      687556 | PA      | $693107.57    | 0.02%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94990FAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2076304.20   | 0.04%             | 2057-08-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     2025000 | PA      | $2062462.50   | 0.04%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                          | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1178000 | PA      | $1155118.76   | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4765718.50   | 0.10%             | 2048-09-15      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                                                             | TCW CLO Ltd                                                                        | CUSIP: 87301QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2500000 | PA      | $2487412.50   | 0.05%             | 2034-07-25      | Variable      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare, Inc                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      800000 | PA      | $814318.90    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $4430443.88   | 0.10%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $932946.77    | 0.02%             | 2042-02-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31384VP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         156 | PA      | $159.19       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4022417 | PA      | $116657.32    | 0.00%             | 2052-04-25      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1974838.86   | 0.04%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                              | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1425000 | PA      | $855303.70    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                             | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     1000000 | PA      | $1003425.60   | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3788080.60   | 0.08%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                              | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1250000 | PA      | $1261234.78   | 0.03%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Valley Authority Discount Notes                                        | Tennessee Valley Authority Discount Notes                                          | CUSIP: 880590HX5<br>LEI: 549300HE1ISW43LNKM54 | Long             | STIV             | USGSE             | US        |     1000000 | PA      | $998957.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWG0<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     1890000 | PA      | $2114463.96   | 0.05%             | 2042-04-25      | Variable      | 15.09%                | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1316766.59   | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | Banco Nacional de Comercio Exterior SNC                                            | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     1150000 | PA      | $1165076.50   | 0.03%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36250SAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1423061.55   | 0.03%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc                                                            | CD&R Smokey Buyer, Inc                                                             | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $814892.42    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Education, Inc                                                         | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1194396.74   | 0.03%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | Sedgwick Claims Management Services, Inc., Term Loan B                             | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     4962562 | PA      | $4986010.61   | 0.11%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                                               | Elmwood CLO 26 Ltd                                                                 | CUSIP: 29004CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3250000 | PA      | $3276065.00   | 0.07%             | 2037-04-18      | Variable      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $3163148.69   | 0.07%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX Trust                                                                          | CUSIP: 670857AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2700000 | PA      | $1607367.51   | 0.03%             | 2061-05-25      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                         | HAT Holdings I LLC                                                                 | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $833463.20    | 0.02%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2037198.00   | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                            | Palmer Square CLO Ltd                                                              | CUSIP: 69689QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2500000 | PA      | $2506485.00   | 0.05%             | 2035-04-20      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      800000 | PA      | $802599.37    | 0.02%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36251PAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2114083.80   | 0.05%             | 2049-10-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK                                                                               | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1750000 | PA      | $1761291.35   | 0.04%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      945257 | PA      | $817434.11    | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                       | RCKT Mortgage Trust                                                                | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      157383 | PA      | $130570.42    | 0.00%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                         | Empresas Publicas de Medellin ESP                                                  | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     2525000 | PA      | $2324673.57   | 0.05%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                               | Limak Cimento Sanayi ve Ticaret AS.                                                | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1500720.00   | 0.03%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $4103072.23   | 0.09%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2047714.40   | 0.04%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | Republic of South Africa Government International Bond                             | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1500000 | PA      | $1488206.48   | 0.03%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23260735 | PA      | $22293385.00  | 0.48%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16383170 | PA      | $15701238.92  | 0.34%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio, Inc                                                               | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      590000 | PA      | $578869.43    | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPMortgage Trust                                                                 | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2425000 | PA      | $2132830.42   | 0.05%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan K                                                       | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1984925 | PA      | $1994313.30   | 0.04%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                           | INEOS Quattro Holdings UK Ltd, Term Loan B                                         | CUSIP: BL4766400<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3231900 | PA      | $2961228.38   | 0.06%             | 2031-10-07      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |         247 | PA      | $247.22       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1208235.84   | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3648994 | PA      | $3401807.40   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust                                                       | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $405733.42    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1050000 | PA      | $1098336.45   | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2088354.60   | 0.05%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000ABA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1277953.43   | 0.03%             | 2048-12-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                                          | Ulker Biskuvi Sanayi AS.                                                           | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     1800000 | PA      | $1840078.80   | 0.04%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       68732 | PA      | $72537.52     | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2738054 | PA      | $2314685.51   | 0.05%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      970991 | PA      | $923822.46    | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2873976 | PA      | $3158650.69   | 0.07%             | 2053-08-20      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                               | CA Magnum Holdings                                                                 | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      265000 | PA      | $263055.11    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15060000 | PA      | $15760960.17  | 0.34%             | 2042-05-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| HESTIA RE LTD                                                                    | Hestia Re Ltd                                                                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |       35714 | PA      | $14285.72     | 0.00%             | 2029-04-22      | Variable      | 14.37%                | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5900000 | PA      | $5788701.75   | 0.13%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | Sasol Financing USA LLC                                                            | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1476248.55   | 0.03%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies, Inc                                                            | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3643363.89   | 0.08%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3559862 | PA      | $3379895.36   | 0.07%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                           | Five Corners Funding Trust II                                                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1568804.61   | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                         | Mizrahi Tefahot Bank Ltd                                                           | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     3000000 | PA      | $2924700.00   | 0.06%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46642NBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1053093.25   | 0.02%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings, Inc                                                          | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2162250.00   | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2459741 | PA      | $2251050.82   | 0.05%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5100000 | PA      | $4926081.84   | 0.11%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1980885 | PA      | $256735.53    | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2965554.30   | 0.06%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12350000 | PA      | $9312360.53   | 0.20%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2047948 | PA      | $1737116.05   | 0.04%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                      | CUSIP: 744448CE9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      550000 | PA      | $478638.56    | 0.01%             | 2041-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                              | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      750000 | PA      | $723085.70    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR250701                                                                          | CUSIP: EUR250701<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2075.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      980000 | PA      | $976311.77    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                                    | Cia de Minas Buenaventura SAA                                                      | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $2029000.00   | 0.04%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1534989.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG.                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2450000 | PA      | $2513038.01   | 0.05%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                        | CUSIP: BO3321847<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      500000 | PA      | $493475.00    | 0.01%             | 2026-03-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4773732.85   | 0.10%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                           | Solar Star Funding LLC                                                             | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1928462 | PA      | $1832871.25   | 0.04%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                     | Orbia Advance Corp SAB de C.V.                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1150000 | PA      | $1175300.00   | 0.03%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1745727.87   | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope, Inc., Term Loan                                                         | CUSIP: BL4902708<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     2536882 | PA      | $2571497.31   | 0.06%             | 2029-12-17      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3331730 | PA      | $2821595.12   | 0.06%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1319564 | PA      | $1288872.08   | 0.03%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNZ USA FinCo LLC                                                                | FNZ Group Services Ltd, Term Loan B                                                | CUSIP: BL4788479<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2031-11-05      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2195710.20   | 0.05%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                                   | Alternative Loan Trust                                                             | CUSIP: 12667F5M3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24194 | PA      | $10404.65     | 0.00%             | 2056-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                                                   | AGL CLO 19 Ltd                                                                     | CUSIP: 001210AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     2100000 | PA      | $2100105.00   | 0.05%             | 2035-07-21      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global, Inc                                                                  | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5278900.11   | 0.11%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4507024 | PA      | $4343396.02   | 0.09%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      525120 | PA      | $471775.07    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      600000 | PA      | $430479.73    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                | TransCanada Trust                                                                  | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1980274.72   | 0.04%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., Term Loan B                                            | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     2468750 | PA      | $2455949.53   | 0.05%             | 2029-09-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust                                                       | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1556210 | PA      | $1556895.28   | 0.03%             | 2038-06-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                               | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      875000 | PA      | $774353.81    | 0.02%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                                                               | UEP Penonome II S.A.                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     1378884 | PA      | $1220090.86   | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                                                   | Stack Infrastructure Issuer LLC                                                    | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     5875000 | PA      | $5737530.88   | 0.12%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1061000 | PA      | $1071734.34   | 0.02%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX Trust                                                                          | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3511835 | PA      | $3175170.85   | 0.07%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de C.V.                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     1650000 | PA      | $1680096.00   | 0.04%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos, Inc                                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1151100.59   | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8375000 | PA      | $7978652.46   | 0.17%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2046444.30   | 0.04%             | 2039-07-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2393862 | PA      | $2025715.22   | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5468845 | PA      | $4415599.35   | 0.10%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      928435 | PA      | $758926.80    | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                | Imola Merger Corp                                                                  | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3982656.15   | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1430934.05   | 0.03%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                                         | ILPT Commercial Mortgage Trust                                                     | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3325000 | PA      | $3378346.63   | 0.07%             | 2042-07-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | Kosmos Energy Ltd                                                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $933187.50    | 0.02%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $930915.50    | 0.02%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400383.90    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB International Limited, Term Loan B                                             | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     3250949 | PA      | $3264342.54   | 0.07%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6928254.90   | 0.15%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      310584 | PA      | $303740.62    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | Accenture Capital, Inc                                                             | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1557142.62   | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                               | Flagstar Mortgage Trust                                                            | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1294848 | PA      | $1058073.00   | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health, Inc                                                               | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1577040.64   | 0.03%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                            | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $3016740.24   | 0.07%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                                             | Swiss Re Finance Luxembourg S.A.                                                   | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      900000 | PA      | $896400.00    | 0.02%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     1594428 | PA      | $180162.07    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | Raytheon Technologies Corp                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3491898.38   | 0.08%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                   | Open Text Corp                                                                     | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     2830000 | PA      | $2665642.37   | 0.06%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273454 | PA      | $276856.52    | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      665000 | PA      | $696787.84    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                           | Acrisure LLC                                                                       | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2447292.63   | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1566703 | PA      | $1270426.07   | 0.03%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union, LLC, Term Loan B9                                                     | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     2796676 | PA      | $2802661.39   | 0.06%             | 2031-06-24      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | Encompass Health Corp                                                              | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $4588319.35   | 0.10%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7643100 | PA      | $6415401.65   | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1175128.20   | 0.03%             | 2057-09-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM Energy Co                                                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      880000 | PA      | $876764.86    | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                                 | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1350000 | PA      | $1365908.56   | 0.03%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Ltd                                                              | Vitality Re XVI Ltd                                                                | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     8500000 | PA      | $8501700.00   | 0.18%             | 2029-01-08      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services, Inc                                                   | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      350000 | PA      | $371659.05    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP                                                                      | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1629383.03   | 0.04%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     6368015 | PA      | $6230956.03   | 0.13%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $767494.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG.                                                                  | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2025000 | PA      | $2040333.68   | 0.04%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    30067172 | PA      | $26600865.55  | 0.58%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |     7508000 | PA      | $7807719.36   | 0.17%             | 2042-05-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | Israel Government International Bond                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1500000 | PA      | $1528832.10   | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $802770.60    | 0.02%             | 2051-02-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource, Inc                                                                      | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     8135000 | PA      | $6965040.49   | 0.15%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2161203 | PA      | $1798485.66   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1368487.70   | 0.03%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7885157 | PA      | $7765792.03   | 0.17%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      800000 | PA      | $875774.32    | 0.02%             | 2043-05-25      | Variable      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                                                | MLN US HoldCo LLC, First Lien Term Loan                                            | CUSIP: 55292HAB9<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      378724 | PA      | $2849.90      | 0.00%             | 2025-11-30      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                                   | JP Morgan Alternative Loan Trust                                                   | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23790 | PA      | $22882.54     | 0.00%             | 2047-04-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                        | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     1450000 | PA      | $1485668.25   | 0.03%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SRAM LLC                                                                         | SRAM, LLC , Term Loan B                                                            | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |      222369 | PA      | $220144.87    | 0.00%             | 2032-02-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1684486.36   | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17291HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3390150.54   | 0.07%             | 2038-10-15      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                              | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     3055000 | PA      | $3059273.95   | 0.07%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group, Inc                                                          | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1521000 | PA      | $1521985.43   | 0.03%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       48969 | PA      | $47889.74     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      950000 | PA      | $959592.65    | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100124 | PA      | $932709.69    | 0.02%             | 2051-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DaVita, Inc                                                                        | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1916243.20   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1090492 | PA      | $1059779.44   | 0.02%             | 2048-05-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5466205.77   | 0.12%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     9300000 | PA      | $427694.23    | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR Securitized Participation Interests Trust                        | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       12859 | PA      | $12489.23     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      850000 | PA      | $531540.41    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3218171 | PA      | $3017399.19   | 0.07%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                      | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1266875.05   | 0.03%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                          | West Corporation, Term Loan B3                                                     | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |      215232 | PA      | $116629.06    | 0.00%             | 2027-04-10      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC, Repriced Term Loan                                      | CUSIP: BL4985638<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |      191021 | PA      | $191815.90    | 0.00%             | 2027-11-30      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $5611889.40   | 0.12%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3493989.07   | 0.08%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                     | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      725000 | PA      | $763062.50    | 0.02%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: —       |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                            | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     2527710 | PA      | $2491892.03   | 0.05%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4529672 | PA      | $3926783.97   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15752657 | PA      | $15515005.30  | 0.34%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2772104 | PA      | $2576569.68   | 0.06%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3322254 | PA      | $3319875.08   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      450000 | PA      | $410459.10    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      985000 | PA      | $992748.01    | 0.02%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                        | Oryx Midstream Services Permian Basin LLC, Term Loan B                             | CUSIP: BL4978609<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      731191 | PA      | $731834.24    | 0.02%             | 2028-10-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1135749 | PA      | $920969.43    | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3157771.13   | 0.07%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      672911 | PA      | $655432.56    | 0.01%             | 2044-12-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | SYSCO Corp                                                                         | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1437361.25   | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       87976 | PA      | $87310.08     | 0.00%             | 2033-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1686139 | PA      | $1616012.65   | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                    | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $1008733.00   | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4538459 | PA      | $827874.92    | 0.02%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      257774 | PA      | $227479.99    | 0.00%             | 2050-05-25      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response, Inc., PIK Term Loan                                       | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      449083 | PA      | $450268.63    | 0.01%             | 2028-10-31      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications, Inc                                                        | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3896797.72   | 0.08%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                         | Medco Maple Tree Pte Ltd                                                           | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     1500000 | PA      | $1561351.50   | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 31359KQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         513 | PA      | $511.00       | 0.00%             | 2026-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Delayed Draw Term Loan                                                | CUSIP: BL4754505<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      130769 | PA      | $131651.92    | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas S.A.                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1668612.58   | 0.04%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group, Inc                                                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2577851.89   | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                   | Albion Financing  SARL                                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      975000 | PA      | $995014.08    | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1534989.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123813 | PA      | $122475.45    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31374TMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         253 | PA      | $255.35       | 0.00%             | 2029-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H05W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3695185 | PA      | $2317873.88   | 0.05%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5420801.23   | 0.12%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL Corp Ltd                                                                       | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      158000 | PA      | $158197.50    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                       | Camelot U.S. Acquisition LLC, Term Loan B                                          | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      645055 | PA      | $639211.23    | 0.01%             | 2031-01-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones S.A.                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |      700000 | PA      | $738521.00    | 0.02%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      700000 | PA      | $680741.33    | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1841986.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | Freeport Indonesia PT                                                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1785000 | PA      | $1789533.90   | 0.04%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                              | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      710000 | PA      | $733307.23    | 0.02%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp, Term Loan                                                     | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     1673741 | PA      | $1679757.80   | 0.04%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC, Term Loan B                                                       | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |      822375 | PA      | $826745.92    | 0.02%             | 2028-10-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6468378 | PA      | $5222632.66   | 0.11%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EWC Master Issuer LLC                                                            | EWC Master Issuer LLC                                                              | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4850000 | PA      | $4778345.13   | 0.10%             | 2052-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                                | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2050000 | PA      | $2052984.80   | 0.04%             | 2034-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12962558 | PA      | $11818925.16  | 0.26%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                              | Resideo Funding Inc., First Lien Term Loan B                                       | CUSIP: BL4809531<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      356093 | PA      | $356538.54    | 0.01%             | 2028-02-01      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                   | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3438874.39   | 0.07%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15303751 | PA      | $13265273.00  | 0.29%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       55672 | PA      | $53015.04     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                      | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1072647.93   | 0.02%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                                                           | Empresa de Transmision Electrica S.A.                                              | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |     1500000 | PA      | $1072500.00   | 0.02%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12297212 | PA      | $12093319.20  | 0.26%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC                                               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2071459.08   | 0.04%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84376 | PA      | $78839.89     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      410057 | PA      | $192150.17    | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                 | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3040208.82   | 0.07%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      665000 | PA      | $682289.34    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG.                                                                  | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1599932.10   | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| C&W Senior Finance Ltd                                                           | C&W Senior Finance Ltd                                                             | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     1665000 | PA      | $1702524.74   | 0.04%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio, Inc                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2617154.04   | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | Virgin Media Bristol LLC, Term Loan N                                              | CUSIP: BL3183086<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      250000 | PA      | $247136.25    | 0.01%             | 2028-01-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | EUR250711                                                                          | CUSIP: EUR250711<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6330.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust                                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $6167943.60   | 0.13%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                            | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3580649.85   | 0.08%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt / Co-Issuers                                    | Continuum Green Energy India Pvt                                                   | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1446750 | PA      | $1487863.97   | 0.03%             | 2033-06-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                         | Pattern Energy Operations LP                                                       | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $581316.78    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust                                                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2269709 | PA      | $1976598.74   | 0.04%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4682788 | PA      | $4362544.22   | 0.09%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3011019.00   | 0.07%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7805000 | PA      | $7596510.11   | 0.16%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group, Inc                                                  | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3336860.03   | 0.07%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4334350.69   | 0.09%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                          | Perrigo Investments, LLC, Term Loan B                                              | CUSIP: BL4842904<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |      206774 | PA      | $207204.10    | 0.00%             | 2029-04-20      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio, Inc                                                               | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1452212.26   | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                             | Fannie Mae REMIC Trust                                                             | CUSIP: 31392GWE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      282790 | PA      | $126959.93    | 0.00%             | 2042-12-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                                                        | Avaya, Inc                                                                         | CUSIP: 05351X309<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | EC               | CORP              | US        |         596 | NS      | $4321.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3705174 | PA      | $3235826.03   | 0.07%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       75000 | PA      | $53562.62     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Windstream Escrow LLC / Windstream Escrow Finance Corp                           | Windstream Escrow LLC                                                              | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $795937.35    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     4339119 | PA      | $4335430.36   | 0.09%             | 2029-04-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                            | Costa Rica Government International Bond                                           | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1850000 | PA      | $1655750.00   | 0.04%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                                                   | Cologix Data Centers US Issuer LLC                                                 | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1675000 | PA      | $1620844.57   | 0.04%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co                                                           | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1046095.96   | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1830549.49   | 0.04%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon Finance  LLC                                                               | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1923544.00   | 0.04%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC                                                                     | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1035000 | PA      | $1061469.09   | 0.02%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                      | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      445000 | PA      | $454760.32    | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP                                                        | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1450278.78   | 0.03%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2806290 | PA      | $2519724.52   | 0.05%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | Bausch & Lomb Corp                                                                 | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     3943134 | PA      | $3955476.28   | 0.09%             | 2031-01-15      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance S.A.                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1404375.00   | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust, Inc                                                       | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      815000 | PA      | $841780.90    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo S.p.A                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     2964139 | PA      | $2180366.96   | 0.05%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2509242.00   | 0.05%             | 2035-06-15      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien Second Out Term Loan                            | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      310588 | PA      | $143561.58    | 0.00%             | 2028-05-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5980698.18   | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | Pertamina Persero PT                                                               | CUSIP: 69370PAK7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2500000 | PA      | $2450005.68   | 0.05%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                                                                       | Tronox, Inc                                                                        | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     3911000 | PA      | $3374837.10   | 0.07%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Walmart Inc                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1264312.60   | 0.03%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                                   | C-BASS Trust                                                                       | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78705 | PA      | $77976.77     | 0.00%             | 2036-07-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1409940 | PA      | $1194938.66   | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | Cantor Commercial Real Estate Lending                                              | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $1884941.55   | 0.04%             | 2052-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2142479.66   | 0.05%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                                 | Banco Bradesco S.A.                                                                | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1570350.00   | 0.03%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13811 | PA      | $13115.42     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2300000 | PA      | $2279120.14   | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                             | Verus Securitization Trust                                                         | CUSIP: 92539FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      965000 | PA      | $969980.46    | 0.02%             | 2068-02-25      | Variable      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI S.A.                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     2000000 | PA      | $2081860.00   | 0.05%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | Parkland Corp                                                                      | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1922570.00   | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      800000 | PA      | $787600.88    | 0.02%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                     | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $1457742.96   | 0.03%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2186100.64   | 0.05%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1470703.37   | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | Clarios Global LP                                                                  | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      350000 | PA      | $363925.45    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9683098 | PA      | $62807.48     | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                              | GSAT Trust                                                                         | CUSIP: 36271XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3006193.80   | 0.07%             | 2030-07-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      166366 | PA      | $153094.54    | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CENTURI GROUP INC                                                                | Centuri Group, Inc, Term Loan B                                                    | CUSIP: 15643XAC2<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |     2254407 | PA      | $2258837.09   | 0.05%             | 2028-08-28      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico      | BBVA Bancomer S.A. Institucion de Banca Multiple Grupo Financiero BBVA Mexico      | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1129480.00   | 0.02%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1537796 | PA      | $1315985.90   | 0.03%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                   | Sisecam UK plc                                                                     | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     3900000 | PA      | $3941402.40   | 0.09%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2552923 | PA      | $2260080.42   | 0.05%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     2000000 | PA      | $2009320.00   | 0.04%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      325000 | PA      | $320322.60    | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA/Cayman                                                        | Banco do Brasil S.A.                                                               | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     2000000 | PA      | $2025094.00   | 0.04%             | 2031-03-18      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | Hunt Oil Co of Peru LLC Sucursal Del Peru                                          | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $2104280.00   | 0.05%             | 2038-11-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5874264.71   | 0.13%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BMC Software Inc                                                                 | Boxer Parent Company Inc., Term Loan B                                             | CUSIP: BL4985299<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     2951386 | PA      | $2936437.52   | 0.06%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4068992.72   | 0.09%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $8789503.87   | 0.19%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AutoNation, Inc                                                                    | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1597378.15   | 0.03%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2071386.66   | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5492619.54   | 0.12%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      851390 | PA      | $770395.83    | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8665000 | PA      | $9244986.58   | 0.20%             | 2042-06-25      | Variable      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5490731.95   | 0.12%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | Onemain Financial Issuance Trust                                                   | CUSIP: 68270DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4425000 | PA      | $4436062.50   | 0.10%             | 2038-07-14      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | Public Service Electric and Gas Co                                                 | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3915770.56   | 0.08%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3736813 | PA      | $3317581.66   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                                     | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262QBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      402543 | PA      | $338118.48    | 0.01%             | 2051-11-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos, Inc                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1085266.95   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                                | MF1 LLC                                                                            | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1252732.50   | 0.03%             | 2042-05-18      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust                                                                          | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1571900.80   | 0.03%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                           | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4776763.67   | 0.10%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1723228.20   | 0.04%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Magic Mergeco, Inc                                                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1519053.42   | 0.03%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2244325 | PA      | $2018783.01   | 0.04%             | 2050-06-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                           | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $1983841.57   | 0.04%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR Securitized Participation Interests Trust                        | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      226398 | PA      | $219676.72    | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos, Inc                                                                  | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1612655.57   | 0.03%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health, Inc                                                               | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3791506.28   | 0.08%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2311456.28   | 0.05%             | 2048-09-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                          | LCPR Senior Secured Financing DAC                                                  | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     1275000 | PA      | $751058.26    | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| VR Funding LLC                                                                   | Vine                                                                               | CUSIP: 91835CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      565251 | PA      | $557176.14    | 0.01%             | 2050-11-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                              | Honduras Government International Bond                                             | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1250000 | PA      | $1193750.00   | 0.03%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust                                                      | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3499138 | PA      | $48624.02     | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                         | Oceanview Mortgage Trust                                                           | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1369218 | PA      | $1110287.29   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | Egypt Government International Bond                                                | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1225000 | PA      | $1237295.15   | 0.03%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                    | New Residential Mortgage Loan Trust                                                | CUSIP: 64831DBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      818672 | PA      | $663257.40    | 0.01%             | 2052-03-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2007570.50   | 0.04%             | 2048-03-10      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         300 | PA      | $305.79       | 0.00%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                        | Olin Corp                                                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      855000 | PA      | $841507.46    | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                                            | One Bryant Park Trust                                                              | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5468533.20   | 0.12%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2103057.75   | 0.05%             | 2051-05-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                                | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3575000 | PA      | $3704683.70   | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                                                         | Weber-Stephen Products LLC, Term Loan B                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      847076 | PA      | $842590.25    | 0.02%             | 2027-10-30      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2465199.72   | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                           | Power Finance Corp Ltd                                                             | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     2375000 | PA      | $2276039.12   | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos, Inc                                                                | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $515413.00    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT Midstream, Inc                                                                  | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1426800.91   | 0.03%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust                                                     | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1419592.35   | 0.03%             | 2038-07-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Epicor Software Corp                                                             | Epicor Software Corporation, Term Loan E                                           | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     2220251 | PA      | $2228399.74   | 0.05%             | 2031-05-30      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3845294 | PA      | $322015.30    | 0.01%             | 2053-05-20      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1500000 | PA      | $1357230.00   | 0.03%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nuveen Ultra Short Income ETF                                                    | Nuveen Ultra Short Income ETF                                                      | CUSIP: 67092P755<br>LEI: 254900O5MH0BVF4L2M34 | Long             | EC               | RF                | US        |     1982716 | NS      | $50222196.28  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24425000 | PA      | $23909785.16  | 0.52%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK, Inc                                                                         | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1273550.03   | 0.03%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2571026 | PA      | $2543348.01   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1823000 | PA      | $1507891.61   | 0.03%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | Raytheon Technologies Corp                                                         | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $975907.26    | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |      510000 | PA      | $531761.19    | 0.01%             | 2043-03-25      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International, Inc                                                   | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4079754.16   | 0.09%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                           | Cushman & Wakefield US Borrower LLC                                                | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1865800.85   | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp                                                                      | Avient Corp                                                                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403739.20    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                    | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $2004459.06   | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                       | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74691.42     | 0.00%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                     | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   320000000 | PA      | $351821.10    | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      280000 | PA      | $172550.00    | 0.00%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                   | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1825398.22   | 0.04%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2729267.35   | 0.06%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     2291875 | PA      | $2206426.80   | 0.05%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5221983 | PA      | $3877293.34   | 0.08%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | Bell Telephone Co of Canada or Bell Canada                                         | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     3855000 | PA      | $3910112.89   | 0.08%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |     6065000 | PA      | $6393517.40   | 0.14%             | 2042-09-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      710354 | PA      | $721477.34    | 0.02%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                                                     | HIFI A2                                                                            | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     7550000 | PA      | $7374563.67   | 0.16%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1908253 | PA      | $1832038.33   | 0.04%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7375000 | PA      | $6367928.19   | 0.14%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2794390 | PA      | $2461531.38   | 0.05%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3055000 | PA      | $2833366.41   | 0.06%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                                 | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      800000 | PA      | $837539.20    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3157934.01   | 0.07%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $5966250.00   | 0.13%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                          | International Game Technology plc                                                  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $399751.16    | 0.01%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Term Loan                                               | CUSIP: BL4805414<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     1012846 | PA      | $1019176.46   | 0.02%             | 2031-12-11      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6540232 | PA      | $5015389.02   | 0.11%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34873000 | PA      | $35006498.03  | 0.76%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      725000 | PA      | $709622.39    | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                         | USA Compression Partners LP                                                        | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1077162.43   | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub, Inc., First Lien Term Loan B                                   | CUSIP: BL4842680<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     2474889 | PA      | $2474170.92   | 0.05%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      950000 | PA      | $949989.62    | 0.02%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                                                      | Klockner-Pentaplast of America, Inc., Term Loan B                                  | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |      845709 | PA      | $784695.70    | 0.02%             | 2026-02-12      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1400000 | PA      | $1253994.00   | 0.03%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5733920 | PA      | $5494249.02   | 0.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                                | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2450023.32   | 0.05%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                                                | MLN US HoldCo LLC, Second Out Term Loan                                            | CUSIP: 55292HAJ2<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      247119 | PA      | $1247.95      | 0.00%             | 2027-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20907682 | PA      | $19448698.13  | 0.42%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEX TSG INTERMEDIATE CO                                                         | Onex TSG Intermediate Corp., Term Loan B                                           | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |     1852812 | PA      | $1860047.73   | 0.04%             | 2028-02-28      | Variable      | 9.34%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp, First Lien Term Loan B                                           | CUSIP: BL4843100<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      470479 | PA      | $470971.08    | 0.01%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | Springleaf Finance Corp                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1327921.63   | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1178141.74   | 0.03%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15574742 | PA      | $15297189.99  | 0.33%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3868494.12   | 0.08%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     9681000 | PA      | $10221981.06  | 0.22%             | 2042-12-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                            | Archrock Partners LP                                                               | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1609763.27   | 0.03%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $911498.50    | 0.02%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2750000 | PA      | $2824765.63   | 0.06%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO, Inc                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     3940000 | PA      | $3998832.08   | 0.09%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH North America Holdings, Inc                                                     | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      390000 | PA      | $393405.48    | 0.01%             | 2031-01-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31371FH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         542 | PA      | $571.25       | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |        8124 | PA      | $8191.62      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10131311 | PA      | $9747573.63   | 0.21%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                               | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     3497621 | PA      | $3498723.18   | 0.08%             | 2031-04-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP                                                               | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $896261.27    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $809820.91    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |     6685000 | PA      | $7060866.80   | 0.15%             | 2042-07-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                             | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1500000 | PA      | $1010630.21   | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC                                                             | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4240000 | PA      | $3886555.13   | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC                                                                               | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1799583 | PA      | $1418841.81   | 0.03%             | 2065-05-25      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP                                                                | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $444144.06    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ecobank Transnational Inc                                                        | Ecobank Transnational, Inc                                                         | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |     1550000 | PA      | $1582937.50   | 0.03%             | 2029-10-15      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                | Kosmos Energy Ltd                                                                  | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $796549.85    | 0.02%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46652BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $685010.00    | 0.01%             | 2037-01-16      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6625000 | PA      | $6542171.07   | 0.14%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                                             | 225 Liberty Street Trust                                                           | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $7640205.60   | 0.17%             | 2036-02-10      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                             | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1475000 | PA      | $1261125.00   | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes Series                                               | CUSIP: 14576AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2328839.75   | 0.05%             | 2050-12-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1354561.43   | 0.03%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | SkyMiles IP Ltd., Skymiles Term Loan B                                             | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |       84322 | PA      | $84970.39     | 0.00%             | 2027-10-20      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR250711                                                                          | CUSIP: EUR250711<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30824.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2801393.86   | 0.06%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                         | Archrock Partners LP                                                               | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $376241.39    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                              | Nigeria Government International Bond                                              | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1250000 | PA      | $1115814.63   | 0.02%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                         | Banco Mercantil del Norte S.A.                                                     | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      925000 | PA      | $915669.25    | 0.02%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | Churchill Downs, Inc                                                               | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     3285000 | PA      | $3376395.27   | 0.07%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2108158 | PA      | $1784948.92   | 0.04%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2256309.51   | 0.05%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP                                                                     | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1777833.72   | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                           | Sunoco LP                                                                          | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1116409.31   | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2058976.97   | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                      | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1607008.81   | 0.03%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      409180 | PA      | $328532.86    | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2200000 | PA      | $2282896.00   | 0.05%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Delta Topco Inc                                                                  | Delta TopCo, Inc., Term Loan B                                                     | CUSIP: BL4985182<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3975013 | PA      | $3951222.08   | 0.09%             | 2029-11-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                        | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1665124.50   | 0.04%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644ABK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4689287.50   | 0.10%             | 2048-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $4771341.25   | 0.10%             | 2054-02-15      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                                                             | Korea Southern Power Co Ltd                                                        | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     1400000 | PA      | $1370917.27   | 0.03%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | Indonesia Government International Bond                                            | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      875000 | PA      | $913274.46    | 0.02%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1859000 | PA      | $1772556.50   | 0.04%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1438953.16   | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK, Inc                                                                         | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      900000 | PA      | $830738.64    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2836647 | PA      | $498327.63    | 0.01%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1074492.41  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                          | KazMunayGas National Co JSC                                                        | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1500000 | PA      | $1510380.24   | 0.03%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9440000 | PA      | $8431837.45   | 0.18%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de C.V.                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     1350000 | PA      | $1355531.53   | 0.03%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                   | United States Treasury Note                                                        | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16976000 | PA      | $17140455.00  | 0.37%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    13520000 | PA      | $14380698.07  | 0.31%             | 2042-06-25      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1168353.57   | 0.03%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands, Inc                                                                 | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1190776.73   | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10247536 | PA      | $10419284.83  | 0.23%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust 2025-B                                                    | Oportun Issuance Trust                                                             | CUSIP: 68378QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10063173.00  | 0.22%             | 2033-05-09      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $730172.99    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13933768 | PA      | $181204.47    | 0.00%             | 2051-03-27      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                                | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     5573891 | PA      | $5122953.09   | 0.11%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1769000 | PA      | $1536859.97   | 0.03%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | AppLovin Corp                                                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $9775604.79   | 0.21%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     3575000 | PA      | $3141352.50   | 0.07%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2255316 | PA      | $1909995.22   | 0.04%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works, Inc                                                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      925000 | PA      | $953350.33    | 0.02%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     1287562 | PA      | $1288528.17   | 0.03%             | 2030-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                         | Bank Gospodarstwa Krajowego                                                        | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1780000 | PA      | $1794368.46   | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                          | Uniti Group LP                                                                     | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      589000 | PA      | $624365.04    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                               | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     3150000 | PA      | $2681890.34   | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                           | BBVA Bancomer S.A.                                                                 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1850000 | PA      | $1777851.30   | 0.04%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36254CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1774548.40   | 0.04%             | 2050-08-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3313131.18   | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares, Inc                                                         | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4063585.12   | 0.09%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 36213X7C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       25314 | PA      | $25350.95     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                  | Kenya Government International Bond                                                | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1000000 | PA      | $1013404.15   | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2462342 | PA      | $2112843.65   | 0.05%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B6                                   | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     3980000 | PA      | $3985412.80   | 0.09%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                                       | Cornerstone Generation LLC                                                         | CUSIP: BL4790210<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     1620000 | PA      | $1630125.00   | 0.04%             | 2031-10-28      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                                 | AlixPartners, LLP, Term Loan B                                                     | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |      284347 | PA      | $285735.04    | 0.01%             | 2028-02-04      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2665000 | PA      | $2819770.94   | 0.06%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7751040 | PA      | $6285253.11   | 0.14%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     4553194 | PA      | $4387011.96   | 0.09%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust                                                    | CUSIP: 12669GBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      217975 | PA      | $209946.23    | 0.00%             | 2034-11-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4176540 | PA      | $3659714.25   | 0.08%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1209649.76   | 0.03%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                  | Mid-State Capital Corp Trust                                                       | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      147246 | PA      | $146960.72    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO Corp                                                                         | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      975000 | PA      | $991717.27    | 0.02%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                   | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     2750000 | PA      | $2336374.78   | 0.05%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1527232.70   | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | Kennedy-Wilson, Inc                                                                | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1329343.75   | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1310687 | PA      | $1099561.61   | 0.02%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                                            | UTZ Quality Foods, LLC, Term Loan B                                                | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |      182555 | PA      | $182783.02    | 0.00%             | 2032-01-29      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6602926 | PA      | $4489106.53   | 0.10%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    35023823 | PA      | $302357.16    | 0.01%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3404763.09   | 0.07%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1858858 | PA      | $1601516.82   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      397542 | PA      | $341278.76    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      444769 | PA      | $385065.62    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | Hologic, Inc                                                                       | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3335330.60   | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                    | CUSIP: BJ1411179<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2400000 | PA      | $1558080.86   | 0.03%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | Avantor Funding, Inc                                                               | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1931474.86   | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $3011746.95   | 0.07%             | 2036-07-15      | Variable      | 8.64%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty Group, LLC, Term Loan B                                             | CUSIP: BL4755205<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |     1201811 | PA      | $1203312.79   | 0.03%             | 2031-09-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19508 | PA      | $19430.53     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial, Inc                                                          | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1273689.05   | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $837585.21    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | Navient Corp                                                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1958752.40   | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2545845 | PA      | $2229339.28   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3770000 | PA      | $3314460.34   | 0.07%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      825000 | PA      | $732675.93    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                 | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      735000 | PA      | $753067.04    | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Term Loan B                                                           | CUSIP: BL4754489<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     1262885 | PA      | $1271409.08   | 0.03%             | 2031-09-30      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-LTV2                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36266VBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      993422 | PA      | $816384.55    | 0.02%             | 2052-06-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900286 | PA      | $1612289.60   | 0.03%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                           | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2500000 | PA      | $403695.86    | 0.01%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CBRE Realty Finance CDO Ltd                                                      | CBRE Realty Finance                                                                | CUSIP: 1248MLAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     6451318 | PA      | $645.13       | 0.00%             | 2052-04-07      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                             | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      500000 | PA      | $507650.00    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | Jane Street Group                                                                  | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      715000 | PA      | $735167.29    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA, Inc                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2026780.93   | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                   | Ziff Davis, Inc                                                                    | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1318991.27   | 0.03%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      750000 | PA      | $599697.66    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     3960075 | PA      | $3946472.14   | 0.09%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      549374 | PA      | $557195.38    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    23520000 | PA      | $15870069.67  | 0.34%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                | Magnetite XXIII Ltd                                                                | CUSIP: 55954RAG5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-O            | CORP              | KY        |     1000000 | PA      | $1002647.00   | 0.02%             | 2035-01-25      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213506 | PA      | $183267.17    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ Secured Financing BV                                                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1779216.80   | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      951176 | PA      | $766879.75    | 0.02%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1007240.23   | 0.02%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2475000 | PA      | $2542726.40   | 0.06%             | 2042-04-25      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1575905.94   | 0.03%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP S.A.                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1000000 | PA      | $1013302.00   | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3450000 | PA      | $3576902.83   | 0.08%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO Distribution, Inc                                                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      725000 | PA      | $734001.52    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2695316 | PA      | $2584038.38   | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8510696.55   | 0.18%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                               | Century Plaza Towers                                                               | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3265072.80   | 0.07%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | Altice France S.A., Term Loan B12                                                  | CUSIP: BL2543546<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      918794 | PA      | $808424.09    | 0.02%             | 2026-01-31      | Variable      | 10.19%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17087088 | PA      | $109377.87    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp                                                                | Triton Water Holdings, Inc, Term Loan B                                            | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     1790640 | PA      | $1799091.75   | 0.04%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                                      | CHG Healthcare Services Inc., Term Loan B1                                         | CUSIP: BL4845410<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      257931 | PA      | $259116.30    | 0.01%             | 2028-09-29      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B1                                              | CUSIP: BL4995835<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      332322 | PA      | $332114.48    | 0.01%             | 2031-04-14      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I                                                   | BRE Grand Islander Timeshare Issuer LLC                                            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      654412 | PA      | $644802.79    | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                              | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1180876.51   | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                         | Yapi ve Kredi Bankasi AS.                                                          | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2000000.00   | 0.04%             | 2030-03-03      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2000758.00   | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource, Inc                                                                      | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1162670.67   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $2148984.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Masterbrand Inc                                                                  | Masterbrand, Inc                                                                   | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      595000 | PA      | $607644.87    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP                                                                | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $972143.70    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     4375000 | PA      | $4130040.60   | 0.09%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18983024 | PA      | $17688742.40  | 0.38%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      996668 | PA      | $812143.74    | 0.02%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | Arsenal AIC Parent LLC                                                             | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1542089.55   | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                           | Goodyear Tire & Rubber Co                                                          | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4801894.00   | 0.10%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP                                                        | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $525344.13    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3026082.75   | 0.07%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark                                                                          | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1791968 | PA      | $1745180.79   | 0.04%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                        | Banco del Estado de Chile                                                          | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     1800000 | PA      | $1869750.00   | 0.04%             | N/A             | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $830512.78    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      166165 | PA      | $151143.86    | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4819775 | PA      | $3907713.43   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                   | DBJPMortgage Trust                                                                 | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5065000 | PA      | $4955066.71   | 0.11%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46652BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2025023.75   | 0.04%             | 2037-01-16      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                              | Minejesa Capital BV                                                                | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     1105160 | PA      | $1089764.02   | 0.02%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      983495 | PA      | $799471.28    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $5062500.00   | 0.11%             | N/A             | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                           | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $992595.85    | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3459927 | PA      | $2800142.25   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL                                                                   | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2600000 | PA      | $2312698.73   | 0.05%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP S.A.                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1100000 | PA      | $985474.60    | 0.02%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC LTD                                                                      | NBK SPC Ltd                                                                        | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     1975000 | PA      | $1902043.50   | 0.04%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8158000 | PA      | $7032175.93   | 0.15%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Repriced Term Loan B                                           | CUSIP: BL4939163<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     3854733 | PA      | $3841973.54   | 0.08%             | 2031-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1052100.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB International Ltd                                                              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2879071.43   | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3820469.91   | 0.08%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                                | Parexel International Corporation, Term Loan B                                     | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     3272025 | PA      | $3276622.61   | 0.07%             | 2028-11-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | Antero Midstream Partners LP                                                       | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2065700.00   | 0.04%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust                                                       | CUSIP: 452764AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4810000 | PA      | $3613599.56   | 0.08%             | 2056-06-25      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11800150 | PA      | $11817268.14  | 0.26%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                          | Misc Capital Two Labuan Ltd                                                        | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     2260000 | PA      | $2228932.71   | 0.05%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1455255.98   | 0.03%             | 2062-12-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                              | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     2483015 | PA      | $2491742.77   | 0.05%             | 2030-05-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      825000 | PA      | $538322.74    | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3172598 | PA      | $2997697.23   | 0.06%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    34264055 | PA      | $34270488.39  | 0.74%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                | CUSIP: ZM3075250<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       | 14160000000 | PA      | $879298.06    | 0.02%             | 2029-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1049641.78   | 0.02%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                                | Flagstar Mortgage Trust                                                            | CUSIP: 33851PBX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1007569 | PA      | $823129.82    | 0.02%             | 2051-07-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $924907.30    | 0.02%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust                                                            | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       13909 | PA      | $13667.38     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                                                          | United Airlines Pass Through Trust                                                 | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3401448 | PA      | $3171291.12   | 0.07%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                  | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      975000 | PA      | $901290.84    | 0.02%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                          | Belron Finance LLC, Term Loan B                                                    | CUSIP: BL4765923<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2388948 | PA      | $2402743.67   | 0.05%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    13004328 | PA      | $2140352.51   | 0.05%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4015386.88   | 0.09%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4025000 | PA      | $4120436.53   | 0.09%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      627540 | PA      | $619212.21    | 0.01%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2256408.81   | 0.05%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15360750 | PA      | $116859.97    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1867870 | PA      | $1816912.58   | 0.04%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | Peruvian Government International Bond                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      780000 | PA      | $751436.40    | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                | ASGN, Inc                                                                          | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      800000 | PA      | $780219.79    | 0.02%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3025000 | PA      | $3089996.78   | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1018431.42   | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3568431.60   | 0.08%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1718625.00   | 0.04%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                             | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      750000 | PA      | $755018.30    | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria S.A.                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     4000000 | PA      | $4414376.00   | 0.10%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                         | TricorBraun Holdings, Inc., Term Loan                                              | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     1861923 | PA      | $1862090.30   | 0.04%             | 2028-03-03      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375573 | PA      | $359190.66    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings, LLC, Term Loan B                                         | CUSIP: BL4756526<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     1981270 | PA      | $1984677.80   | 0.04%             | 2031-10-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      544654 | PA      | $529812.66    | 0.01%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                              | GSAT Trust                                                                         | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1450000 | PA      | $1452773.71   | 0.03%             | 2030-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | Windfall Mining Group, Inc                                                         | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     4300000 | PA      | $4392002.07   | 0.10%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP Mortgage Trust                                                                  | CUSIP: 449843AC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3553072.60   | 0.08%             | 2042-06-10      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       71322 | PA      | $11943.88     | 0.00%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP                                                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3236224.92   | 0.07%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3194714.06   | 0.07%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3206037 | PA      | $2712987.94   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond                                          | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2125000 | PA      | $2044781.51   | 0.04%             | 2036-04-01      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust Series - 2019 B12 (Class C)                             | Benchmark Mortgage Trust Series - 2019 B12 (Class C)                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1202243.10   | 0.03%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                               | Tronox Finance LLC, First Lien Term Loan B                                         | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |      290032 | PA      | $284594.09    | 0.01%             | 2031-09-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2714299.20   | 0.06%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Itau Unibanco Holding SA/Cayman Island                                           | Itau Unibanco Holding S.A.                                                         | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     1825000 | PA      | $1872039.38   | 0.04%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3664084.64   | 0.08%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                            | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2112109.59   | 0.05%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE Systems plc                                                                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $521356.92    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | Standard Industries, Inc                                                           | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2195025.14   | 0.05%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                             | Kingston Airport Revenue Finance Ltd                                               | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      975000 | PA      | $980294.25    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan C                                                             | CUSIP: BL4881803<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     3955125 | PA      | $3949311.26   | 0.09%             | 2030-09-29      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                       | Akbank T.A.S.                                                                      | CUSIP: 00971YAJ9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1492500.00   | 0.03%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | New York Mortgage Trust                                                            | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       49863 | PA      | $49625.66     | 0.00%             | 2036-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                                          | Zekelman Industries, Inc., Term Loan B                                             | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |     1413155 | PA      | $1416560.68   | 0.03%             | 2031-01-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2413658 | PA      | $2237851.12   | 0.05%             | 2048-06-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2442261 | PA      | $2137279.55   | 0.05%             | 2052-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group plc                                                           | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1028099.08   | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                         | Banque Ouest Africaine de Developpement                                            | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |      550000 | PA      | $539287.25    | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                     | Aspire Bakeries Holdings LLC                                                       | CUSIP: BL4497584<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     1161181 | PA      | $1167166.79   | 0.03%             | 2030-12-23      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2150000 | PA      | $1636621.88   | 0.04%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      900000 | PA      | $924770.39    | 0.02%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      500000 | PA      | $390624.64    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1215336.69   | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                    | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3007179.00   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                 | Ingram Micro Inc., Term Loan                                                       | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      144893 | PA      | $145753.48    | 0.00%             | 2031-09-22      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418A7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      504292 | PA      | $492566.57    | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | Expand Energy Corp                                                                 | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3702045.35   | 0.08%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Water & Power Authority - Electric System                         | Virgin Islands Water & Power Authority-Electric System                             | CUSIP: 927688GY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4195000 | PA      | $4200241.65   | 0.09%             | 2026-07-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3776957 | PA      | $3162344.56   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                              | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      775000 | PA      | $760062.82    | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                            | Jamaica Government International Bond                                              | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     1500000 | PA      | $1761285.00   | 0.04%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC                                                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10248500 | PA      | $10421676.08  | 0.23%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies, Inc                                                            | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1222848.41   | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3650000 | PA      | $4089614.76   | 0.09%             | 2042-03-25      | Variable      | 14.82%                | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                         | Provincia de Buenos Aires (Step Bond)                                              | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     1728227 | PA      | $1240003.04   | 0.03%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9507202 | PA      | $9059849.66   | 0.20%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1028319.92   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart, Inc                                                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1677237.54   | 0.04%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38384B2S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    14464670 | PA      | $15640836.99  | 0.34%             | 2053-07-20      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     3369000 | PA      | $2910604.90   | 0.06%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                                  | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     2456087 | PA      | $2448669.29   | 0.05%             | 2030-09-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   127231000 | PA      | $128304511.56 | 2.78%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                    | ZF North America Capital, Inc                                                      | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      750000 | PA      | $752268.00    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       13188 | PA      | $13918.08     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3374346 | PA      | $3417701.87   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $346645.08    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165309 | PA      | $155097.47    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       79273 | PA      | $75079.77     | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen S.A.                                           | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1400000 | PA      | $1051400.00   | 0.02%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust                                                            | CUSIP: 36242DVJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      181260 | PA      | $163648.59    | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      582935 | PA      | $518081.28    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1356829.65   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3000000 | PA      | $2298900.00   | 0.05%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      250000 | PA      | $207022.39    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic Government International Bond                                   | CUSIP: 25714WBC6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    84000000 | PA      | $1537587.54   | 0.03%             | 2032-03-05      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                        | Applebee's Funding LLC / IHOP Funding LLC                                          | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4980862.15   | 0.11%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1617398 | PA      | $168806.34    | 0.00%             | 2043-09-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      259553 | PA      | $221425.62    | 0.00%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6016652 | PA      | $4886360.99   | 0.11%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                    | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     3000000 | PA      | $2700466.41   | 0.06%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   135110000 | PA      | $82527932.08  | 1.79%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                                      | Diamond Resorts Owner Trust                                                        | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      195313 | PA      | $194096.58    | 0.00%             | 2033-11-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de C.V.                                                       | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2100000 | PA      | $2062620.00   | 0.04%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corp                                                              | Select Medical Corporation, Term Loan B                                            | CUSIP: BL4807634<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      707209 | PA      | $710306.15    | 0.02%             | 2031-12-03      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corporation, Term Loan B                                                 | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     2682190 | PA      | $2684711.16   | 0.06%             | 2030-01-31      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group, Inc                                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      755000 | PA      | $718358.72    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG, Inc                                                            | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3239889.00   | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                               | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2675000 | PA      | $2372770.48   | 0.05%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                                   | Countrywide Asset-Backed Certificates (Step Bond)                                  | CUSIP: 126671UD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17684 | PA      | $15384.94     | 0.00%             | 2027-10-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $5997689.64   | 0.13%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1719438.97   | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3056668 | PA      | $2690445.97   | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3448061.40   | 0.07%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2225000 | PA      | $1651716.49   | 0.04%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                    | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $995807.26    | 0.02%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government Bond                                                          | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      950000 | PA      | $800375.00    | 0.02%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent Inc                                                                  | Instructure Holdings, Inc., Term Loan                                              | CUSIP: BL4730091<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3491250 | PA      | $3499018.03   | 0.08%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      250000 | PA      | $210715.07    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2269058.25   | 0.05%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | Sealed Air Corp                                                                    | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1326416.64   | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2870362.99   | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2205320.24   | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc                                                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      460000 | PA      | $483427.34    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp                                                                           | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1450000 | PA      | $1492670.64   | 0.03%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $98714.84     | 0.00%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5875000 | PA      | $5698874.96   | 0.12%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management S.A.                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1051100.00   | 0.02%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | Compass Datacenters Issuer III LLC                                                 | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5500000 | PA      | $5555480.15   | 0.12%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2053620 | PA      | $1861339.61   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      575000 | PA      | $576930.85    | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp                                                       | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $4186300.48   | 0.09%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1000000 | PA      | $1000497.00   | 0.02%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22490543 | PA      | $22152404.40  | 0.48%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3318444 | PA      | $2808108.03   | 0.06%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4545429 | PA      | $4356403.77   | 0.09%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                                | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      530000 | PA      | $621710.46    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                              | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      800000 | PA      | $800092.42    | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $1826524.33   | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1426544 | PA      | $1208120.52   | 0.03%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1105513.99   | 0.02%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                            | Ellucian Holdings, Inc., First Lien Term Loan B                                    | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     1168705 | PA      | $1172906.44   | 0.03%             | 2029-10-09      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                    | Lunar Structured Aircraft Portfolio Notes                                          | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     1663356 | PA      | $1598742.92   | 0.03%             | 2046-10-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $8401033.97   | 0.18%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                           | BBVA Bancomer S.A.                                                                 | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $1057682.67   | 0.02%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond (Step Bond)                                  | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      928125 | PA      | $805148.44    | 0.02%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International S.A.                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     3300000 | PA      | $2177025.51   | 0.05%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                         | Elanco Animal Health Incorporated, Term Loan B                                     | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     1184652 | PA      | $1184953.85   | 0.03%             | 2027-08-02      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC                                               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2139145.56   | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     1102164 | PA      | $991526.31    | 0.02%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce, Inc                                                                    | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $2535678.47   | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC                                               | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4854657.94   | 0.11%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                    | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5000000 | PA      | $3642573.10   | 0.08%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    73044161 | PA      | $70001169.10  | 1.52%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |     2752094 | PA      | $2660887.13   | 0.06%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                                          | Superior Plus LP                                                                   | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      550000 | PA      | $528975.54    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc                                                                     | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1477987.70   | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | Avantor Funding, Inc                                                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1472938.65   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV8                                             | JP Morgan Mortgage Trust                                                           | CUSIP: 46654RBQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274940 | PA      | $223681.90    | 0.00%             | 2052-05-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                                          | Banco Internacional del Peru SAA Interbank                                         | CUSIP: 05968DAD2<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     3000000 | PA      | $2975960.40   | 0.06%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140612 | PA      | $142360.18    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      349751 | PA      | $344384.54    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas S.A.                                                                   | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $99772.06     | 0.00%             | 2026-05-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $1668295.96   | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                         | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74366.70     | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                                            | Intercorp Financial Services, Inc                                                  | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |     3000000 | PA      | $2915798.94   | 0.06%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2042807 | PA      | $1727424.56   | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40465000 | PA      | $40528226.56  | 0.88%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                                 | ENA Master Trust                                                                   | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     2300000 | PA      | $1656345.00   | 0.04%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | Chart Industries, Inc                                                              | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1214434.16   | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                                           | Sunrise FinCo I BV                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2837250.00   | 0.06%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      425000 | PA      | $421053.78    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B                                              | CUSIP: BL4798080<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      391980 | PA      | $394429.49    | 0.01%             | 2028-08-17      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2275000 | PA      | $1921402.89   | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $3451736.36   | 0.07%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     4015166 | PA      | $3751701.20   | 0.08%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1212571.63   | 0.03%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2250000 | PA      | $1868380.07   | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group, Inc                                                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2344773.68   | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                        | Trinidad Generation UnLtd                                                          | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      550000 | PA      | $569800.00    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                     | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      825000 | PA      | $541486.51    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8558000 | PA      | $8305743.62   | 0.18%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17025129 | PA      | $101738.77    | 0.00%             | 2051-11-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1960104.40   | 0.04%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      897458 | PA      | $828669.95    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2150000 | PA      | $2112410.91   | 0.05%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1927000 | PA      | $1790336.25   | 0.04%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1730435.58   | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      600000 | PA      | $534312.73    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Corp Service Co                                                                  | Corporation Service Company, Term Loan B                                           | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |     1566766 | PA      | $1567548.96   | 0.03%             | 2029-11-02      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | Kennedy-Wilson, Inc                                                                | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1312100.57   | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3375940.75   | 0.07%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | GTCR W-2 MERGER SUB LLC                                                            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1098668.03   | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1211959.20   | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2500000 | PA      | $2297500.00   | 0.05%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       54560 | PA      | $53358.13     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust                                                         | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $565563.36    | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | Fertitta Entertainment, LLC, Term Loan B                                           | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     1797695 | PA      | $1797766.77   | 0.04%             | 2029-01-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      909069 | PA      | $845938.10    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      812529 | PA      | $723251.87    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                           | Export-Import Bank of India                                                        | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1375000 | PA      | $1350547.52   | 0.03%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | EnfraGen Energia Sur S.A.                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $179090.54    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                     | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4897638.05   | 0.11%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                                            | BAMLL Trust                                                                        | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3000961.20   | 0.06%             | 2042-02-15      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                   | Wynn Macau Ltd                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      450000 | PA      | $442389.92    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX, Inc                                                                           | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      800000 | PA      | $807121.60    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gran Tierra Energy Inc                                                           | Gran Tierra Energy, Inc                                                            | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      700000 | PA      | $532745.29    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4659396 | PA      | $4461595.97   | 0.10%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl                                                                  | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     1420000 | PA      | $1300861.01   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | Genesee & Wyoming, Inc                                                             | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1132614.03   | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen, Inc                                                                         | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $10105697.88  | 0.22%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4090578.69   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                                           | BX Commercial Mortgage Trust                                                       | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2013187.20   | 0.04%             | 2041-10-15      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Bancolombia SA                                                                   | Bancolombia S.A.                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $2102830.00   | 0.05%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                   | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     2211450 | PA      | $1960649.68   | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      958708 | PA      | $909680.20    | 0.02%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150917 | PA      | $1744160.71   | 0.04%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1606052 | PA      | $1613929.33   | 0.03%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4360000 | PA      | $4432397.80   | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                         | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1527203.61   | 0.03%             | 2030-01-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2170000 | PA      | $2289129.53   | 0.05%             | 2043-10-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                            | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      225000 | PA      | $209662.73    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC                                                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $6125206.20   | 0.13%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1106819.77   | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                                               | Apollo aviation securitization                                                     | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2096377 | PA      | $1951324.45   | 0.04%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1358415.71   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4990355.00   | 0.11%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137168 | PA      | $133976.33    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1381203.35   | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower, LLC, Term Loan B                                             | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     4795930 | PA      | $4813914.86   | 0.10%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1855512.10   | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |     4982000 | PA      | $5445865.05   | 0.12%             | 2042-02-25      | Variable      | 13.79%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17968143 | PA      | $17667365.70  | 0.38%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25852125 | PA      | $25400803.74  | 0.55%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust                                                      | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    31217250 | PA      | $282350.66    | 0.01%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1171884 | PA      | $950270.58    | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                                                   | Oak Street Investment Grade Net Lease Fund Series                                  | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $969380.20    | 0.02%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| PANAMA BONOS DEL                                                                 | Panama Bonos del Tesoro                                                            | CUSIP: BQ2336940<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      900000 | PA      | $730746.00    | 0.02%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                                   | Bayview Opportunity Master Fund VI Trust                                           | CUSIP: 07335UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1425969 | PA      | $1207633.01   | 0.03%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC                                                                     | PetSmart, Inc., Term Loan B                                                        | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1336524 | PA      | $1325664.44   | 0.03%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3653245.26   | 0.08%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                              | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      475000 | PA      | $378329.13    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                    | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     3895000 | PA      | $2513498.22   | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings, LLC, Term Loan B6                                                    | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      539899 | PA      | $533455.54    | 0.01%             | 2028-01-18      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl, Term Loan B                                                     | CUSIP: BL4569192<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |     1320058 | PA      | $1259837.21   | 0.03%             | 2029-11-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DirecTV Financing, LLC, Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       89554 | PA      | $90009.25     | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WHS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63064 | PA      | $55939.28     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial, Inc                                                          | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1636298.37   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                              | Avantor Funding, Inc., Term Loan                                                   | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |      136642 | PA      | $137353.49    | 0.00%             | 2027-11-08      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                    | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      790000 | PA      | $839914.57    | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                               | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      695891 | PA      | $477975.73    | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14775000 | PA      | $10161275.46  | 0.22%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure, LLC, First Lien Term Loan B6                                             | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      208511 | PA      | $208266.34    | 0.00%             | 2030-11-06      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      181421 | PA      | $161719.97    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $462525.70    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                              | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1159436.87   | 0.03%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |     4425000 | PA      | $4722783.03   | 0.10%             | 2042-01-25      | Variable      | 11.41%                | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corporation, Term Loan (2028)                                             | CUSIP: BL4939023<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     1884686 | PA      | $1888512.07   | 0.04%             | 2028-10-18      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Add-on Term Loan B                                           | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     5470388 | PA      | $5482833.04   | 0.12%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                                                             | QTS Issuer ABS I LLC                                                               | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4930000 | PA      | $4995941.22   | 0.11%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      725000 | PA      | $628727.01    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital, Inc                                                      | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     3665000 | PA      | $3519549.93   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5730419 | PA      | $5490893.41   | 0.12%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8482028 | PA      | $7966950.92   | 0.17%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                             | Bank Leumi Le-Israel BM                                                            | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     3000000 | PA      | $2943000.00   | 0.06%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                             | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      975000 | PA      | $770449.29    | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                     | Hilton Grand Vacations Trust                                                       | CUSIP: 43284HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      590531 | PA      | $580382.10    | 0.01%             | 2033-07-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       27371 | PA      | $25872.58     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | Principal Financial Group, Inc                                                     | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1980645.10   | 0.04%             | 2028-02-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3510827 | PA      | $3515473.81   | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1799039 | PA      | $1603562.67   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     6185000 | PA      | $3764049.92   | 0.08%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NBC Funding LLC                                                                  | NBC Funding LLC                                                                    | CUSIP: 62878YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1447564.65   | 0.03%             | 2051-07-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CITY BREWING CO LLC                                                              | City Brewing Company, LLC, FLFO Roll Up Term Loan                                  | CUSIP: 10756PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      125626 | PA      | $34547.25     | 0.00%             | 2028-04-05      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Crescendo Royalty Funding LP                                                     | Crescendo Royalty Funding LP                                                       | CUSIP: 225638AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9850000 | PA      | $9581876.11   | 0.21%             | 2051-12-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4065558.69   | 0.09%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     3063125 | PA      | $3006347.22   | 0.07%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy, Inc                                                                   | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      215000 | PA      | $185722.92    | 0.00%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc                         | Six Flags Entertainment Corp                                                       | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $2042240.57   | 0.04%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                 | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2511625.72   | 0.05%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5611091 | PA      | $4017762.11   | 0.09%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                              | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4833900 | PA      | $4395547.93   | 0.10%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes Series                                               | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2443750 | PA      | $2302065.53   | 0.05%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                             | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $1016002.91   | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1871357 | PA      | $1773818.23   | 0.04%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan J                                                       | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1620220 | PA      | $1624926.94   | 0.04%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      850000 | PA      | $836911.41    | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3131035 | PA      | $2997990.81   | 0.06%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management, Inc                                                              | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2585920.81   | 0.06%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    42655577 | PA      | $42702037.70  | 0.92%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 36290WK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       54095 | PA      | $54990.13     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      921994 | PA      | $747637.24    | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $654842.16    | 0.01%             | 2050-02-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366832 | PA      | $371533.33    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | Lithia Motors, Inc                                                                 | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2158027.17   | 0.05%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4541387 | PA      | $523605.63    | 0.01%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | Benchmark Mortgage Trust                                                           | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3915000 | PA      | $3267031.48   | 0.07%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                         | Live Nation Entertainment, Inc                                                     | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2587584.45   | 0.06%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2095318.32   | 0.05%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury Designated Activity Co                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1960000 | PA      | $2018884.28   | 0.04%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      105748 | PA      | $98998.26     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5420449 | PA      | $4523607.12   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-LTV2                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36268SAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4311264 | PA      | $3861432.35   | 0.08%             | 2052-12-25      | Variable      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                                   | Shellpoint Co-Originator Trust                                                     | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      221528 | PA      | $203492.33    | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1851184.20   | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       83380 | PA      | $38980.15     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     2494578 | PA      | $2080335.92   | 0.05%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2507325 | PA      | $2402430.77   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1902285 | PA      | $1684121.21   | 0.04%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Closure Systems International Group Inc                                          | Canister International Group Inc., First Lien Term Loan B                          | CUSIP: 13763HAF9<br>LEI: 549300E17L7BO8C0M603 | Long             | LON              | CORP              | US        |     1237523 | PA      | $1241007.06   | 0.03%             | 2029-03-22      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond (Step Bond)                                  | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      650162 | PA      | $471035.99    | 0.01%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H9U98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1721947 | PA      | $1694018.30   | 0.04%             | 2053-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                    | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1665000 | PA      | $1597435.63   | 0.03%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-INV1                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36263KBM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      508387 | PA      | $408323.61    | 0.01%             | 2051-12-25      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $807694.58    | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      425000 | PA      | $443851.87    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4602970 | PA      | $885849.36    | 0.02%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | Jane Street Group                                                                  | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2523865.50   | 0.05%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1500290.04   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     1325000 | PA      | $1356015.60   | 0.03%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust                                                       | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      445690 | PA      | $421583.67    | 0.01%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3175000 | PA      | $2977521.35   | 0.06%             | 2048-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                                | Bharti Airtel Ltd                                                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     1500000 | PA      | $1389797.15   | 0.03%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| DIRECTV FIN LLC/COINC                                                            | DIRECTV Holdings LLC                                                               | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      985000 | PA      | $981785.19    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      272112 | PA      | $251328.33    | 0.01%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources, Inc                                                             | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1769440.98   | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     8496817 | PA      | $7941022.94   | 0.17%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2030620 | PA      | $1646765.06   | 0.04%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust                                                     | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2698794.45   | 0.06%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $4749245.14   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                  | MARB BondCo plc                                                                    | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2215374.25   | 0.05%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      477616 | PA      | $443300.04    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | Truist Insurance Holdings LLC, Term Loan B                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      919355 | PA      | $920885.57    | 0.02%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte S.A.                                                     | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $2025760.00   | 0.04%             | N/A             | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                           | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      525000 | PA      | $518745.20    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      284667 | PA      | $254746.23    | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                                | J.P. Morgan Mortgage Trust                                                         | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      278109 | PA      | $225609.92    | 0.00%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                                     | WinWater Mortgage Loan Trust                                                       | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |       81899 | PA      | $69594.86     | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3137186.78   | 0.07%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                       | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1501584.66   | 0.03%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Queen MergerCo Inc                                                               | Queen MergerCo, Inc                                                                | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1545303.00   | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2004646.60   | 0.04%             | 2035-06-15      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America, Inc                                                    | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4171551.64   | 0.09%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DSKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1996591 | PA      | $1752903.28   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond (Step Bond)                                  | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      188000 | PA      | $118101.47    | 0.00%             | 2040-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC                                                                               | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1621608 | PA      | $1421230.28   | 0.03%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $309481.55    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                     | US 5YR NOTE (CBT) Sep25                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         340 | NC      | $37060000.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital, Inc                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      170000 | PA      | $174563.14    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                         | Liberty Costa Rica Senior Secured Finance                                          | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1595250.00   | 0.03%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       50706 | PA      | $49087.95     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                              | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      525000 | PA      | $356987.28    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      576011 | PA      | $565573.37    | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      900000 | PA      | $684146.04    | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003KBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7277993 | PA      | $6101650.67   | 0.13%             | 2051-08-25      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    13650000 | PA      | $13090360.78  | 0.28%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                         | Asplundh Tree Expert, LLC, Term Loan B                                             | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      635594 | PA      | $637780.33    | 0.01%             | 2027-09-07      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2475000 | PA      | $2005051.83   | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2736219.20   | 0.06%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy, Inc                                                               | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $3245619.30   | 0.07%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                          | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2207699.30   | 0.05%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1503515.63   | 0.03%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1778355 | PA      | $1662698.08   | 0.04%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                          | Midwest Connector Capital Co LLC                                                   | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $480888.27    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAU7<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      875000 | PA      | $871901.84    | 0.02%             | 2025-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | Froneri Lux Finco Sarl, Term Loan B4                                               | CUSIP: BL4752848<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      573064 | PA      | $568052.51    | 0.01%             | 2031-09-30      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | Pertamina Persero PT                                                               | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $1737204.68   | 0.04%             | 2031-02-09      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendys Funding LLC                                                                 | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      924786 | PA      | $902171.60    | 0.02%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | Transocean, Inc                                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      888000 | PA      | $913169.47    | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | Performance Food Group, Inc                                                        | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1411648.92   | 0.03%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      776203 | PA      | $710364.28    | 0.02%             | 2047-10-25      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2325000 | PA      | $1800131.25   | 0.04%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2862099.60   | 0.06%             | 2048-08-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     6005000 | PA      | $6438631.86   | 0.14%             | 2042-09-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3111468 | PA      | $2081804.36   | 0.05%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association (FNMA)                                       | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1350479 | PA      | $1123294.82   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                               | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2250000 | PA      | $1455614.93   | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1100000 | PA      | $1133814.00   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                        | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     3595000 | PA      | $3189237.71   | 0.07%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2479348.89   | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17290XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2717806 | PA      | $2661516.16   | 0.06%             | 2049-04-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2723175 | PA      | $2649304.12   | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2616004.50   | 0.06%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16565000 | PA      | $16653001.56  | 0.36%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2001838 | PA      | $1695953.40   | 0.04%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP                                                       | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3375000 | PA      | $2385983.93   | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                              | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     2575000 | PA      | $2298352.61   | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Indika Energy Tbk PT                                                             | Indika Energy Tbk PT                                                               | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     1800000 | PA      | $1732679.30   | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | Spin Holdco Inc., Term Loan                                                        | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      437498 | PA      | $385544.80    | 0.01%             | 2028-03-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                                                              | Vitality Re XIV Ltd                                                                | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1535550.00   | 0.03%             | 2027-01-05      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1732000 | PA      | $1740982.15   | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de C.V.                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2600000 | PA      | $2626650.00   | 0.06%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1400000 | PA      | $1473987.31   | 0.03%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3940000 | PA      | $3844244.84   | 0.08%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES BV                                                          | Sensata Technologies BV                                                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $927303.80    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                 | Lenovo Group Ltd                                                                   | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     1500000 | PA      | $1397619.36   | 0.03%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1675000 | PA      | $1767316.29   | 0.04%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                            | Ahead DB Holdings LLC                                                              | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3009192.00   | 0.07%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     7555870 | PA      | $7789179.40   | 0.17%             | 2042-03-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP S.A.                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1075000 | PA      | $1113475.33   | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government International Bond                                   | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3775000 | PA      | $1091733.58   | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      915106 | PA      | $894941.25    | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3725000 | PA      | $3326389.61   | 0.07%             | 2049-11-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon Finance  LLC                                                               | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2733745.42   | 0.06%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4154911 | PA      | $4042838.92   | 0.09%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      660000 | PA      | $659751.26    | 0.01%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                      | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4031905.67   | 0.09%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                       | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      425000 | PA      | $326639.54    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp                                                       | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     4086000 | PA      | $4074718.55   | 0.09%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CLOUD PEAK ENRGY RES/FIN                                                         | Cloud Peak Energy, Inc                                                             | CUSIP: 18911XAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76198 | PA      | $76198.00     | 0.00%             | 9999-12-31      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | Commercial Metals Co                                                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1434638.25   | 0.03%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie, Inc                                                                        | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $2914384.84   | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                           | INEOS Quattro Holdings UK Ltd, First Lien Term Loan B                              | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      738413 | PA      | $689493.01    | 0.01%             | 2029-04-02      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 29429CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1869474.60   | 0.04%             | 2049-04-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    53416212 | PA      | $49771398.00  | 1.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $607150.80    | 0.01%             | 2049-11-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                                                        | Avaya, Inc                                                                         | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | EC               | CORP              | US        |        2843 | NS      | $20611.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       98689 | PA      | $96514.50     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6167777 | PA      | $1188490.53   | 0.03%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos, Inc                                                                | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3505000 | PA      | $3588519.24   | 0.08%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6318913.45   | 0.14%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3972789.60   | 0.09%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                        | Construction Partners Inc, Term Loan B                                             | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      995000 | PA      | $999353.13    | 0.02%             | 2031-11-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | Sealed Air Corp                                                                    | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $631486.80    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ICU MEDICAL INC                                                                  | ICU Medical, Inc., Term Loan B                                                     | CUSIP: 44931YAD9<br>LEI: 5493003NRW7LS2QZRH60 | Long             | LON              | CORP              | US        |     2807527 | PA      | $2817311.25   | 0.06%             | 2029-01-08      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1560961 | PA      | $1503985.61   | 0.03%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc., Term Loan B                                                      | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     3090908 | PA      | $3090151.06   | 0.07%             | 2029-09-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital S.A.                                                         | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $866082.74    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower, LLC, First Lien Term Loan B                      | CUSIP: BL4814754<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     1809288 | PA      | $1812228.34   | 0.04%             | 2030-10-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                             | Primo Water Holdings, Inc                                                          | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1454295.00   | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2080949.64   | 0.05%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | Conair Holdings, LLC, Term Loan B                                                  | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      962500 | PA      | $712250.00    | 0.02%             | 2028-05-17      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                               | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      619602 | PA      | $568713.35    | 0.01%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust                                         | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2252988.92   | 0.05%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                       | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      625000 | PA      | $524404.18    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      640000 | PA      | $585112.51    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2675000 | PA      | $2361122.27   | 0.05%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                         | Sociedad Quimica y Minera de Chile S.A.                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $1921294.20   | 0.04%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8494514 | PA      | $8641339.82   | 0.19%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $946576.42    | 0.02%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1568034 | PA      | $1258054.99   | 0.03%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                                                         | Telefonica Moviles Chile S.A.                                                      | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $926751.21    | 0.02%             | 2031-11-18      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1047046.20   | 0.02%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VR Funding LLC                                                                   | Vine                                                                               | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8399471 | PA      | $7936188.88   | 0.17%             | 2050-11-15      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                                | CUSIP: YS4476588<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      875000 | PA      | $1050423.13   | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                                    | Sequoia Mortgage Trust                                                             | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      178257 | PA      | $146360.37    | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                                     | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      582904 | PA      | $584662.28    | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                             | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1425000 | PA      | $890005.62    | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      642277 | PA      | $609440.73    | 0.01%             | 2047-07-10      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                                        | Flutter Financing B.V., Term Loan B                                                | CUSIP: BL4862100<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     2142375 | PA      | $2139697.03   | 0.05%             | 2030-11-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan B                                                  | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      537000 | PA      | $538610.69    | 0.01%             | 2028-11-30      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31371KQ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70983 | PA      | $74838.26     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1467879.00   | 0.03%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3015370 | PA      | $2858474.71   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2747908.12   | 0.06%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1712983 | PA      | $1501107.29   | 0.03%             | 2048-10-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| OPEN Trust 2023-AIR                                                              | OPEN Trust                                                                         | CUSIP: 68373BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2800000 | PA      | $2811822.72   | 0.06%             | 2040-11-15      | Variable      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | Deutsche Bank AG.                                                                  | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3400000 | PA      | $3508521.20   | 0.08%             | N/A             | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                           | Republic of Uzbekistan International Bond                                          | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1000000 | PA      | $891493.10    | 0.02%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Sable International Finance Ltd                                                  | Sable International Finance Ltd                                                    | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      220000 | PA      | $220584.54    | 0.00%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Phinia Inc                                                                       | Phinia, Inc                                                                        | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1381193.46   | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                                | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     2225000 | PA      | $2220471.06   | 0.05%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT Midstream, Inc                                                                  | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1728827.72   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $1936255.92   | 0.04%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Jonah Energy LLC                                                                 | Jonah Energy Abs I LLC                                                             | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |     1126476 | PA      | $1132822.14   | 0.02%             | 2037-12-10      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      961233 | PA      | $929546.61    | 0.02%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna, Inc                                                                         | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      150000 | PA      | $160979.25    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17058680 | PA      | $17083850.41  | 0.37%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | EUR250711                                                                          | CUSIP: EUR250711<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-101910.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL                                                   | Horizon Aircraft Finance II Ltd                                                    | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |      727113 | PA      | $702368.16    | 0.02%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       55278 | PA      | $51543.81     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $905558.80    | 0.02%             | 2053-02-13      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings S.A.                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $747011.00    | 0.02%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1986775.09   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $3053911.25   | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2050000 | PA      | $2130095.67   | 0.05%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings plc                                                     | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2300000 | PA      | $2195633.08   | 0.05%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36252SBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1394651.10   | 0.03%             | 2052-02-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                          | Ford Otomotiv Sanayi AS.                                                           | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2001500.00   | 0.04%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      362841 | PA      | $331174.84    | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1297433.85   | 0.03%             | 2051-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $7091474.54   | 0.15%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group, Inc                                                  | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5225000 | PA      | $5046017.42   | 0.11%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | Raytheon Technologies Corp                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4432047.45   | 0.10%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3935478 | PA      | $2660618.52   | 0.06%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                                         | ILPT Commercial Mortgage Trust                                                     | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2055492.60   | 0.04%             | 2042-07-15      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3605940 | PA      | $3123142.87   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2707641.00   | 0.06%             | 2042-04-25      | Variable      | 11.31%                | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv, Inc                                                                        | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5018277.95   | 0.11%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2646563.25   | 0.06%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US Foods, Inc                                                                      | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      785000 | PA      | $811668.81    | 0.02%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                        | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1932614.89   | 0.04%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                    | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $986609.71    | 0.02%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                          | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1150000 | PA      | $1181726.71   | 0.03%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3233308.83   | 0.07%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic Government International Bond                                   | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3850000 | PA      | $3228610.00   | 0.07%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2025-AIP4                                          | KRE Commercial Mortgage Trust                                                      | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1498380.45   | 0.03%             | 2042-03-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                          | KazMunayGas National Co JSC                                                        | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     2000000 | PA      | $1733355.38   | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| AAdvantage Loyalty IP Ltd                                                        | American Airlines, Inc., Term Loan                                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      487500 | PA      | $485023.50    | 0.01%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31064088.17 | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                                    | Agate Bay Mortgage Trust                                                           | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |      130668 | PA      | $121217.83    | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                                 | Transnet SOC Ltd                                                                   | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     3000000 | PA      | $3103018.68   | 0.07%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4617871 | PA      | $3915509.44   | 0.08%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1217970 | PA      | $1065205.43   | 0.02%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas S.A.                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     8000000 | PA      | $8048000.00   | 0.17%             | N/A             | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1941272.80   | 0.04%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                    | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      400000 | PA      | $309523.34    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                                   | Structured Asset Investment Loan Trust                                             | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105880 | PA      | $101481.47    | 0.00%             | 2034-09-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $800826.78    | 0.02%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      960000 | PA      | $978094.10    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                            | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1500000 | PA      | $1056295.64   | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3248000 | PA      | $3026391.66   | 0.07%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group plc                                                                  | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $3235962.00   | 0.07%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX Trust                                                                          | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4612260 | PA      | $3740042.62   | 0.08%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 36200WM32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |        6244 | PA      | $6427.51      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                          | VistaJet Malta Finance plc                                                         | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2000000 | PA      | $1874959.76   | 0.04%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Prudential Financial Inc                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2414035.15   | 0.05%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                        | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2327211.10   | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                                            | Cayuga Park CLO Ltd                                                                | CUSIP: 149790AJ6<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-O            | CORP              | KY        |     1250000 | PA      | $1256281.25   | 0.03%             | 2034-07-17      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    22795000 | PA      | $20839202.90  | 0.45%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4917000 | PA      | $3440431.19   | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust 2024-T53                                           | HTL Commercial Mortgage Trust                                                      | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5500000 | PA      | $5570543.55   | 0.12%             | 2039-05-10      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                          | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      750000 | PA      | $557422.58    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                                | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     2128001 | PA      | $2139684.07   | 0.05%             | 2028-05-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2230000 | PA      | $1940863.11   | 0.04%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander S.A.                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2798932.80   | 0.06%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |     1795000 | PA      | $1897521.25   | 0.04%             | 2043-05-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage                                                   | Washington Mutual Mortgage Pass-Through Certificates Trust                         | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4651 | PA      | $4630.62      | 0.00%             | 2038-08-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BQQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1276577 | PA      | $1163267.51   | 0.03%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                                                             | Rumo Luxembourg Sarl                                                               | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     3200000 | PA      | $2868000.00   | 0.06%             | 2032-01-18      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7940017 | PA      | $58141.57     | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      750000 | PA      | $551209.10    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien First Out Term Loan                             | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       64888 | PA      | $65246.79     | 0.00%             | 2028-05-15      | Variable      | 10.68%                | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      790000 | PA      | $785098.14    | 0.02%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2100000 | PA      | $2428463.10   | 0.05%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                                  | Impac CMB Trust                                                                    | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       43976 | PA      | $40285.72     | 0.00%             | 2035-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust                                                         | CUSIP: 92538GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13031000 | PA      | $10127634.56  | 0.22%             | 2066-11-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1522961.76   | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10850000 | PA      | $10178977.30  | 0.22%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                     | ADT Corp                                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2038476.38   | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO Distribution, Inc                                                            | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      480000 | PA      | $496119.31    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                      | CitiBank NA                                                                        | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3363356.54   | 0.07%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10336118.84  | 0.22%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4511598.30   | 0.10%             | 2035-06-15      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $361061.82    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                                      | Diamond Resorts Owner Trust                                                        | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      375001 | PA      | $372973.28    | 0.01%             | 2033-11-21      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1534989.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1464851.77   | 0.03%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                  | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1563000 | PA      | $1565782.08   | 0.03%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US, Inc                                                                   | CUSIP: 87264ADU6<br>LEI: 549300QHIJYOHPACPG31 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3423585.17   | 0.07%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2406469 | PA      | $2177281.46   | 0.05%             | 2050-11-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133769 | PA      | $131744.15    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group, Inc                                                     | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      500000 | PA      | $445059.15    | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG, Inc                                                            | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2278964.52   | 0.05%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3565000 | PA      | $3722549.11   | 0.08%             | 2042-07-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                              | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1000000 | PA      | $1053335.13   | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Titan Acquisition Ltd/Canada                                                     | Titan Acquisition Limited, Term Loan B                                             | CUSIP: BL4573905<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      990000 | PA      | $993885.75    | 0.02%             | 2029-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1                               | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      330059 | PA      | $332052.48    | 0.01%             | 2030-01-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                             | Veritiv Operating Co                                                               | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      335000 | PA      | $362635.83    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1225000 | PA      | $1033288.88   | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                         | Coty, Inc                                                                          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1196794.17   | 0.03%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $5229778.70   | 0.11%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                          | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2235000 | PA      | $2327491.01   | 0.05%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      335000 | PA      | $335150.08    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP                                                                      | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2058502.14   | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1140000 | PA      | $1118634.80   | 0.02%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                        | Madison Safety & Flow LLC, Term Loan B                                             | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     1071900 | PA      | $1075249.69   | 0.02%             | 2031-09-26      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3116780 | PA      | $2796310.85   | 0.06%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv, Inc                                                                        | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2407116.70   | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                        | CUSIP: BO3321904<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      897000 | PA      | $853271.25    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                         | Marriott Ownership Resorts, Inc                                                    | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      425000 | PA      | $408172.76    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      635000 | PA      | $455845.58    | 0.01%             | 2031-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                                                                 | Berry Global, Inc                                                                  | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2997434.72   | 0.06%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1113608.55   | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF Mortgage Trust                                                                  | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215792 | PA      | $214368.77    | 0.00%             | 2052-04-15      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1158165.91   | 0.03%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                            | Palmer Square CLO Ltd                                                              | CUSIP: 69688FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1000000 | PA      | $1003591.00   | 0.02%             | 2035-01-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| REALPAGE INC                                                                     | RealPage, Inc, First Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      457188 | PA      | $454560.96    | 0.01%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| DRIVEN HOLDINGS LLC                                                              | Driven Holdings, LLC, Term Loan B                                                  | CUSIP: 26209HAC0<br>LEI: 2549009H8IC4YXR5FV18 | Long             | LON              | CORP              | US        |      238168 | PA      | $238167.96    | 0.01%             | 2028-12-17      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5582504 | PA      | $4526805.39   | 0.10%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                         | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1992886.72   | 0.04%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                  | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3916095.04   | 0.08%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | Zayo Group Holdings, Inc., Term Loan                                               | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     2000000 | PA      | $1907590.00   | 0.04%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1505526 | PA      | $1261178.29   | 0.03%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                             | Garda World Security Corp                                                          | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $993800.80    | 0.02%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group plc                                                                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     2620000 | PA      | $2042090.98   | 0.04%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                             | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $997425.73    | 0.02%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                                | J.P. Morgan Mortgage Trust                                                         | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300362 | PA      | $237235.44    | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $3759322.05   | 0.08%             | 2038-08-05      | Variable      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                         | Oceanview Mortgage Trust                                                           | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      954032 | PA      | $898773.15    | 0.02%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      324665 | PA      | $307677.52    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                                    | MASTR Alternative Loan Trust                                                       | CUSIP: 576434LU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      297664 | PA      | $302682.61    | 0.01%             | 2034-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                                                        | Avaya, Inc., Exit Term Loan                                                        | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |      144152 | PA      | $113879.76    | 0.00%             | 2028-08-01      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1921555.57   | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                      | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      800000 | PA      | $798358.10    | 0.02%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                           | OPEC Fund for International Development                                            | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |     2675000 | PA      | $2675199.21   | 0.06%             | 2026-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Synechron Inc                                                                    | Synechron Inc, Term Loan B                                                         | CUSIP: BL4760759<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |     1496250 | PA      | $1458843.75   | 0.03%             | 2031-10-03      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $869738.55    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5414866.52   | 0.12%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      469340 | PA      | $458424.79    | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | Windsor Holdings III LLC                                                           | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1709245.66   | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                              | Cosan Ltd                                                                          | CUSIP: 22113AAB1<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1457698.20   | 0.03%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                          | ONNI Commerical Mortgage Trust                                                     | CUSIP: 682939AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2042719.20   | 0.04%             | 2039-07-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3300000 | PA      | $3065956.74   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $570387.85    | 0.01%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co                                                             | Matador Resources Co                                                               | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      400000 | PA      | $397042.84    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      969588 | PA      | $947237.99    | 0.02%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2025000 | PA      | $2115384.66   | 0.05%             | 2043-06-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2920401.92   | 0.06%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                   | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      700000 | PA      | $577876.01    | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1162198.56   | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                          | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $745490.41    | 0.02%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                             | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      350000 | PA      | $349370.00    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                                                          | British Airways Pass Through Trust                                                 | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | ABS-O            | CORP              | US        |     1550685 | PA      | $1499967.12   | 0.03%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | Gen Digital, Inc                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2310194.89   | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan C                                                  | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       41463 | PA      | $41587.80     | 0.00%             | 2028-11-30      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      918752 | PA      | $931257.80    | 0.02%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraton Corp                                                                      | Kraton Corp                                                                        | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2024340.36   | 0.04%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5552770 | PA      | $5647469.81   | 0.12%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC                                                         | Arterra Wines Canada, Inc., Term Loan                                              | CUSIP: BL3482405<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |      590432 | PA      | $586650.15    | 0.01%             | 2027-11-24      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer Operating LP                                                       | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      575000 | PA      | $585276.67    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York, Inc                                            | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4216185.65   | 0.09%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2045580.00   | 0.04%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3775413.71   | 0.08%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources, Inc                                                             | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1474431.84   | 0.03%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207942AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      425000 | PA      | $464149.64    | 0.01%             | 2043-06-25      | Variable      | 11.16%                | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp                                                       | CUSIP: RPEW0E993<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |    26596011 | PA      | $26596010.91  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1390506.90   | 0.03%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30500000 | PA      | $20249140.63  | 0.44%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                               | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1680848.55   | 0.04%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2547175 | PA      | $2265851.86   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3736178 | PA      | $3029914.97   | 0.07%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      656487 | PA      | $618386.96    | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1458239.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      500000 | PA      | $395759.32    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                         | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2383435.33   | 0.05%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3750000 | PA      | $3982461.38   | 0.09%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings SOC Ltd                                                             | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     3450000 | PA      | $3625173.75   | 0.08%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust (Step Bond)                                             | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255468 | PA      | $247209.77    | 0.01%             | 2065-05-25      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| FirstCash Inc                                                                    | FirstCash, Inc                                                                     | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1764322.07   | 0.04%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust                                                                        | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2343286.00   | 0.05%             | 2035-08-10      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America, Inc                                                  | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3926105.73   | 0.08%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                             | Sitios Latinoamerica SAB de C.V.                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     2075000 | PA      | $2045537.08   | 0.04%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                            | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      725000 | PA      | $656097.73    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                                                            | Residential Reinsurance 2021 Ltd                                                   | CUSIP: 76114NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      500000 | PA      | $450000.00    | 0.01%             | 2028-06-06      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc                                                                   | Gray Television, Inc                                                               | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2148550.00   | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| COMPASS GROUP DIVERSIFIE                                                         | Compass Group Diversified Holdings LLC                                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |      600000 | PA      | $538562.28    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7847385 | PA      | $7234066.42   | 0.16%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Delayed Draw Term Loan                                  | CUSIP: BL4805422<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       84615 | PA      | $85144.22     | 0.00%             | 2031-12-11      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI Escrow Issuer, Inc                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2006517.78   | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment, Inc                                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1426935.81   | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1030982 | PA      | $959034.54    | 0.02%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                           | Export-Import Bank of India                                                        | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2000000 | PA      | $1757641.32   | 0.04%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2660797 | PA      | $2306950.20   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                       | RCKT Mortgage Trust                                                                | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1024265 | PA      | $821233.94    | 0.02%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC                                                             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7050000 | PA      | $6879036.30   | 0.15%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $955298.00    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      550000 | PA      | $459768.78    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      139125 | NS      | $3579686.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2378288 | PA      | $1928712.27   | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7719442 | PA      | $74678.65     | 0.00%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2359406 | PA      | $1945557.63   | 0.04%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR Securitized Participation Interests Trust                        | CUSIP: 3137G1CV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      219003 | PA      | $213336.20    | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                        | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4311505.68   | 0.09%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      695000 | PA      | $716888.77    | 0.02%             | 2029-04-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2760997 | PA      | $2574766.70   | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                               | Element Materials Technology Group US Holdings Inc., Term Loan                     | CUSIP: BL4756096<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      648375 | PA      | $651211.64    | 0.01%             | 2029-06-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      486874 | PA      | $442244.88    | 0.01%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4393422.00   | 0.10%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM China Holdings Ltd                                                             | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $207884.53    | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | Citadel Finance LLC                                                                | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3280857.55   | 0.07%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                          | Light & Wonder International, Inc                                                  | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      350000 | PA      | $366244.20    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                  | BANK                                                                               | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1696000 | PA      | $1574185.82   | 0.03%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2340000 | PA      | $2605281.12   | 0.06%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      867732 | PA      | $784546.15    | 0.02%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2174812.50   | 0.05%             | 2036-07-15      | Variable      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |      285000 | PA      | $299016.02    | 0.01%             | 2043-04-25      | Variable      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4563712 | PA      | $4349777.52   | 0.09%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      375000 | PA      | $368098.80    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | Hewlett Packard Enterprise Co                                                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4559086.43   | 0.10%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                             | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      825000 | PA      | $828539.25    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4040338 | PA      | $3364504.97   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Sunoco Logistics Partners Operations LP                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1389433.51   | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP                                                                | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $433970.69    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      186696 | PA      | $169396.07    | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2679879.69   | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                              | Minejesa Capital BV                                                                | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $962694.80    | 0.02%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3575000 | PA      | $3641664.67   | 0.08%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       41799 | PA      | $39494.77     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $767494.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain, Inc                                                                 | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3980347.85   | 0.09%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8210893.37   | 0.18%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond (Step Bond)                              | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      670417 | PA      | $636905.06    | 0.01%             | 2032-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                   | KFC Holding Co., Term Loan B                                                       | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      714067 | PA      | $718418.80    | 0.02%             | 2028-03-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International, Inc                                                       | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7246355.33   | 0.16%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1463449.01   | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      275000 | PA      | $273048.73    | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      400000 | PA      | $415214.76    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6296164 | PA      | $6229736.34   | 0.13%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Envestnet Inc                                                                    | BCPE Pequod Buyer Inc, Term Loan B                                                 | CUSIP: BL4720944<br>LEI: 549300HLWZ5OKIDM8737 | Long             | LON              | CORP              | US        |     2668312 | PA      | $2675983.90   | 0.06%             | 2031-11-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK, Inc                                                                         | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      525000 | PA      | $536702.08    | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1705000 | PA      | $1690330.16   | 0.04%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2914891 | PA      | $2065965.10   | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1151241.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                      | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1003710.85   | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC                                                                               | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850000 | PA      | $1773554.49   | 0.04%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2318931 | PA      | $2101023.64   | 0.05%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Air Transport Services Group Inc                                                 | Air Transport Services Group, Inc                                                  | CUSIP: 861932AA9<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |      640000 | PA      | $678435.84    | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17051 | PA      | $17977.31     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2168980.18   | 0.05%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1818407 | PA      | $1505741.88   | 0.03%             | 2052-03-25      | Variable      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1600328 | PA      | $1490519.97   | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | Block, Inc                                                                         | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4838780.87   | 0.10%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cloud Peak Energy Inc                                                            | Cloud Peak Energy, Inc                                                             | CUSIP: 18911Q300<br>LEI: 529900UPE2TSMT20WT39 | Long             | EC               | CORP              | US        |        1538 | NS      | $15.38        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5062432 | PA      | $4086447.54   | 0.09%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                    | State Street Navigator Securities Lending Government Money Market Portfolio        | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    32466617 | NS      | $32466617.02  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC                                               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2800238.95   | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      570000 | PA      | $575224.50    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada, Term Loan B                                                            | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     1767150 | PA      | $1772398.44   | 0.04%             | 2031-03-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3724058 | PA      | $3019807.41   | 0.07%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                      | Industrial DPR Funding Ltd                                                         | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     3000000 | PA      | $2681070.00   | 0.06%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5178265.00   | 0.11%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5150000 | PA      | $2214500.00   | 0.05%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      525000 | PA      | $467965.76    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                           | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3040000 | PA      | $2482747.39   | 0.05%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DaVita, Inc                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1905141.54   | 0.04%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2574294.08   | 0.06%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      525000 | PA      | $516069.88    | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1290366 | PA      | $1122246.36   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                         | Adani Electricity Mumbai Ltd                                                       | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     2030000 | PA      | $1734612.06   | 0.04%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     6410000 | PA      | $5727469.80   | 0.12%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1321058.26   | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                          | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $62185.80     | 0.00%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      453801 | PA      | $466142.18    | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4914000.45   | 0.11%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $5203345.95   | 0.11%             | 2048-08-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust                                                          | CUSIP: 36242DT78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160600 | PA      | $160320.95    | 0.00%             | 2035-03-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      712205 | PA      | $607156.25    | 0.01%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4512107.47   | 0.10%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5937300.00   | 0.13%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                        | Airbus SE                                                                          | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     1690000 | PA      | $1663860.45   | 0.04%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1050000 | PA      | $1004212.01   | 0.02%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4785400 | PA      | $4227592.24   | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic Government International Bond                                   | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      600000 | PA      | $553410.00    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594301 | PA      | $533346.58    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      750000 | PA      | $548816.64    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BNPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8611064 | PA      | $5709417.19   | 0.12%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2100000 | PA      | $1539675.48   | 0.03%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      532400 | PA      | $498420.37    | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L                                                   | Horizon Aircraft Finance III Ltd                                                   | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5060553 | PA      | $4810024.86   | 0.10%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7546016 | PA      | $7564924.64   | 0.16%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                            | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      350000 | PA      | $276585.27    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2026704.02   | 0.04%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1973893.46   | 0.04%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                         | Sealed Air Corp                                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      670000 | PA      | $679823.54    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9533768 | PA      | $8883760.34   | 0.19%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2916223 | PA      | $2816917.00   | 0.06%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                           | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     2760000 | PA      | $2789132.38   | 0.06%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                                                   | AASET Trust                                                                        | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1083147 | PA      | $1016694.58   | 0.02%             | 2040-01-16      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust                                                    | CUSIP: 12669G5W7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13431 | PA      | $13262.97     | 0.00%             | 2035-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429015 | PA      | $356987.39    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1841013.23   | 0.04%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services, Inc                                                   | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      400000 | PA      | $408988.00    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                      | CUSIP: 23338VAZ9<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1126185.67   | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1011745 | PA      | $960553.37    | 0.02%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    85561585 | PA      | $85577662.02  | 1.85%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC                                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1716083.28   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7085000 | PA      | $7047360.94   | 0.15%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government International Bond                                                | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1000000 | PA      | $960292.27    | 0.02%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                         | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     2426028 | PA      | $2437660.93   | 0.05%             | 2030-12-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1956778.80   | 0.04%             | 2051-03-10      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2796498.38   | 0.06%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2800952.58   | 0.06%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      786877 | PA      | $709761.98    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1913950.45   | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cikarang Listrindo Tbk PT                                                        | Cikarang Listrindo Tbk PT                                                          | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $1994206.46   | 0.04%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                | Chamberlain Group Inc, Term Loan B                                                 | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      436523 | PA      | $437762.37    | 0.01%             | 2028-11-03      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK Super Priority Term Loan                            | CUSIP: 10756PAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       14052 | PA      | $13348.99     | 0.00%             | 2026-01-05      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9180303.75   | 0.20%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan D                                                             | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     1950424 | PA      | $1949360.70   | 0.04%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust 2024-IND                                          | ARES Commercial Mortgage Trust                                                     | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1895000 | PA      | $1900795.48   | 0.04%             | 2041-07-15      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1500000 | PA      | $1448130.00   | 0.03%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                            | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     3600000 | PA      | $3045715.92   | 0.07%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                          | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  5990000000 | PA      | $481561.51    | 0.01%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                                             | UltraTech Cement Ltd                                                               | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |     2100000 | PA      | $1879395.82   | 0.04%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4372491.72   | 0.09%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23340096 | PA      | $21747613.00  | 0.47%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF Mortgage Trust                                                                  | CUSIP: 12529WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8750000 | PA      | $8020210.63   | 0.17%             | 2052-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | Kazakhstan Government International Bond                                           | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1000000 | PA      | $1006024.46   | 0.02%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                                   | Flagstar Mortgage Trust                                                            | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      353028 | PA      | $287583.06    | 0.01%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust                                                          | CUSIP: 362341LN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136449 | PA      | $137755.22    | 0.00%             | 2035-09-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      270000 | PA      | $265321.31    | 0.01%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                         | TerraForm Power Operating LLC                                                      | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1914783.00   | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR250711                                                                          | CUSIP: EUR250711<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2097.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                              | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4607733.52   | 0.10%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      574286 | PA      | $575285.61    | 0.01%             | 2048-10-26      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4509603 | PA      | $576302.47    | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1053177.58   | 0.02%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                               | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3600000 | PA      | $3686879.77   | 0.08%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2746838 | PA      | $2228245.24   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RenaissanceRe Holdings Ltd                                                         | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     2350000 | PA      | $2414449.74   | 0.05%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                      | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1379140.84   | 0.03%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7060000 | PA      | $7538794.37   | 0.16%             | 2043-07-25      | Variable      | 10.21%                | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                             | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8365369.82   | 0.18%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3340500 | PA      | $3022359.13   | 0.07%             | 2048-03-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                         | Lima Metro Line 2 Finance Ltd                                                      | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      614722 | PA      | $578315.00    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33851RAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7365272 | PA      | $6237545.44   | 0.14%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CACI International Inc                                                           | CACI International, Inc                                                            | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      225000 | PA      | $232188.30    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG.                                                                  | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2275000 | PA      | $2207369.73   | 0.05%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     7425000 | PA      | $6984359.74   | 0.15%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      418755 | PA      | $424889.45    | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    11118436 | PA      | $1552505.06   | 0.03%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3825717 | PA      | $687570.42    | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                 | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      865000 | PA      | $925225.63    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | Genesis Energy LP                                                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $519873.00    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7979231 | PA      | $5806939.31   | 0.13%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                                                                 | Iraq Government International Bond                                                 | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |      881250 | PA      | $870136.47    | 0.02%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Walker & Dunlop Inc                                                              | Walker & Dunlop, Inc                                                               | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | PA      | $682444.92    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4954513 | PA      | $4968840.81   | 0.11%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | Open Text Holdings, Inc                                                            | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $519813.25    | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98185 | PA      | $92772.96     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1345726 | PA      | $1330624.69   | 0.03%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                              | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      425000 | PA      | $353202.72    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CITY BREWING CO LLC                                                              | City Brewing Company, LLC, First Out New Money Term Loan                           | CUSIP: 10756PAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       48008 | PA      | $13202.07     | 0.00%             | 2028-04-05      | Variable      | 10.51%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      957762 | PA      | $896321.34    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brightline East LLC                                                              | Brightline East LLC                                                                | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3700000.00   | 0.08%             | 2030-01-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                                                               | NBK Tier  Financing Ltd                                                            | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     3000000 | PA      | $2892967.11   | 0.06%             | N/A             | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2182269 | PA      | $2170463.23   | 0.05%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                 | Vmed O2 UK Financing I plc                                                         | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     2835000 | PA      | $2622449.59   | 0.06%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                         | United Overseas Bank Ltd                                                           | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3000000 | PA      | $2903189.55   | 0.06%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ENTEL CHILE SA                                                                   | Empresa Nacional de Telecomunicaciones S.A.                                        | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |     2575000 | PA      | $2199086.82   | 0.05%             | 2032-09-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                     | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1149000 | PA      | $710046.24    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6639007 | PA      | $5811631.15   | 0.13%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | Light and Wonder International, Inc., Term Loan B2                                 | CUSIP: BL4687168<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |      495386 | PA      | $496438.28    | 0.01%             | 2029-04-16      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings plc                                                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     1500000 | PA      | $1399643.67   | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                                                   | AGL CLO 19 Ltd                                                                     | CUSIP: 001210AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    10000000 | PA      | $10012500.00  | 0.22%             | 2038-07-21      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      800000 | PA      | $777960.55    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1254385.22   | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $993748.00    | 0.02%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230137 | PA      | $212651.77    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $762332.51    | 0.02%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                                        | Hana Bank                                                                          | CUSIP: 482466AG4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |      635000 | PA      | $617634.92    | 0.01%             | N/A             | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                  | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1519483.27   | 0.03%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1502902.50   | 0.03%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1050000 | PA      | $992551.10    | 0.02%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                                                       | Mitchell International, Inc., First Lien Term Loan                                 | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     2977500 | PA      | $2978482.58   | 0.06%             | 2031-06-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1418969.36   | 0.03%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos, Inc                                                                  | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3195514.42   | 0.07%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1905451 | PA      | $1721572.06   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1525000 | PA      | $1592187.23   | 0.03%             | 2043-01-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| XPO Inc                                                                          | XPO Logistics, Inc., Term Loan (2028)                                              | CUSIP: 98379EAL0<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |      383239 | PA      | $385293.45    | 0.01%             | 2028-05-24      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN Entertainment, Inc., Term Loan B                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      301185 | PA      | $301898.81    | 0.01%             | 2029-05-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3824781.45   | 0.08%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda S.A.                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     1270000 | PA      | $1274191.00   | 0.03%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1088727.20   | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2482381.75   | 0.05%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                           | ICBC Standard Bank plc                                                             | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  6000000000 | PA      | $1326537.25   | 0.03%             | 2034-06-26      | Fixed         | 14.25%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2435998 | PA      | $1971469.63   | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2090062 | PA      | $1858080.60   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1482637 | PA      | $1442976.17   | 0.03%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1514093.14   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-NSTB                                         | Morgan Stanley Capital I Trust                                                     | CUSIP: 61690BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1903828.20   | 0.04%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1235884.79   | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd                                                               | Ardonagh Finco Ltd                                                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1775000 | PA      | $1855707.48   | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   237155000 | PA      | $217265476.56 | 4.70%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1216340 | PA      | $1159750.72   | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | USGSE             | US        |      625000 | PA      | $654542.31    | 0.01%             | 2042-08-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | Acrisure LLC                                                                       | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $709921.10    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group, Inc                                                          | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1279471.01   | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5158773 | PA      | $4328649.80   | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1670000 | PA      | $1525020.79   | 0.03%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $810031.74    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1340000 | PA      | $1416298.39   | 0.03%             | 2043-05-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group plc                                                           | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3913920.40   | 0.08%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy, Inc                                                               | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1344706.73   | 0.03%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust                                                                   | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2109859.00   | 0.05%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp                                                                        | Esab Corp                                                                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409544.40    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5828886 | PA      | $5579299.02   | 0.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government International Bond                                            | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      700000 | PA      | $554750.00    | 0.01%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| HB Fuller Co                                                                     | H.B. Fuller Company, Term Loan B                                                   | CUSIP: 40409VAW4<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |      196026 | PA      | $197129.82    | 0.00%             | 2030-02-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      878751 | PA      | $776318.78    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     6880087 | PA      | $6275911.25   | 0.14%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      475000 | PA      | $468928.46    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      563000 | PA      | $569756.00    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | Iliad Holding SASU                                                                 | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      893000 | PA      | $909317.95    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      350000 | PA      | $352042.60    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                                | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2000000 | PA      | $1363195.64   | 0.03%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                   | Open Text Corp                                                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      565000 | PA      | $584948.46    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 20-1 B PTT                                                           | British Airways Pass Through Trust                                                 | CUSIP: 11042WAA4<br>LEI: 635400FQKDVFBRDDER80 | Long             | ABS-O            | CORP              | US        |      362521 | PA      | $382090.31    | 0.01%             | 2028-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Concentra Escrow Issuer Corp                                                     | Concentra Escrow Issuer Corp                                                       | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $445206.37    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654DAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      804228 | PA      | $647952.61    | 0.01%             | 2052-01-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3278088.03   | 0.07%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2043245.88   | 0.04%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DaVita, Inc                                                                        | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2072360.00   | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                                       | Vivint Colar Financing V LLC                                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1573344 | PA      | $1500423.49   | 0.03%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      525000 | PA      | $482685.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                                    | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series          | CUSIP: 172973W62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       88336 | PA      | $87538.34     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                 | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1767332.37   | 0.04%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                       | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      850000 | PA      | $675001.56    | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5000000 | PA      | $4995970.15   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3084643.56   | 0.07%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | California Buyer Ltd                                                               | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      850000 | PA      | $851385.50    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | MITER BRAND                                                                        | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $287184.34    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing, Inc                                                             | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1221027.62   | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies, Inc                                                         | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5033179.35   | 0.11%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1575000 | PA      | $1614396.74   | 0.03%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                      | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $1855552.94   | 0.04%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Honduras Government International Bond                                           | Honduras Government International Bond                                             | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1575000 | PA      | $1652962.50   | 0.04%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4600000 | PA      | $4500742.12   | 0.10%             | N/A             | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife, Inc                                                                       | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      625000 | PA      | $566389.76    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1988501 | PA      | $2016637.95   | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4800000 | PA      | $5022148.80   | 0.11%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5696688 | PA      | $4820607.28   | 0.10%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2943193 | PA      | $2700034.17   | 0.06%             | 2046-08-10      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | Genesis Energy LP                                                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $512388.10    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     2798500 | PA      | $2591222.38   | 0.06%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                     | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     2500000 | PA      | $2292363.85   | 0.05%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6563000 | PA      | $5492614.14   | 0.12%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1457120 | PA      | $1394388.26   | 0.03%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3274055 | PA      | $3115762.86   | 0.07%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                              | Klabin Austria GmbH                                                                | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     2500000 | PA      | $2517845.00   | 0.05%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Start Ltd.                                                                       | START Ireland                                                                      | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     2094846 | PA      | $2074331.36   | 0.04%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Corp                                | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165519 | PA      | $159276.12    | 0.00%             | 2046-01-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2213472.56   | 0.05%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial, Inc                                                          | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2223756.39   | 0.05%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $969849.66    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2700000 | PA      | $2440881.54   | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653TBV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4188136 | PA      | $103440.67    | 0.00%             | 2051-12-25      | Variable      | 0.40%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $1927538.31   | 0.04%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16066636 | PA      | $15396743.23  | 0.33%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1443524 | PA      | $1160660.82   | 0.03%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                              | Altice Financing SA, Term Loan                                                     | CUSIP: BL4063485<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |      473628 | PA      | $383439.80    | 0.01%             | 2027-10-29      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Vitality Re XV Ltd                                                               | Vitality Re XV Ltd                                                                 | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1850000 | PA      | $1881265.00   | 0.04%             | 2028-01-07      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                    | Service Corp International                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1212237.60   | 0.03%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1479249 | PA      | $1199510.60   | 0.03%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5895000 | PA      | $5810777.01   | 0.13%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                           | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1225000 | PA      | $1142124.23   | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3392552 | PA      | $2873105.17   | 0.06%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac, Inc                                                                         | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |       53000 | PA      | $57621.63     | 0.00%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                                                               | Centex Home Equity                                                                 | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3627 | PA      | $3618.96      | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      800000 | PA      | $818025.97    | 0.02%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health, Inc                                                               | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1406210.64   | 0.03%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21986542 | PA      | $20486330.63  | 0.44%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1174764 | PA      | $1085023.37   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                                   | CFCRE Commercial Mortgage Trust                                                    | CUSIP: 12532ABA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4853210.50   | 0.11%             | 2049-11-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4424598 | PA      | $4129796.63   | 0.09%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK Mortgage Trust                                                    | NRTH Mortgage Trust                                                                | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4900000 | PA      | $4909722.58   | 0.11%             | 2039-03-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                     | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      775000 | PA      | $581667.81    | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2639280 | PA      | $2440939.29   | 0.05%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                                | OBX Trust                                                                          | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      184080 | PA      | $156330.62    | 0.00%             | 2052-08-25      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                         | CHS                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1108434.38   | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163ABR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9100000 | PA      | $8997313.78   | 0.19%             | 2053-07-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC                                                                    | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2308914.45   | 0.05%             | 2055-03-20      | Fixed         | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | Hilcorp Energy I LP                                                                | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3112761.00   | 0.07%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas S.A.                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     2700000 | PA      | $2395349.01   | 0.05%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital S.A.                                                         | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1122656.12   | 0.02%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                   | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     4000000 | PA      | $3823400.00   | 0.08%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv, Inc                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2056645.50   | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                         | Univision Communications, Inc                                                      | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1159232.22   | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31297U5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       12433 | PA      | $12308.97     | 0.00%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                  | Turkcell Iletisim Hizmetleri AS.                                                   | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     1990000 | PA      | $2021490.91   | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3018519 | PA      | $2445920.97   | 0.05%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                         | Banque Ouest Africaine de Developpement                                            | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     1575000 | PA      | $1571699.64   | 0.03%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA, Inc                                                                           | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9872382.72   | 0.21%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      940600 | PA      | $730607.84    | 0.02%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1234090 | PA      | $1228621.91   | 0.03%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | Israel Electric Corp Ltd                                                           | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     2000000 | PA      | $1941990.00   | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      375000 | PA      | $370297.99    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                        | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     5500000 | PA      | $4952205.78   | 0.11%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                         | Broadstreet Partners, Inc., Term Loan B4                                           | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     4934373 | PA      | $4945845.37   | 0.11%             | 2031-06-13      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3645348 | PA      | $3084737.89   | 0.07%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW LLC                                                                            | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      530962 | PA      | $499614.64    | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1893206.46   | 0.04%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                         | Archrock Partners LP                                                               | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1419000 | PA      | $1420448.80   | 0.03%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                             | NYC Trust                                                                          | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3750000 | PA      | $3732588.00   | 0.08%             | 2029-08-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      447532 | PA      | $416639.31    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1206777 | PA      | $1000124.59   | 0.02%             | 2052-05-28      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm, Inc                                                                     | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1634200.72   | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                         | Rocket Mortgage LLC                                                                | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1789336.30   | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                                                  | Nemak SAB de C.V.                                                                  | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $828480.40    | 0.02%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | Wynn Resorts Finance LLC                                                           | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1107053.20   | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3051680 | PA      | $2668958.86   | 0.06%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | Parkland Corp                                                                      | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |     1260000 | PA      | $1206527.28   | 0.03%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio, Inc                                                               | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      500000 | PA      | $444457.48    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Viking Baked Goods Acquisition Corp                                              | Viking Baked Goods Acquisition Corp                                                | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1278598.15   | 0.03%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3800088 | PA      | $3394964.05   | 0.07%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2194464.75   | 0.05%             | 2049-03-17      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion S.A.                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1350000 | PA      | $1375110.00   | 0.03%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                               | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5003700.00   | 0.11%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings, Inc                                                                 | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      680000 | PA      | $698825.26    | 0.02%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2480145.75   | 0.05%             | 2048-08-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      740000 | PA      | $450986.09    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       34686 | NS      | $860212.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    84293000 | PA      | $82053967.19  | 1.78%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                         | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150338.70    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| India Government Bond                                                            | India Government International Bond                                                | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    40000000 | PA      | $486731.23    | 0.01%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                                                | CIM Trust                                                                          | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156442 | PA      | $127019.47    | 0.00%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130275 | PA      | $120156.65    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-INV1                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 465973BY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      624192 | PA      | $521677.26    | 0.01%             | 2052-03-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     1622546 | PA      | $302479.05    | 0.01%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2321609.02   | 0.05%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11275309 | PA      | $85784.81     | 0.00%             | 2051-07-25      | Variable      | 0.14%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX                                                                                | CUSIP: 67448KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2232125 | PA      | $1888851.10   | 0.04%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3859147.46   | 0.08%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | Virginia Electric and Power Co                                                     | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1718058.41   | 0.04%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular S.A.                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1025000 | PA      | $1052157.38   | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1500000 | PA      | $1321902.30   | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                                                     | ELP Commercial Mortgage Trust                                                      | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1498256 | PA      | $1497508.13   | 0.03%             | 2038-11-15      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, 2nd Lien Term Loan B3                                                 | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      425000 | PA      | $407602.63    | 0.01%             | 2028-01-31      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    11060178 | PA      | $10675875.47  | 0.23%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., 5th Amendment Term Loan                                | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     2493750 | PA      | $2483874.75   | 0.05%             | 2031-11-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8975000 | PA      | $9119839.54   | 0.20%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                                        | Crocs, Inc., Term Loan                                                             | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      212500 | PA      | $213936.50    | 0.00%             | 2029-02-19      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting