# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-23-008725
**Filing Date:** 2023-2
**Character Count:** 479660
**Document Hash:** 497e7556db161c6efccc3c590d7760e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008725.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008725

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 23658995

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### LOW-DURATION BOND FUND (Series ID: S000001154)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000003079 | Institutional | GLDYX           |
| C000003080 | Investor      | GLDZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guidestone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** LOW-DURATION BOND FUND

- **b. EDGAR series identifier (if any):** S000001154

- **c. LEI of Series:** 9BE6SBW2673VQIZ82C44

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $1013477933.41

**Total Liabilities:** $26943080.18

**Net Assets:** $986534853.23

**Delayed Delivery Securities:** $11022507.92

**Cash Not Reported:** $34794.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2453.947398041350 | **1-Year:** 44862.810682652392 | **5-Year:** 46357.374982279341 | **10-Year:** 9858.088128230000 | **30-Year:** 1307.068938650871

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

- **3-Month:** 54.271258322508 | **1-Year:** 1450.199915866134 | **5-Year:** 2741.509755060590 | **10-Year:** 491.198166107131 | **30-Year:** 23.310954982619

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003079 | -0.32%               | 0.79%                | 0.43%                |
| Class ID C000003080 | -0.40%               | 0.79%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1638738.11             | $-2799308.18                               |
| Month 2  | $-2696371.08             | $13491464.06                               |
| Month 3  | $-2186618.52             | $4569006.99                                |

**Designated Index Information**

- **Index Name:** BBG US Term 1-3 Year Index

- **Index Identifier:** BCUSTR3YR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BX Trust                                                                        | BX 2018-BILT D                                            | CUSIP: 05606JAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235000 | PA      | $223098.54    | 0.02%             | 2030-05-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                        | NFE 6.5 09/30/26 144A                                     | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $172161.00    | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FG C91864                                                 | CUSIP: 3128P8B91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42413 | PA      | $39494.45     | 0.00%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                          | UAL 4.375 04/15/26 144a                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      540000 | PA      | $501458.04    | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FCA Bank S.p.A. Irish Branch                                                    | FCABNK 0 04/16/24 EMTN                                    | CUSIP: G3R97YCH8<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | PA      | $101980.09    | 0.01%             | 2024-04-16      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                             | VMUKLN V0.375 05/27/24 GMTN                               | CUSIP: G9413VAD8<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      110000 | PA      | $115570.43    | 0.01%             | 2024-05-27      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                            | NAVSL 2021-DA A                                           | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      974127 | PA      | $897211.77    | 0.09%             | 2060-04-15      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae                                                                      | GNR 2017-136 GB                                           | CUSIP: 38380HHT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       91669 | PA      | $84666.98     | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRATON Finance Luxembourg S.A                                                   | TRAGR 0 06/14/24 EMTN                                     | CUSIP: L9308CAE0<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $101036.36    | 0.01%             | 2024-06-14      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                    | BX 2021-SOAR A                                            | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      456542 | PA      | $440360.56    | 0.04%             | 2038-06-15      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| ACAS CLO 2015-1 Ltd.                                                            | MP7 2015-1A AR3                                           | CUSIP: 55320RAQ0<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |      230969 | PA      | $226914.95    | 0.02%             | 2028-10-18      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                            | ESA 2021-ESH A                                            | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |      536906 | PA      | $522234.85    | 0.05%             | 2038-07-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS V1.494 08/10/27 144A                                  | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      350000 | PA      | $301939.42    | 0.03%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                   | BDX 0.034 08/13/25                                        | CUSIP: 075887CN7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97394.15     | 0.01%             | 2025-08-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | ACGCAP 1.95 09/20/26 144A                                 | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      345000 | PA      | $292169.73    | 0.03%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Natwest Markets PLC                                                             | NWG 1.6 09/29/26 144A                                     | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      345000 | PA      | $300400.69    | 0.03%             | 2026-09-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                      | AER 2.45 10/29/26                                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      405000 | PA      | $355092.03    | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                       | NSLT 2021-DA AFX                                          | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      499881 | PA      | $451329.71    | 0.05%             | 2062-04-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Cifc Funding Ltd                                                                | CIFC 2018-3A A                                            | CUSIP: 12551YAA1<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $492134.15    | 0.05%             | 2031-07-18      | Floating      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 1, LTD/LLC                                    | GLM 2017-1A A1R2                                          | CUSIP: 38136FBG7<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |      348000 | PA      | $339122.21    | 0.03%             | 2034-04-20      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                | DB V1.447 04/01/25                                        | CUSIP: 251526CG2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      150000 | PA      | $139428.72    | 0.01%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                   | EQIX 1.45 05/15/26                                        | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      570000 | PA      | $502378.03    | 0.05%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BX COMMERCIAL MORTGAGE TRUST                                                    | BX 2021-VINO A                                            | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $269933.71    | 0.03%             | 2038-05-17      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMT 0.45 01/15/27                                         | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      205000 | PA      | $188451.75    | 0.02%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                          | LFT 2021-1A A                                             | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $238397.19    | 0.02%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY                            | PRDGY 2021-1A A                                           | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |      112385 | PA      | $108707.99    | 0.01%             | 2051-07-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANBNK V0.976 09/10/25 144A                               | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $182805.44    | 0.02%             | 2025-09-10      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Finance (Netherlands) B.V.                                         | TOYOTA 0 10/27/25 EMTN                                    | CUSIP: N8765Q3P8<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $97548.19     | 0.01%             | 2025-10-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERFT 1.1 03/26/26 144A                                  | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |      675000 | PA      | $604169.05    | 0.06%             | 2026-03-26      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CCL 4 08/01/28 144A                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      375000 | PA      | $306510.00    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                       | OBX 2020-EXP3 2A1B                                        | CUSIP: 67448WBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $437656.16    | 0.04%             | 2060-06-25      | Floating      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Ocp Clo 2020-19 Ltd/ Llc                                                        | OCP 2020-19A BR                                           | CUSIP: 670881AP6<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $239113.50    | 0.02%             | 2034-10-20      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | HEIBOS 0.25 10/13/24 EMTN                                 | CUSIP: N39310AE2<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $104353.80    | 0.01%             | 2024-10-13      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ARES LVI CLO LTD                                                                | ARES 2020-56A AR                                          | CUSIP: 04018NAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $242615.15    | 0.02%             | 2034-10-25      | Floating      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AL7654                                                 | CUSIP: 3138EQQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75493 | PA      | $70285.73     | 0.01%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V0.976 04/22/25                                       | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      875000 | PA      | $821081.85    | 0.08%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2018-3 Ltd/Llc                                                | PLMRS 2013-2A A1A3                                        | CUSIP: 69688AAL5<br>LEI: 5493008LHKT4A5V5Z173 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $245259.45    | 0.02%             | 2031-10-17      | Floating      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| CDP Financial Inc.                                                              | CADEPO 1 05/26/26 144A                                    | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |      520000 | PA      | $463570.45    | 0.05%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | PEAK 1.35 02/01/27                                        | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      145000 | PA      | $125871.33    | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| The Charles Schwab Corporation                                                  | SCHW 3.3 04/01/27                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      327000 | PA      | $310082.82    | 0.03%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMT 0.4 02/15/27                                          | CUSIP: 03027XBT6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      300000 | PA      | $274793.95    | 0.03%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 5006 KA                                               | CUSIP: 3137FVBQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      407860 | PA      | $363171.26    | 0.04%             | 2045-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FG C91942                                                 | CUSIP: 3128P8EP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64469 | PA      | $62282.54     | 0.01%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland plc                                                   | FREGR 0 10/01/25                                          | CUSIP: G371BKTW1<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $95611.53     | 0.01%             | 2025-10-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lsega Financing Plc                                                             | LSELN 1.375 04/06/26 144A                                 | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |      510000 | PA      | $449402.11    | 0.05%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN MA3129                                                 | CUSIP: 31418CPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28991 | PA      | $27976.49     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fs Rialto 2021-Fl2 Issuer, Ltd. / Llc                                           | FSRIA 2021-FL2 A                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $263109.79    | 0.03%             | 2038-05-18      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                   | LNCR 2021-CRE5 A                                          | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      190000 | PA      | $182889.23    | 0.02%             | 2036-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | TMUS 3.75 04/15/27                                        | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      600000 | PA      | $566823.74    | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2021-V Ltd / Cifc Funding 2021-V Llc                               | CIFC 2021-5A A                                            | CUSIP: 12565EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244248.33    | 0.02%             | 2034-07-17      | Floating      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                   | CASL 2021-B A1                                            | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198850 | PA      | $185720.00    | 0.02%             | 2052-06-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Centene Corporation                                                             | CNC 2.45 07/15/28                                         | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      430000 | PA      | $363411.20    | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                       | GOOD 2021-4GS A                                           | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133590 | PA      | $102362.38    | 0.01%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Ocp Clo 2017-13 Ltd / Llc                                                       | OCP 2017-13A A2R                                          | CUSIP: 67097LAM8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $871968.69    | 0.09%             | 2030-07-15      | Floating      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                          | JPMCC 2021-NYAH A                                         | CUSIP: 46654EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      560000 | PA      | $543228.70    | 0.06%             | 2038-06-15      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN MA3310                                                 | CUSIP: 31418CVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19966 | PA      | $19168.45     | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aimco Clo Series 2017-A                                                         | AIMCO 2017-AA AR                                          | CUSIP: 00900CAL8<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $976165.00    | 0.10%             | 2034-04-20      | Floating      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund                                                      | DRSLF 2016-43A AR2                                        | CUSIP: 26245CBE2<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $973178.80    | 0.10%             | 2034-04-20      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMT 1.6 04/15/26                                          | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      220000 | PA      | $196114.78    | 0.02%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIBC 0.5 09/16/24 144A                                  | CUSIP: 22411VAR9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1265000 | PA      | $1177374.17   | 0.12%             | 2024-09-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO XIII Limited                                                           | AMMC 2013-13A A1R2                                        | CUSIP: 00176DAQ2<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | KY        |     1676192 | PA      | $1660030.75   | 0.17%             | 2029-07-24      | Floating      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VW 0.375 07/20/26 EMTN                                    | CUSIP: D9T70CHK3<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       60000 | PA      | $55694.83     | 0.01%             | 2026-07-20      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| TTAN 2021-MHC                                                                   | TTN 2021-MHC A                                            | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      296049 | PA      | $287173.88    | 0.03%             | 2038-03-15      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| GULF STREAM MERIDIAN 4 LTD                                                      | GSM 2021-4A A1                                            | CUSIP: 402562AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $877085.19    | 0.09%             | 2034-07-17      | Floating      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V0.523 06/14/24 MTN                                   | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      367000 | PA      | $358379.00    | 0.04%             | 2024-06-14      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMW 1 08/15/24                                            | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      921000 | PA      | $857922.46    | 0.09%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 5105 LA                                               | CUSIP: 3137H0A40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      900577 | PA      | $845432.37    | 0.09%             | 2044-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                       | NSLT 2021-CA AFL                                          | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      874243 | PA      | $848747.61    | 0.09%             | 2062-04-20      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26, Ltd.                                     | NEUB 2017-26A AR                                          | CUSIP: 64131QAJ9<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |      680000 | PA      | $669247.84    | 0.07%             | 2030-10-18      | Floating      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO 2014-1                                                        | PLMRS 2018-1A A1                                          | CUSIP: 69703PAA7<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |     1550000 | PA      | $1525414.21   | 0.15%             | 2031-04-18      | Floating      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                          | MHC 2021-MHC A                                            | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      480000 | PA      | $466215.53    | 0.05%             | 2038-04-15      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Oha Credit Funding 2 Ltd / Oha Credit Funding 2 Llc                             | OAKC 2019-2A AR                                           | CUSIP: 67707EAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $733005.90    | 0.07%             | 2034-04-21      | Floating      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V0.731 04/05/24                                        | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69008.16     | 0.01%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                | SMB 2021-B A                                              | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435091 | PA      | $389022.92    | 0.04%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AL 1.875 08/15/26                                         | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174202.78    | 0.02%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2, LTD.                        | ARCLO 2021-FL2 A                                          | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $487416.00    | 0.05%             | 2036-05-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | C V1.462 06/09/27                                         | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1187066.78   | 0.12%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                       | GS V0.657 09/10/24 *                                      | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      215000 | PA      | $207100.88    | 0.02%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMT 1.45 09/15/26                                         | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      400000 | PA      | $349979.54    | 0.04%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN MA3071                                                 | CUSIP: 31418CMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23633 | PA      | $22805.75     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FG G30963                                                 | CUSIP: 3132J4JH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4999 | PA      | $4829.90      | 0.00%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                       | NSLT 2021-A APT2                                          | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      611856 | PA      | $542464.33    | 0.05%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| TPGI TRUST 2021-DGWD                                                            | TPGI 2021-DGWD A                                          | CUSIP: 87267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $434120.24    | 0.04%             | 2038-06-15      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                               | MCHP 4.25 09/01/25                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $243136.14    | 0.02%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bx Trust 2021-View                                                              | BX 2021-VIEW A                                            | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $141473.21    | 0.01%             | 2036-06-16      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                       | NSLT 2021-BA AFX                                          | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575845 | PA      | $512448.74    | 0.05%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                              | RMIT 2021-2 A                                             | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      221000 | PA      | $184234.54    | 0.02%             | 2033-08-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-980M                                                                  | CSMC 2021-980M C                                          | CUSIP: 12659RAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $122981.24    | 0.01%             | 2031-07-17      | Floating      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NSANY 1.125 09/16/24 144A                                 | CUSIP: 65480CAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $223499.93    | 0.02%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                           | SANTAN V1.722 09/14/27                                    | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $171303.53    | 0.02%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NSANY 1.85 09/16/26 144A                                  | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      569000 | PA      | $476225.63    | 0.05%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYNMTR 1.65 09/17/26 144A                                 | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $318368.94    | 0.03%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | RPRX 0.75 09/02/23                                        | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      920000 | PA      | $891491.23    | 0.09%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYNMTR 1 09/17/24 144A                                    | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      855000 | PA      | $790903.47    | 0.08%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Tci-Symphony Clo 2017-1 Ltd                                                     | TSYMP 2017-1A AR                                          | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3083589 | PA      | $3039159.02   | 0.31%             | 2030-07-15      | Floating      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                     | NBNAUS 0.875 10/08/24 144A                                | CUSIP: 62878U2C5<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      880000 | PA      | $812361.97    | 0.08%             | 2024-10-08      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                       | NECELE 1.543 11/26/24 144A                                | CUSIP: 75972BAA9<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     1245000 | PA      | $1142873.24   | 0.12%             | 2024-11-26      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank National Association                                             | SBCLN 2021-1A B                                           | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315478 | PA      | $303525.71    | 0.03%             | 2031-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                | AEP 2.031 03/15/24                                        | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      360000 | PA      | $347387.58    | 0.04%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | WBD 3.428 03/15/24 144a                                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      665000 | PA      | $645967.21    | 0.07%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                           | WFC V3.908 04/25/26 MTN                                   | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1376539.57   | 0.14%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM V4.08 04/26/26                                        | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      940000 | PA      | $915222.26    | 0.09%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| Carvana Auto Receivables Trust 2022- P2                                         | CRVNA 2022-P2 A3                                          | CUSIP: 14686JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2350000 | PA      | $2290281.57   | 0.23%             | 2027-04-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                           | CCG 2022-1 A2                                             | CUSIP: 12511JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3450000 | PA      | $3394104.83   | 0.34%             | 2029-07-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2                                 | AMCAR 2022-2 A3                                           | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3250000 | PA      | $3191734.00   | 0.32%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                             | HII 0.67 08/16/23                                         | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      510000 | PA      | $495302.51    | 0.05%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT 5.678 10/01/25                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      410000 | PA      | $408845.54    | 0.04%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | CMCSA 5.25 11/07/25                                       | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      395000 | PA      | $401080.52    | 0.04%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST                                     | SOFI 2021-B AFX                                           | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1572195 | PA      | $1296685.51   | 0.13%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                              | FNF 0.9 09/20/24 144A                                     | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1701591.04   | 0.17%             | 2024-09-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                              | BFCM 0.998 02/04/25 144A                                  | CUSIP: 06675FAX5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1865000 | PA      | $1706654.66   | 0.17%             | 2025-02-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC                                                           | FLX 2021-1A A2                                            | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1093920.75   | 0.11%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V1.53 12/06/25 MTN                                    | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1717891.82   | 0.17%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-1                                    | WLAKE 2022-1A A3                                          | CUSIP: 96042WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1750000 | PA      | $1705162.20   | 0.17%             | 2025-07-15      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V3.384 04/02/26 MTN                                   | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      480000 | PA      | $459185.28    | 0.05%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3                                   | SDART 2022-3 A3                                           | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1276595.32   | 0.13%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VW 3.95 06/06/25 144A                                     | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      410000 | PA      | $397481.08    | 0.04%             | 2025-06-06      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 4.25 09/30/24                                           | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2695000 | PA      | $2682577.73   | 0.27%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                   | STACR 2021-DNA6 M2                                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     1850000 | PA      | $1759756.08   | 0.18%             | 2041-10-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                             | CAS 2021-R02 2M2                                          | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     3000000 | PA      | $2796514.35   | 0.28%             | 2041-11-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 1 12/15/24                                              | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3100000 | PA      | $2903464.85   | 0.29%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                                | NAVSL 2022-A A                                            | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1554427 | PA      | $1353047.68   | 0.14%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 1.5 02/15/25                                            | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20296000 | PA      | $19118673.39  | 1.94%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                          | APTV 2.396 02/18/25                                       | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      355000 | PA      | $335278.86    | 0.03%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                   | STACR 2022-HQA1 M1A                                       | CUSIP: 35564KTA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      569433 | PA      | $562419.43    | 0.06%             | 2042-03-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                   | SDART 2022-2 A3                                           | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1475813.25   | 0.15%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2022-1                                    | ODART 2022-1A A1                                          | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2450000 | PA      | $2380948.10   | 0.24%             | 2029-03-14      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 3.125 08/15/25                                          | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1270000 | PA      | $1234132.42   | 0.13%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                          | TRTN 0.8 08/01/23 144A                                    | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      630000 | PA      | $608115.62    | 0.06%             | 2023-08-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Dewolf Park CLO Ltd.                                                            | DWOLF 2017-1A AR                                          | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2950000 | PA      | $2912815.84   | 0.30%             | 2030-10-15      | Floating      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                      | AER 1.65 10/29/24                                         | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     1185000 | PA      | $1094262.52   | 0.11%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                    | DRIVE 2021-3 B                                            | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1312922.86   | 0.13%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BHF 1.75 01/13/25 144A                                    | CUSIP: 10921U2H0<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1226767.41   | 0.12%             | 2025-01-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VST 4.875 05/13/24 144A                                   | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      365000 | PA      | $358101.50    | 0.04%             | 2024-05-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM V3.845 06/14/25                                       | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1732236.77   | 0.18%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2022-B                                                      | CNH 2022-B A3                                             | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2700000 | PA      | $2613793.46   | 0.26%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2                                         | OMFIT 2022-2A A                                           | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1662633.83   | 0.17%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank National Association                                             | SBCLN 2022-B C                                            | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      854788 | PA      | $850045.62    | 0.09%             | 2032-08-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| JDE Peets N.V                                                                   | JDEPNA 0.8 09/24/24 144A                                  | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      430000 | PA      | $393195.24    | 0.04%             | 2024-09-24      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                                                             | COLO 2021-2A A2                                           | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1042764.12   | 0.11%             | 2051-10-25      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V1.164 10/21/25 MTN                                    | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $974993.18    | 0.10%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZBH 1.45 11/22/24                                         | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1000672.65   | 0.10%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                       | QRVO 1.75 12/15/24 144A                                   | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      620000 | PA      | $571795.00    | 0.06%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                    | SO 4.475 08/01/24                                         | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      910000 | PA      | $899539.01    | 0.09%             | 2024-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                           | WFC V4.54 08/15/26 MTN                                    | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      505000 | PA      | $495676.65    | 0.05%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | C V5.61 09/29/26                                          | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1209587.07   | 0.12%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V6.138 10/16/26                                        | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1002844.07   | 0.10%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                    | T 4.375 10/31/24                                          | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7390000 | PA      | $7372968.38   | 0.75%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2019-Dna4                                         | STACR 2019-DNA4 M2                                        | CUSIP: 35565AAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       54040 | PA      | $54050.58     | 0.01%             | 2049-10-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                             | CAS 2019-HRP1 M2                                          | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-O            | USGSE             | US        |     1590979 | PA      | $1556213.06   | 0.16%             | 2039-11-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMW 1 08/15/24                                            | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      770000 | PA      | $717264.16    | 0.07%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                           | PWR 0.95 10/01/24                                         | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      385000 | PA      | $354970.80    | 0.04%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                                               | BMIR 2021-3A M1A                                          | CUSIP: 078777AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      772028 | PA      | $762451.89    | 0.08%             | 2031-09-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | MUFG V0.962 10/11/25                                      | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1185000 | PA      | $1090854.29   | 0.11%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRPCN 1 10/12/24                                          | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $926411.60    | 0.09%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Company Inc                                            | GM 1.2 10/15/24                                           | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      900000 | PA      | $834190.62    | 0.08%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                      | AER 1.15 10/29/23                                         | CUSIP: 00774MAT2<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     1330000 | PA      | $1280066.21   | 0.13%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2021-2 LTD                                                             | EMIR 2021-2 M1A                                           | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      758565 | PA      | $754320.58    | 0.08%             | 2034-04-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                               | MCHP 0.972 02/15/24                                       | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1311475.24   | 0.13%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2                                    | WLAKE 2022-2A A3                                          | CUSIP: 96042VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3550000 | PA      | $3469106.33   | 0.35%             | 2026-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Fds                                                                  | Guidestone Fds MONEY MKT INSTL                            | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     2919966 | NS      | $2919966.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars Db4 LP                                                                     | CAUTO 2021-1A A1                                          | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1938095 | PA      | $1664698.78   | 0.17%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NACN 0.75 08/06/24 FXD                                    | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     1485000 | PA      | $1382691.65   | 0.14%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Brunswick Corporation                                                           | BC 0.85 08/18/24                                          | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $966525.60    | 0.10%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AL 0.8 08/18/24                                           | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      490000 | PA      | $451728.40    | 0.05%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| Macquarie Group Ltd.                                                            | MQGAU V1.201 10/14/25 144A                                | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $735032.38    | 0.07%             | 2025-10-14      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Diamond Issuer Llc                                                              | SHINE 2021-1A A                                           | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1750000 | PA      | $1456926.19   | 0.15%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DTRGR 1.625 12/13/24 144A                                 | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      590000 | PA      | $548257.14    | 0.06%             | 2024-12-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: —       |
| Dollar General Corporation                                                      | DG 4.25 09/20/24                                          | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      745000 | PA      | $735442.32    | 0.07%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                       | GS 5.7 11/01/24                                           | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1130415.83   | 0.11%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                 | JWN 2.3 04/08/24                                          | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234703.75    | 0.02%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | BXSL 3.65 07/14/23                                        | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      985000 | PA      | $975987.84    | 0.10%             | 2023-07-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NSANY 1.125 09/16/24 144A                                 | CUSIP: 65480CAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $392265.19    | 0.04%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                 | SUMITR 0.8 09/16/24 144A                                  | CUSIP: 86563VAW9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $924774.68    | 0.09%             | 2024-09-16      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Dryden XXVI Senior Loan Funding                                                 | DRSLF 2013-26A AR                                         | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |      900780 | PA      | $891213.24    | 0.09%             | 2029-04-16      | Floating      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| Graham Holdings Co                                                              | GHC 5.75 06/01/26 144A                                    | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196817.00    | 0.02%             | 2026-06-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                       | NAVSL 2021-FA A                                           | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1342791 | PA      | $1133733.10   | 0.11%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM LLC                                                  | ELFI 2021-A A                                             | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2440574 | PA      | $2137308.79   | 0.22%             | 2046-12-26      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust                                 | SCRT 2018-2 MA                                            | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      218627 | PA      | $208028.78    | 0.02%             | 2057-11-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BM1775                                                 | CUSIP: 3140J56M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41686 | PA      | $41031.80     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                             | CAS 2021-R01 1M2                                          | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     1050000 | PA      | $1024007.25   | 0.10%             | 2041-10-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| RADNOR RE 2021-2 LTD                                                            | RMIR 2021-2 M1A                                           | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      317930 | PA      | $310635.60    | 0.03%             | 2031-11-25      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC                                              | SOFI 2018-C A2FX                                          | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81029 | PA      | $78307.66     | 0.01%             | 2048-01-25      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | INTNED 1 09/20/23 EMTN                                    | CUSIP: N4578EJX7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $211131.72    | 0.02%             | 2023-09-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DVN 5.25 09/15/24                                         | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      915000 | PA      | $916688.72    | 0.09%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | F 2.3 02/10/25                                            | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1176337.68   | 0.12%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AS5794                                                 | CUSIP: 3138WFNL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124403 | PA      | $119253.46    | 0.01%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN CA3287                                                 | CUSIP: 3140QAUM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29408 | PA      | $28817.09     | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 0.875 01/31/24                                          | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17925000 | PA      | $17204499.07  | 1.74%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 3.25 08/31/24                                           | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4151000 | PA      | $4066682.81   | 0.41%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                            | NAVSL 2019-BA A2A                                         | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      239119 | PA      | $226242.66    | 0.02%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BN5404                                                 | CUSIP: 3140JNAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154415 | PA      | $154032.71    | 0.02%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                              | CFG V6.064 10/24/25                                       | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1012472.78   | 0.10%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank of Cincinnati                                                  | FITB V5.852 10/27/25                                      | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      630000 | PA      | $637117.27    | 0.06%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                               | CHASE 2019-ATR2 A3                                        | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       76778 | PA      | $68764.54     | 0.01%             | 2049-08-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BE0146                                                 | CUSIP: 3140FKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286433 | PA      | $268460.63    | 0.03%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORCL 2.95 11/15/24                                        | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1060765.25   | 0.11%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANUK V3.373 01/05/24                                     | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      215000 | PA      | $215000.00    | 0.02%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | JPMCC 2018-WPT AFX                                        | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $177763.17    | 0.02%             | 2033-07-08      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VW 1 02/16/23 EMTN                                        | CUSIP: D9T70CER1<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      260000 | PA      | $277753.98    | 0.03%             | 2023-02-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN CA0786                                                 | CUSIP: 3140Q72U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40693 | PA      | $38801.48     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FG G61047                                                 | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34919 | PA      | $34431.23     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BM3280                                                 | CUSIP: 3140J7UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      344583 | PA      | $340417.86    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                    | GSMS 2019-GC38 A2                                         | CUSIP: 36252SAT4<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |      373644 | PA      | $365439.11    | 0.04%             | 2052-02-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | F 5.584 03/18/24                                          | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296715.00    | 0.03%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                   | UBSCM 2019-C16 ASB                                        | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      540000 | PA      | $503012.40    | 0.05%             | 2052-04-17      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BM5568                                                 | CUSIP: 3140JAFJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      548340 | PA      | $544399.15    | 0.06%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AS8980                                                 | CUSIP: 3138WJ6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100181 | PA      | $98608.39     | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FR ZT1857                                                 | CUSIP: 3132AEB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1089083 | PA      | $1083233.51   | 0.11%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | SPRNTS 4.738 03/20/25 144A                                | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250312 | PA      | $247578.69    | 0.03%             | 2025-03-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust                                 | SCRT 2018-3 MA                                            | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      264862 | PA      | $251648.60    | 0.03%             | 2057-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AS9327                                                 | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      440874 | PA      | $422572.08    | 0.04%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VST 5.625 02/15/27 144A                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      250000 | PA      | $237995.95    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                       | CFII 2019-1A D                                            | CUSIP: 165183CC6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      370000 | PA      | $369623.67    | 0.04%             | 2031-04-15      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ET 4.25 03/15/23 *                                        | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $997636.22    | 0.10%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BJ9249                                                 | CUSIP: 3140HBH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55626 | PA      | $55245.87     | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AS9610                                                 | CUSIP: 3138WKVC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      315080 | PA      | $310069.75    | 0.03%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ Mortgage Trust                                                   | KNDL 2019-KNSQ D                                          | CUSIP: 482598AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136000 | PA      | $132663.80    | 0.01%             | 2036-05-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Illinois Tool Works Inc.                                                        | ITW 0.25 12/05/24                                         | CUSIP: 452308AY5<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181939.82    | 0.02%             | 2024-12-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Commercial Mortgage Finance Corp                                      | JPMCC 2013-LC11 ASB                                       | CUSIP: 46639YAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24291 | PA      | $24221.56     | 0.00%             | 2046-04-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 4459 BN                                               | CUSIP: 3137BHTC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      240181 | PA      | $219578.26    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BC9043                                                 | CUSIP: 3140F5BM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      679315 | PA      | $635362.13    | 0.06%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OZLM Funding IV Ltd                                                             | OZLMF 2013-4A A1R                                         | CUSIP: 67108FAN6<br>LEI: 549300788AI08GTXXH35 | Long             | ABS-CBDO         | CORP              | KY        |      981167 | PA      | $967735.39    | 0.10%             | 2030-10-22      | Floating      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIFP 0.375 02/28/23 EMTN                                | CUSIP: F3R09RSD3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213382.02    | 0.02%             | 2023-02-28      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| CrownRock LP                                                                    | CRROCK 5.625 10/15/25 144A                                | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $207912.53    | 0.02%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BM1890                                                 | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4731 | PA      | $4446.15      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 36 LTD                                              | OCT36 2018-1A A1                                          | CUSIP: 67591UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $492891.40    | 0.05%             | 2031-04-15      | Floating      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2018-B TR                                        | SOFI 2018-B A2FX                                          | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      199726 | PA      | $193541.04    | 0.02%             | 2047-08-25      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AS6745                                                 | CUSIP: 3138WGP73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      752032 | PA      | $720822.70    | 0.07%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2018                                       | NAVSL 2018-EA A2                                          | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40403 | PA      | $39119.24     | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Prime Securities Services Borrower, LLC and Prime Finance, Inc.                 | PRSESE 5.25 04/15/24 144A                                 | CUSIP: 74166MAB2<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246007.44    | 0.02%             | 2024-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                       | NAVSL 2019-CA A2                                          | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      163923 | PA      | $154908.60    | 0.02%             | 2068-02-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | CGCMT 2016-P5 AAB                                         | CUSIP: 17325DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740163 | PA      | $709215.79    | 0.07%             | 2049-10-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMW 3.9 08/21/27                                          | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1212524.78   | 0.12%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Corporation/Broadcom Cayman Finance Ltd                                | AVGO 3.875 01/15/27                                       | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94756.68     | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BJ1707                                                 | CUSIP: 3140H23R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      494228 | PA      | $467641.68    | 0.05%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                          | SIEGR 0.375 09/06/23 EMTN                                 | CUSIP: N79935AU1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      235000 | PA      | $248523.51    | 0.03%             | 2023-09-06      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                                    | HHT 2019-MAUI A                                           | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      429000 | PA      | $417312.41    | 0.04%             | 2038-05-17      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                                       | IQV 5 05/15/27 144A                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191100.00    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KNDL 2019-KNSQ Mortgage Trust                                                   | KNDL 2019-KNSQ A                                          | CUSIP: 482598AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      409000 | PA      | $404454.27    | 0.04%             | 2036-05-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Mms Usa Investments Inc                                                         | PUBFP 0.625 06/13/25                                      | CUSIP: F627A2AC2<br>LEI: 549300LOC0C0BMC7FX79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99196.39     | 0.01%             | 2025-06-13      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: —       |
| Fnma Pass-Thru I                                                                | FN FM1245                                                 | CUSIP: 3140X4L38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      834536 | PA      | $818933.25    | 0.08%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                       | COMM 2013-CR8 A5                                          | CUSIP: 12625KAE5<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-O            | CORP              | US        |      623158 | PA      | $619246.97    | 0.06%             | 2046-06-12      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | MSBAM 2014-C18 ASB                                        | CUSIP: 61763XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149994 | PA      | $147666.17    | 0.01%             | 2047-10-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comm 2015-Ccre24 Mortgage Trust                                                 | COMM 2015-CR24 ASB                                        | CUSIP: 12593JBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85463 | PA      | $83305.71     | 0.01%             | 2048-08-12      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                          | MPW 5 10/15/27                                            | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      350000 | PA      | $294966.00    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELV 3.65 12/01/27                                         | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      750000 | PA      | $710181.05    | 0.07%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                   | OMF 5.625 03/15/23                                        | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      435000 | PA      | $434082.15    | 0.04%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mariner Clo 5 Ltd / Mariner Clo 5 Llc                                           | SPEAK 2018-5A A                                           | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $392235.04    | 0.04%             | 2031-04-25      | Floating      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| Wf-Rbs Com Mg Tst                                                               | WFRBS 2014-C21 ASB                                        | CUSIP: 92939FAV1<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-O            | CORP              | US        |      187979 | PA      | $185363.69    | 0.02%             | 2047-08-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIII Ltd.                                                  | MDPK 2014-13A CR2                                         | CUSIP: 55818MBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $386957.84    | 0.04%             | 2030-04-19      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2018-B                                         | SMB 2018-B A2B                                            | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |      299917 | PA      | $293373.48    | 0.03%             | 2037-01-15      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AS7058                                                 | CUSIP: 3138WGZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12190 | PA      | $11683.89     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VW 1.875 01/31/24 EMTN                                    | CUSIP: D9T638JM5<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $314791.96    | 0.03%             | 2024-01-31      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                    | VSAT 5.625 04/15/27 144A                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      270000 | PA      | $245727.00    | 0.02%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                       | CFII 2019-1A C                                            | CUSIP: 165183CB8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      154775 | PA      | $154620.06    | 0.02%             | 2031-04-15      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN CA3599                                                 | CUSIP: 3140QA7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      445281 | PA      | $436987.41    | 0.04%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                                  | MFIT 2019-AA A                                            | CUSIP: 56847MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      167230 | PA      | $165004.74    | 0.02%             | 2032-07-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                              | MSBAM 2013-C13 A3                                         | CUSIP: 61763BAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      484630 | PA      | $476628.31    | 0.05%             | 2046-11-19      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 4494 KA                                               | CUSIP: 3137BKUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       95410 | PA      | $93455.80     | 0.01%             | 2042-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AQ8719                                                 | CUSIP: 3138MQVM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      243898 | PA      | $232930.25    | 0.02%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mtg Trust                                                               | SEMT 2017-CH1 A2                                          | CUSIP: 81746HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       26893 | PA      | $24714.36     | 0.00%             | 2047-08-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                      | AER 3.5 01/15/25                                          | CUSIP: 00774MAC9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      350000 | PA      | $333705.81    | 0.03%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                 | WFRBS 2014-LC14 ASB                                       | CUSIP: 96221TAF4<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-O            | CORP              | US        |      129506 | PA      | $128359.02    | 0.01%             | 2047-03-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Equitrans Midstream Corporation                                                 | EQM 5.5 07/15/28                                          | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      220000 | PA      | $197109.66    | 0.02%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| EDVESTINU PRIVATE EDUCATION LOAN ISSUE                                          | EDVES 2019-A A                                            | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      174285 | PA      | $163859.46    | 0.02%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FG G67720                                                 | CUSIP: 3132XCSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      594778 | PA      | $592227.14    | 0.06%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TD 0.375 04/25/24 EMTN                                    | CUSIP: C8T176AW6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      305000 | PA      | $314539.79    | 0.03%             | 2024-04-25      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                           | FN BM5082                                                 | CUSIP: 3140J9UG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174116 | PA      | $172668.77    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                     | FISV 3.2 07/01/26                                         | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      395000 | PA      | $370601.39    | 0.04%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                | NAVSL 2019-EA A2B                                         | CUSIP: 63941MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      310917 | PA      | $308044.01    | 0.03%             | 2068-05-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| GSRPM Mortgage Loan Trust                                                       | GSMS 2011-GC5 AS                                          | CUSIP: 36191YAE8<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      258667 | PA      | $254172.39    | 0.03%             | 2044-08-12      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS 4.3 03/25/28                                          | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87367.28     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                       | MTDR 5.875 09/15/26                                       | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      305000 | PA      | $293549.53    | 0.03%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM TRUST                                            | SOFI 2019-B A2FX                                          | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       84274 | PA      | $79364.91     | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                               | CHASE 2019-ATR2 A11                                       | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37583 | PA      | $36182.14     | 0.00%             | 2049-08-25      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CWABS Inc.                                                                      | CWL 2004-6 1A1                                            | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      615849 | PA      | $580198.84    | 0.06%             | 2034-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2011-H08 FA                                           | CUSIP: 38375BLH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      315421 | PA      | $313831.23    | 0.03%             | 2061-02-20      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Cfcre Commercial Mortgage Trust 2017-C8                                         | CFCRE 2017-C8 ASB                                         | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1299243 | PA      | $1241400.70   | 0.13%             | 2050-06-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | AVOL 5.5 01/15/23 144A                                    | CUSIP: 05401AAA9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $897700.12    | 0.09%             | 2023-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Indymac Indx 07-Fl                                                              | INDX 2007-FLX3 A2                                         | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99309 | PA      | $108448.35    | 0.01%             | 2037-06-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2016-H22 FA                                           | CUSIP: 38376RC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1213358 | PA      | $1198674.70   | 0.12%             | 2066-10-20      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2016-F                                           | SOFI 2016-F A2                                            | CUSIP: 78471AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      267173 | PA      | $255017.11    | 0.03%             | 2040-02-27      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corporation                                                              | LEN 4.5 04/30/24                                          | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $987502.83    | 0.10%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V3.301 04/24/24 MPLE                                  | CUSIP: 060505FJ8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1467267.36   | 0.15%             | 2024-04-24      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANUK V4.796 11/15/24                                     | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $491880.11    | 0.05%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2019-Granite4 PLC                                   | TPMF 2019-GR4A A1                                         | CUSIP: BCC2J58I7<br>LEI: 635400655NWVVZHH1395 | Long             | ABS-O            | CORP              | GB        |      839067 | PA      | $1012025.38   | 0.10%             | 2051-10-20      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                  | PENSKE 3.45 07/01/24 144A                                 | CUSIP: 709599BF0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1449922.35   | 0.15%             | 2024-07-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 508398                                                 | CUSIP: 36211BX33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2796 | PA      | $2795.85      | 0.00%             | 2030-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 544668                                                 | CUSIP: 36212VCD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2262 | PA      | $2261.59      | 0.00%             | 2030-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 781205                                                 | CUSIP: 36225BKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         963 | PA      | $1036.08      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | G2 80023                                                  | CUSIP: 36225CAZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14312 | PA      | $14143.90     | 0.00%             | 2026-12-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | G2 8684                                                   | CUSIP: 36202KUH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2252 | PA      | $2221.37      | 0.00%             | 2025-08-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Securitites Inc                                           | BOAMS 2003-L 3A1                                          | CUSIP: 05948XR37<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       21279 | PA      | $19374.52     | 0.00%             | 2034-01-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PCG 3.85 11/15/23                                         | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98599.99     | 0.01%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2016-40 EF                                            | CUSIP: 3136ASL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      750184 | PA      | $730131.23    | 0.07%             | 2046-07-25      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | WFCM 2016-NXS5 A6FL                                       | CUSIP: 95000CBK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1941479.90   | 0.20%             | 2059-01-17      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP 3.375 01/09/25 144A                                   | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $674606.35    | 0.07%             | 2025-01-09      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2019-30 FN                                            | CUSIP: 3136B5AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      476014 | PA      | $462012.72    | 0.05%             | 2049-07-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | G2 8420                                                   | CUSIP: 36202KK95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2595 | PA      | $2583.10      | 0.00%             | 2024-05-20      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                              | WAMU 2003-AR8 A                                           | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69926 | PA      | $66343.05     | 0.01%             | 2033-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 721044                                                 | CUSIP: 31401XBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7167 | PA      | $7085.97      | 0.00%             | 2033-06-01      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | G2 80119                                                  | CUSIP: 36225CDZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5535 | PA      | $5426.97      | 0.00%             | 2027-10-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                              | WAMU 2002-AR6 A                                           | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2459 | PA      | $2214.46      | 0.00%             | 2042-06-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | G2 8660                                                   | CUSIP: 36202KTR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7076 | PA      | $6979.40      | 0.00%             | 2025-07-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | G2 8746                                                   | CUSIP: 36202KWF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6627 | PA      | $6500.10      | 0.00%             | 2025-11-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | G2 80094                                                  | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         332 | PA      | $321.31       | 0.00%             | 2027-07-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mtg                                                                | INDX 2006-AR12 A1                                         | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270932 | PA      | $235031.20    | 0.02%             | 2046-09-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PCG 3.75 02/15/24                                         | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196014.25    | 0.02%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                              | WAMU 2005-AR2 2A1A                                        | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      101657 | PA      | $97571.97     | 0.01%             | 2045-01-25      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 735643                                                 | CUSIP: 31402RHU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72711 | PA      | $69213.43     | 0.01%             | 2042-08-01      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 735653                                                 | CUSIP: 31402RH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34356 | PA      | $32729.85     | 0.00%             | 2044-10-01      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 735642                                                 | CUSIP: 31402RHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68958 | PA      | $65888.12     | 0.01%             | 2042-08-01      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FSPC T-61 1A1                                             | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |      249456 | PA      | $250010.70    | 0.03%             | 2044-07-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FSPC T-32 A1                                              | CUSIP: 3133TSQG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |      145971 | PA      | $144911.11    | 0.01%             | 2031-08-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FSPC T-56 3AF                                             | CUSIP: 31393RG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |      322160 | PA      | $316022.53    | 0.03%             | 2043-05-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FH 1G1744                                                 | CUSIP: 3128QJ5D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22338 | PA      | $22282.06     | 0.00%             | 2035-08-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                     | GSR 2005-AR6 2A1                                          | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |       33209 | PA      | $31188.01     | 0.00%             | 2035-09-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| 1ST Horizon Mtg                                                                 | FHAMS 2004-AA1 A1                                         | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       79253 | PA      | $73804.79     | 0.01%             | 2034-06-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp.                                               | SASC 2005-7XS 2A1A                                        | CUSIP: 86359B7K1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       87413 | PA      | $85141.02     | 0.01%             | 2035-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FH 1J1219                                                 | CUSIP: 3128NHK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58336 | PA      | $58887.35     | 0.01%             | 2035-10-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Greenpoint Mtg Fdg                                                              | GPMF 2005-AR5 1A1                                         | CUSIP: 39538WEA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78047 | PA      | $70569.49     | 0.01%             | 2045-11-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                  | SAMI 2005-AR8 A1A                                         | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      141692 | PA      | $109639.16    | 0.01%             | 2036-02-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 823358                                                 | CUSIP: 31406XWT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24205 | PA      | $24117.34     | 0.00%             | 2035-02-01      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Sec Mtg Ln 2006-Ab4                                              | DBALT 2006-AB4 A6A2                                       | CUSIP: 251513BD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96411 | PA      | $84216.54     | 0.01%             | 2036-10-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Wamu Mtg Pass-Through Ctfs Ser 2007                                             | WAMU 2007-HY5 2A1                                         | CUSIP: 92990GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      153652 | PA      | $120524.95    | 0.01%             | 2037-05-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 685500                                                 | CUSIP: 31400ERV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209090 | PA      | $204037.98    | 0.02%             | 2032-12-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 665387                                                 | CUSIP: 31391FF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124213 | PA      | $124145.54    | 0.01%             | 2032-08-01      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2007-100 TF                                           | CUSIP: 31396XXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      342826 | PA      | $338975.16    | 0.03%             | 2037-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                              | MSBAM 2015-C22 ASB                                        | CUSIP: 61690FAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      790991 | PA      | $769165.76    | 0.08%             | 2048-04-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2015-38 DF                                            | CUSIP: 3136APAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      128317 | PA      | $125437.98    | 0.01%             | 2055-06-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                       | NSLT 2016-1A A                                            | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      601100 | PA      | $594431.87    | 0.06%             | 2065-09-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2017-H09 FB                                           | CUSIP: 38375UYW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1527751 | PA      | $1511407.47   | 0.15%             | 2067-04-20      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2017-H10 FB                                           | CUSIP: 38375UZZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1821170 | PA      | $1803320.31   | 0.18%             | 2067-04-20      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Jpmcc Commercial Mortgage Securities                                            | JPMCC 2017-JP7 A3                                         | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1443585.45   | 0.15%             | 2050-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                     | MIZUHO F 07/19/23                                         | CUSIP: J4S19BAR7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3100000 | PA      | $2113107.66   | 0.21%             | 2023-07-19      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                              | WAMU 2006-AR5 A12A                                        | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280649 | PA      | $259176.88    | 0.03%             | 2046-06-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FH 1J1214                                                 | CUSIP: 3128NHK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52750 | PA      | $52859.09     | 0.01%             | 2035-09-01      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Csab Mtg Bkd 06-2                                                               | CSAB 2006-2 A6A                                           | CUSIP: 12627HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240167 | PA      | $81072.03     | 0.01%             | 2036-09-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Sec Mtg Ln 2006-Ab4                                              | DBALT 2006-AB4 A6A1                                       | CUSIP: 251513BC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96411 | PA      | $84217.68     | 0.01%             | 2036-10-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 795297                                                 | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45304 | PA      | $43142.29     | 0.00%             | 2044-07-01      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Trust                                                       | TBW 2007-2 A6A                                            | CUSIP: 872227AK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171077 | PA      | $68079.06     | 0.01%             | 2037-07-25      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FH 788845                                                 | CUSIP: 31295MZJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7706 | PA      | $7541.48      | 0.00%             | 2031-11-01      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | EDF 3.625 10/13/25 144A                                   | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $482793.21    | 0.05%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 3228 FN                                               | CUSIP: 31397C2V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      623944 | PA      | $613188.37    | 0.06%             | 2036-10-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Ltd.                                                    | AVOL 4.5 03/15/23 144A                                    | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $997606.93    | 0.10%             | 2023-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | C F 06/01/24                                              | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1001502.23   | 0.10%             | 2024-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NSANY 3.875 09/21/23 144A                                 | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $392699.19    | 0.04%             | 2023-09-21      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | ACGCAP 4.375 01/30/24 144A                                | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $975625.66    | 0.10%             | 2024-01-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                   | SMBCAC 3.55 04/15/24 144A                                 | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $773990.01    | 0.08%             | 2024-04-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                            | CANTOR 4.875 05/01/24 144A                                | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1769158.31   | 0.18%             | 2024-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                              | WAMU 2006-AR19 1A                                         | CUSIP: 933638AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143945 | PA      | $125555.38    | 0.01%             | 2047-01-25      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                              | WAMU 2007-HY1 1A1                                         | CUSIP: 92925VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      112552 | PA      | $96419.77     | 0.01%             | 2037-02-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Greenpoint Mtg Fdg                                                              | GPMF 2006-OH1 A1                                          | CUSIP: 39539GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228898 | PA      | $193441.51    | 0.02%             | 2037-01-26      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 479448                                                 | CUSIP: 36209RTD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         540 | PA      | $541.47       | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 515657                                                 | CUSIP: 36211KZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1429 | PA      | $1428.77      | 0.00%             | 2030-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 529481                                                 | CUSIP: 36212CFW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1457 | PA      | $1456.39      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 536235                                                 | CUSIP: 36212KV42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2654 | PA      | $2656.77      | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 532746                                                 | CUSIP: 36212FZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2513 | PA      | $2549.79      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 422882                                                 | CUSIP: 31379LXK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         713 | PA      | $701.02       | 0.00%             | 2024-12-01      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 515718                                                 | CUSIP: 36211K4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42097 | PA      | $42470.58     | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 514850                                                 | CUSIP: 36211J5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10166 | PA      | $10165.05     | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 514525                                                 | CUSIP: 36211JSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14828 | PA      | $14855.94     | 0.00%             | 2029-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GN 485246                                                 | CUSIP: 36209YBP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11505 | PA      | $11610.27     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                                         | LUM 2006-7 2A1                                            | CUSIP: 55028BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      252905 | PA      | $217250.62    | 0.02%             | 2036-12-26      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                              | WMALT 2007-OA5 A1B                                        | CUSIP: 93936RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37820 | PA      | $4908.45      | 0.00%             | 2047-05-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JPMMT 2005-A1 6T1                                         | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        7769 | PA      | $7125.60      | 0.00%             | 2035-02-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                  | SAMI 2005-AR5 A1                                          | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23215 | PA      | $20494.63     | 0.00%             | 2035-07-19      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust                                           | MARM 2003-6 3A1                                           | CUSIP: 576433GF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32804 | PA      | $31598.03     | 0.00%             | 2033-12-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secs 1 Tr                                             | BSABS 2007-HE7 1A1                                        | CUSIP: 07387VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12486 | PA      | $12474.74     | 0.00%             | 2037-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2006-98 FA                                            | CUSIP: 31396K5N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      113295 | PA      | $111556.19    | 0.01%             | 2036-10-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2013-H13 FT                                           | CUSIP: 38375B2L5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      750754 | PA      | $748325.19    | 0.08%             | 2063-05-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2017-2                                               | NAVSL 2017-2A A                                           | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      772006 | PA      | $759397.67    | 0.08%             | 2066-12-27      | Floating      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANBNK 3.875 09/12/23 144A                                | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $395079.11    | 0.04%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Wabtec Corp                                                                     | WAB 4.15 03/15/24                                         | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1575227.98   | 0.16%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANBNK 5.375 01/12/24 144A                                | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      600000 | PA      | $595436.67    | 0.06%             | 2024-01-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Asset Trust                                              | AHMA 2006-5 A1                                            | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      538233 | PA      | $171361.51    | 0.02%             | 2046-11-25      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                           | WPLAU 3.65 03/05/25 144A                                  | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     1900000 | PA      | $1826701.71   | 0.19%             | 2025-03-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                           | WPLAU 3.7 09/15/26 144A                                   | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $375051.74    | 0.04%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2015-c                                     | NAVSL 2017-5A A                                           | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      720353 | PA      | $702499.66    | 0.07%             | 2066-07-26      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                        | MCCT 2018-1A A                                            | CUSIP: 576339BM6<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |     1500000 | PA      | $1500008.85   | 0.15%             | 2024-07-22      | Floating      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CS V4.207 06/12/24 144A                                   | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      450000 | PA      | $438875.89    | 0.04%             | 2024-06-12      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2007-30 FH                                            | CUSIP: 38375J3R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       49404 | PA      | $49053.37     | 0.00%             | 2037-05-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc.                                                   | LEH 6.625 01/18/12                                        | CUSIP: 52517PSC6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      600000 | PA      | $2100.00      | 0.00%             | 2012-01-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2012-79 FM                                            | CUSIP: 3136A7LX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      112946 | PA      | $110046.50    | 0.01%             | 2042-07-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2016-H07 FM                                           | CUSIP: 38376RRJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |        5217 | PA      | $5162.41      | 0.00%             | 2066-02-20      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2015-c                                     | NAVSL 2016-6A A2                                          | CUSIP: 63940LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78795 | PA      | $78768.49     | 0.01%             | 2066-03-25      | Floating      | 45.85%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2016-11 AF                                            | CUSIP: 3136ARPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      580494 | PA      | $563593.02    | 0.06%             | 2046-03-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PCG 3.25 06/15/23                                         | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98904.62     | 0.01%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                             | GFORT 2019-2 A                                            | CUSIP: 361886CD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1941701.10   | 0.20%             | 2026-04-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2021-230P                                        | MSC 2021-230P A                                           | CUSIP: 61772WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $954748.00    | 0.10%             | 2038-12-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                                              | TPMT 2021-SJ2 A1A                                         | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      843628 | PA      | $776109.66    | 0.08%             | 2061-12-25      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                        | GCCT 2022-4A A                                            | CUSIP: 380881FP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     3000000 | PA      | $2957012.85   | 0.30%             | 2027-09-15      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                           | JTDB 0 01/06/23 1110                                      | CUSIP: J2S39LWU4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   790000000 | PA      | $6019578.81   | 0.61%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 0% BK ACCEPTANCE 09/01/2023 CAD      | CUSIP: 780088A91<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |     2800000 | PA      | $2065726.74   | 0.21%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                    | ILMN 5.8 12/12/25                                         | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      300000 | PA      | $302637.24    | 0.03%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                             | Bank of Nova Scotia 0% BK ACCEPTANCE 28/02/2023 CAD       | CUSIP: 06414PBV2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |     1500000 | PA      | $1099823.66   | 0.11%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                       | GS V0.925 10/21/24                                        | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1825048.05   | 0.18%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | WBD 3.638 03/15/25 144a                                   | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      300000 | PA      | $285731.65    | 0.03%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | CRBG 3.65 04/05/27 144A                                   | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      600000 | PA      | $561024.24    | 0.06%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VW 3.95 06/06/25 144A                                     | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1938932.09   | 0.20%             | 2025-06-06      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BACR V5.304 08/09/26                                      | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $894901.33    | 0.09%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                  | SYF 5.4 08/22/25 BKNT                                     | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1579622.79   | 0.16%             | 2025-08-22      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | G2 80408                                                  | CUSIP: 36225CN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10359 | PA      | $10141.65     | 0.00%             | 2030-05-20      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN 606116                                                 | CUSIP: 31388JK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18093 | PA      | $17773.56     | 0.00%             | 2031-09-01      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FH 786190                                                 | CUSIP: 31348S2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1080 | PA      | $1061.44      | 0.00%             | 2027-07-01      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMIBK F 10/16/24 EMTN                                    | CUSIP: J7771XBV0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $679419.48    | 0.07%             | 2024-10-16      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 1 12/15/24                                              | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9500000 | PA      | $8897714.87   | 0.90%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DTRGR 1.125 12/14/23 144A                                 | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $961002.40    | 0.10%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST RRI                                | NCMS 2022-RRI A                                           | CUSIP: 63875JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1655387.50   | 0.17%             | 2035-03-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PCG 4.95 06/08/25                                         | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $986261.36    | 0.10%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dairy Farmers of America Inc                                                    | DTRT 2022-1 A2                                            | CUSIP: 233869AB2<br>LEI: 4469000001BRB4C9S895 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1499010.30   | 0.15%             | 2024-09-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Residential Fdg I                                                               | RFMSI 2003-S9 A1                                          | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4126 | PA      | $3959.89      | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FH 789272                                                 | CUSIP: 31295NJR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2343 | PA      | $2314.12      | 0.00%             | 2032-04-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                          | BSARM 2003-8 4A1                                          | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50529 | PA      | $48959.42     | 0.00%             | 2034-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FH 780605                                                 | CUSIP: 31342AU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      155309 | PA      | $156064.46    | 0.02%             | 2033-06-01      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                      | BSABS 2004-SD1 A2                                         | CUSIP: 07384YSE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2229 | PA      | $2229.38      | 0.00%             | 2042-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd.                                          | TQLAU F 12/16/24 MTN                                      | CUSIP: Q8803EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      720000 | PA      | $497636.29    | 0.05%             | 2024-12-16      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCD F 03/08/24 MTN                                        | CUSIP: U58013DD9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1364661.38   | 0.14%             | 2024-03-08      | Floating      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERY 1.57 01/15/26                                        | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1428561.29   | 0.14%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                      | AER 1.65 10/29/24                                         | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     1400000 | PA      | $1292799.60   | 0.13%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                      | RABOBK V1.98 12/15/27 144A                                | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $871987.22    | 0.09%             | 2027-12-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                           | NOMURA 2.329 01/22/27                                     | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $527006.30    | 0.05%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: —       |
| ConocoPhillips Co.                                                              | COP 2.4 03/07/25                                          | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1236754.22   | 0.13%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | C V3.29 03/17/26                                          | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $953082.44    | 0.10%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-GTWY                              | GSMS 2022-GTWY A                                          | CUSIP: 36266DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1614594.16   | 0.16%             | 2039-08-15      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHLMC 5.31 11/15/24                                       | CUSIP: 3134GY2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     6000000 | PA      | $5998875.57   | 0.61%             | 2024-11-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                                         | COMET 2022-A3 A                                           | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1009369.65   | 0.10%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2022-D                                             | FORDO 2022-D A2A                                          | CUSIP: 345295AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1503705.08   | 0.15%             | 2025-08-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | The Toronto-Dominion Bank 0% BK ACCEPTANCE 09/01/2023 CAD | CUSIP: 891161A92<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |      500000 | PA      | $368880.96    | 0.04%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2022-H22 EF                                           | CUSIP: 38382YA52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1157315 | PA      | $1155083.99   | 0.12%             | 2072-10-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V1.164 10/21/25 MTN                                    | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1839609.78   | 0.19%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                        | KOREAT 4 08/08/25 144A                                    | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | NUSS              | KR        |     2200000 | PA      | $2144006.58   | 0.22%             | 2025-08-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS V4.716 08/11/26                                    | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $980167.14    | 0.10%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                           | JTDB 0 03/20/23 1126                                      | CUSIP: J2S39LXY5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1290000000 | PA      | $9833088.79   | 1.00%             | 2023-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northern Inst Fds                                                               | Northern Inst Fds GOVT PTFL                               | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     3021582 | NS      | $3021581.71   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                              | CNP F 03/02/23                                            | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      172000 | PA      | $171918.87    | 0.02%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | MUFG V0.962 10/11/25                                      | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $1841104.28   | 0.19%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS V3.511 03/18/26                                    | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1427305.30   | 0.14%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                    | B 0 02/16/23                                              | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       10000 | PA      | $9950.33      | 0.00%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2022-B                                               | MMAF 2022-B A2                                            | CUSIP: 606940AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2204453.24   | 0.22%             | 2025-09-09      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHLMC 5.36 11/22/24                                       | CUSIP: 3134GY3S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     4000000 | PA      | $4007012.90   | 0.41%             | 2024-11-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERY 0.95 02/15/24                                        | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      700000 | PA      | $663648.17    | 0.07%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ESB Finance Designated Activity Co.                                             | ESBIRE 3.494 01/12/24 EMTN                                | CUSIP: G3194BAC2<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $107440.97    | 0.01%             | 2024-01-12      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                 | BANK 2019-BN18 A2                                         | CUSIP: 065402AZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      610000 | PA      | $589285.16    | 0.06%             | 2062-05-17      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 0.75 11/15/24                                           | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54100000 | PA      | $50534894.67  | 5.12%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | WBD 3.788 03/15/25 144A                                   | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      600000 | PA      | $573516.12    | 0.06%             | 2025-03-15      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                     | MIZUHO 0.523 06/10/24 EMTN                                | CUSIP: J4S19BAZ9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $102599.79    | 0.01%             | 2024-06-10      | Fixed         | 0.52%                 | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                          | LFT 2019-2A A                                             | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      266841 | PA      | $259071.37    | 0.03%             | 2028-04-20      | Fixed         | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                 | SUMITR 2.55 03/10/25 144A                                 | CUSIP: 86563VAZ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $943939.00    | 0.10%             | 2025-03-10      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                    | B 0 03/23/23                                              | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      162000 | PA      | $160493.97    | 0.02%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | CRBG 3.5 04/04/25 144A                                    | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1920450.66   | 0.19%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                                  | CARMX 2022-4 A2A                                          | CUSIP: 14318UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1506039.75   | 0.15%             | 2025-12-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                                        | WOART 2022-D A2A                                          | CUSIP: 98163VAB4<br>LEI: 5493001ZFJU3487OFZ50 | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1403488.80   | 0.14%             | 2026-03-16      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | FHLB 5.3 12/06/24                                         | CUSIP: 3130AU2C7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     6200000 | PA      | $6203515.77   | 0.63%             | 2024-12-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                        | JPMMT 2020-LTV1 A11                                       | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22060 | PA      | $21769.21     | 0.00%             | 2050-06-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                     | NAVSL 2020-A A2B                                          | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       76380 | PA      | $75037.04     | 0.01%             | 2068-11-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST                                                                       | HI HIS 0.802 10/01/2024                                   | CUSIP: 419792ZK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $937702.75    | 0.10%             | 2024-10-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM LLC                                                  | ELFI 2021-A A                                             | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1126419 | PA      | $986450.21    | 0.10%             | 2046-12-26      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Resimac Bastille Trust In Respect Of Resimac Bastille Series 2021-2Nc           | RESI 2021-2NCA A1A                                        | CUSIP: 76120BAA8<br>LEI: 5493003GZ0VLMBZ63O35 | Long             | ABS-O            | CORP              | AU        |      812396 | PA      | $806431.60    | 0.08%             | 2053-02-03      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                      | VERUS 2021-6 A1                                           | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      978375 | PA      | $795576.37    | 0.08%             | 2066-10-25      | Floating      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                | SMB 2020-A A2B                                            | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69207 | PA      | $67243.91     | 0.01%             | 2037-09-15      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                          | GFLCN 5.125 12/15/26 144A                                 | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $167650.77    | 0.02%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS V4.49 08/05/25 144A                                   | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2951826.09   | 0.30%             | 2025-08-05      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Bills                                                    | B 0 03/02/23                                              | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       19000 | PA      | $18870.40     | 0.00%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                    | B 0 03/09/23                                              | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       20000 | PA      | $19846.95     | 0.00%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM TRUST                                            | SOFI 2020-A A2FX                                          | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      338240 | PA      | $306632.08    | 0.03%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ET 2.9 05/15/25                                           | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      260000 | PA      | $245423.71    | 0.02%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                           | WFCM 2015-C26 A4                                          | CUSIP: 94989CAX9<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $475843.60    | 0.05%             | 2048-02-18      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                      | AER 2.875 08/14/24                                        | CUSIP: 00774MAM7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      150000 | PA      | $142168.71    | 0.01%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                                                             | VZOT 2020-A A1A                                           | CUSIP: 92348TAA2<br>LEI: 549300XY7L2MRX0BQH89 | Long             | ABS-O            | CORP              | US        |       66135 | PA      | $65891.09     | 0.01%             | 2024-07-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Limited                                                 | ANCHC 2015-7A CR2                                         | CUSIP: 03328TBE4<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $425902.10    | 0.04%             | 2031-01-28      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | SABSM V0.625 11/07/25                                     | CUSIP: E1581BH73<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $99625.72     | 0.01%             | 2025-11-07      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NGGLN 0.19 01/20/25                                       | CUSIP: G6374WDD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $100057.22    | 0.01%             | 2025-01-20      | Fixed         | 0.19%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NWIDE 1.7 02/13/23 144A                                   | CUSIP: 638602BR2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2392480.14   | 0.24%             | 2023-02-13      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST                                                | HDMOT 2020-A A3                                           | CUSIP: 41284UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       52862 | PA      | $52742.84     | 0.01%             | 2024-10-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIX Ltd                                                    | MDPK 2015-19A A2R2                                        | CUSIP: 55819QBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $588539.34    | 0.06%             | 2028-01-24      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz International Finance B.V.                                        | MBGGR 0.25 11/06/23 EMTN                                  | CUSIP: N3114HKK9<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |       90000 | PA      | $94186.62     | 0.01%             | 2023-11-06      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1                                      | NRZT 2020-1A A1B                                          | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      421601 | PA      | $390598.01    | 0.04%             | 2059-10-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Bradesco S.A., Grand Cayman Branch                                        | BRADES 2.85 01/27/23 144A                                 | CUSIP: 05947KAY6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      800000 | PA      | $799008.00    | 0.08%             | 2023-01-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                              | BFCM 0.75 06/15/23 EMTN                                   | CUSIP: F07334QR3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $106275.46    | 0.01%             | 2023-06-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                                             | GIS 0.45 01/15/26                                         | CUSIP: 370334CK8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97613.06     | 0.01%             | 2026-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                          | LUMN 4 02/15/27 144A                                      | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      300000 | PA      | $254904.75    | 0.03%             | 2027-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust 2015-PC1                                              | COMM 2015-PC1 A4                                          | CUSIP: 12593GAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      248352 | PA      | $239927.13    | 0.02%             | 2050-07-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nly 2019-Fl2 Issuer Ltd                                                         | NLY 2019-FL2 A                                            | CUSIP: 629167AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23457 | PA      | $23491.97     | 0.00%             | 2036-02-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                    | BX 2019-XL A                                              | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850505 | PA      | $840597.52    | 0.09%             | 2036-10-15      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                    | BX 2019-XL D                                              | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      522750 | PA      | $506813.70    | 0.05%             | 2036-10-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust                                 | SCRT 2019-4 MA                                            | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      588876 | PA      | $546620.52    | 0.06%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMT 2.4 03/15/25                                          | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14127.06     | 0.00%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BMW Finance N.V.                                                                | BMW 0 04/14/23 EMTN                                       | CUSIP: N1420MS72<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      290000 | PA      | $308643.06    | 0.03%             | 2023-04-14      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VZ 3 03/22/27                                             | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      280000 | PA      | $260880.38    | 0.03%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2019-53 FA                                            | CUSIP: 3136B5K95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      870409 | PA      | $839350.14    | 0.09%             | 2049-09-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                 | ENELIM 2.65 09/10/24 REGS                                 | CUSIP: N30707AM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $478912.92    | 0.05%             | 2024-09-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBATOW 2.836 01/15/25 144A                                | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1415578.73   | 0.14%             | 2050-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2019-60 WF                                            | CUSIP: 3136B6VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      929054 | PA      | $928474.17    | 0.09%             | 2059-10-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                | SMB 2020-A A2A                                            | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      692065 | PA      | $632459.61    | 0.06%             | 2037-09-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2020-17 EU                                            | CUSIP: 38382CP47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       80291 | PA      | $70165.16     | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                       | TPMT 2020-2 A1A                                           | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1684637 | PA      | $1485043.41   | 0.15%             | 2060-04-25      | Floating      | 1.64%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                              | BA 4.508 05/01/23                                         | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2994820.92   | 0.30%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Finsbury Square 2020-2 PLC                                                      | FSQ 2020-2A A                                             | CUSIP: BCC2NNL64<br>LEI: 635400O5ID5O4HXMUA47 | Long             | ABS-O            | CORP              | GB        |      524584 | PA      | $634841.07    | 0.06%             | 2070-06-16      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Guidestone Fds                                                                  | Guidestone Fds MONEY MKT INSTL                            | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    17676555 | NS      | $17676554.83  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company Inc                                            | GM F 11/17/23                                             | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2014000 | PA      | $2008809.65   | 0.20%             | 2023-11-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: —       |
| Equitable Financial Life Global Funding                                         | EQH 1 01/09/26 144A                                       | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1410619.54   | 0.14%             | 2026-01-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | FHLB 0.92 02/26/27                                        | CUSIP: 3130ALCE2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     3300000 | PA      | $2869725.62   | 0.29%             | 2027-02-26      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                              | CNP 0.7 03/02/23                                          | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      400000 | PA      | $397140.85    | 0.04%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| Trinity Square 2021-1 PLC                                                       | TRINI 2021-1A A                                           | CUSIP: BCC2RA848<br>LEI: 6354001L6FRKQUMWRQ12 | Long             | ABS-O            | CORP              | GB        |     1008066 | PA      | $1205779.41   | 0.12%             | 2059-07-15      | Floating      |  | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                            | ESA 2021-ESH A                                            | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |     1659527 | PA      | $1614180.45   | 0.16%             | 2038-07-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse AG New York Branch                                                | CS F 08/09/23 FRN                                         | CUSIP: 22550UAD3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     2700000 | PA      | $2634654.75   | 0.27%             | 2023-08-09      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                         | PFP 2021-8 A                                              | CUSIP: 69357XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1418700 | PA      | $1354834.86   | 0.14%             | 2037-08-16      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                     | ALLYA 2019-3 A3                                           | CUSIP: 02007RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38246 | PA      | $38200.11     | 0.00%             | 2024-05-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Leaseplan Corporation NV                                                        | LPTY 2.875 10/24/24 144A                                  | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $1783842.65   | 0.18%             | 2024-10-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2019-Auburn 13 plc                                  | TPMF 2019-A13A A1                                         | CUSIP: BCC2LAHU6<br>LEI: 635400HPLEYAA7LW8Q98 | Long             | ABS-O            | CORP              | GB        |     1746368 | PA      | $2082020.10   | 0.21%             | 2045-07-20      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NWIDE 2 01/27/23 144A                                     | CUSIP: 63859UBE2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $898219.25    | 0.09%             | 2023-01-27      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PCG 2.1 08/01/27                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      600000 | PA      | $513640.58    | 0.05%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                | SMB 2020-PTA A2B                                          | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1950401 | PA      | $1874510.62   | 0.19%             | 2054-09-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHLMC 0.8 10/27/26                                        | CUSIP: 3134GW4C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     3000000 | PA      | $2623141.89   | 0.27%             | 2026-10-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMIBK 0.508 01/12/24                                     | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1524229.82   | 0.15%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GBLATL 1.625 01/15/26 144A                                | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      400000 | PA      | $355983.57    | 0.04%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Gmf Canada Leasing Trust                                                        | GCOLT 2021-1A A2                                          | CUSIP: 36252MCE8<br>LEI: N/A                  | Long             | ABS-O            | MUN               | CA        |      358336 | PA      | $263760.72    | 0.03%             | 2024-03-20      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BACR F 06/15/23                                           | CUSIP: G0809LHP7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $681527.49    | 0.07%             | 2023-06-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC F 03/11/25                                           | CUSIP: 404280CA5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $2974785.41   | 0.30%             | 2025-03-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY 1.45 10/02/23                                        | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1551454.04   | 0.16%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                            | NAVSL 2020-IA A1B                                         | CUSIP: 63942AAB2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |      890327 | PA      | $866738.58    | 0.09%             | 2069-04-15      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | FHLB 0.9 02/26/27                                         | CUSIP: 3130AL5A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     3300000 | PA      | $2853683.25   | 0.29%             | 2027-02-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET 2021-RN1 A1                                          | CUSIP: 74140QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      505693 | PA      | $458995.85    | 0.05%             | 2061-02-25      | Floating      | 1.99%                 | Yes           |                  2 | On Loan: No      |
| STWD 2021-HTS MORTGAGE TRUST                                                    | STWD 2021-HTS A                                           | CUSIP: 78486DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1646360.50   | 0.17%             | 2034-04-17      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2019-9 MA                                             | CUSIP: 3136B35A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      751887 | PA      | $711696.64    | 0.07%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 4904 FA                                               | CUSIP: 3137FN6L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      376971 | PA      | $365713.71    | 0.04%             | 2049-06-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Brass No 8 plc                                                                  | BRASS 8A A1                                               | CUSIP: 10554MAA8<br>LEI: 2138001JRCRN7WGSM347 | Long             | ABS-O            | CORP              | GB        |       40063 | PA      | $40072.54     | 0.00%             | 2066-11-17      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                             | NRZT 2019-RPL3 A1                                         | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      963620 | PA      | $900590.68    | 0.09%             | 2059-07-25      | Floating      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                       | NAVSL 2020-DA A                                           | CUSIP: 63941HAA0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |      652318 | PA      | $587343.55    | 0.06%             | 2069-05-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                      | AER 4.5 09/15/23                                          | CUSIP: 00774MAP0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     1000000 | PA      | $993675.78    | 0.10%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                              | ACAFP V1.247 01/26/27 144A                                | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $219406.04    | 0.02%             | 2027-01-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 5115 DA                                               | CUSIP: 3137H0VQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     2166887 | PA      | $1851371.45   | 0.19%             | 2042-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                  | PACLIF F 06/04/26 144A                                    | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      500000 | PA      | $480186.67    | 0.05%             | 2026-06-04      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM V0.969 06/23/25                                       | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $932697.69    | 0.09%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                 | HERTZ 2021-1A A                                           | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1572754.15   | 0.16%             | 2025-12-25      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES 1.375 01/15/26                                        | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1513081.36   | 0.15%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING LLC                                            | RCMT 2021-FL6 A                                           | CUSIP: 75575TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1337486 | PA      | $1275028.66   | 0.13%             | 2036-07-25      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| LUXE TRUST                                                                      | LUXE 2021-TRIP A                                          | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      519150 | PA      | $497336.15    | 0.05%             | 2038-10-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| SK Telecom Ltd.                                                                 | SKM 3.75 04/16/23 REGS                                    | CUSIP: Y4935NAM6<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |      900000 | PA      | $896529.36    | 0.09%             | 2023-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                     | MIZUHO F 07/10/24 .                                       | CUSIP: 60687YBG3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $997799.93    | 0.10%             | 2024-07-10      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NSANY 3.043 09/15/23 144A                                 | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     2800000 | PA      | $2744035.35   | 0.28%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Avon Finance No 2 PLC                                                           | AVON 2A A                                                 | CUSIP: BCC2PFQE7<br>LEI: 635400IPAZCDVVZHDJ84 | Long             | DBT              | CORP              | GB        |      983783 | PA      | $1168428.84   | 0.12%             | 2048-09-21      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                | NAVSL 2020-HA A                                           | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      496759 | PA      | $446505.08    | 0.05%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Lsega Financing Plc                                                             | LSELN 0.65 04/06/24 144A                                  | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187912.23    | 0.02%             | 2024-04-06      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                         | IFF 1.23 10/01/25 144A                                    | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1327148.28   | 0.13%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                        | JPMMT 2021-12 A11                                         | CUSIP: 46592WBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      169509 | PA      | $154910.24    | 0.02%             | 2052-02-25      | Floating      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | T F 09/19/23                                              | CUSIP: U04644DD6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1106026.80   | 0.11%             | 2023-09-19      | Floating      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                       | TPMT 2019-MH1 A1                                          | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175079 | PA      | $171741.95    | 0.02%             | 2039-04-25      | Floating      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 4948 E                                                | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      114717 | PA      | $102463.35    | 0.01%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                             | NRZT 2020-RPL1 A1                                         | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1193428 | PA      | $1094470.23   | 0.11%             | 2059-11-25      | Floating      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Natwest Markets PLC                                                             | NWG 2.375 05/21/23 144A                                   | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     2495000 | PA      | $2463578.26   | 0.25%             | 2023-05-21      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMIBK 1.474 07/08/25                                     | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1100000 | PA      | $1004122.12   | 0.10%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                            | FKH 2020-SFR2 A                                           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2472204 | PA      | $2194595.17   | 0.22%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Gemgarto 2021-1 plc                                                             | GMG 2021-1A A                                             | CUSIP: BCC2QHUW7<br>LEI: 635400KLHB2FIID9TE45 | Long             | ABS-O            | CORP              | GB        |     1346748 | PA      | $1605516.74   | 0.16%             | 2067-12-16      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                   | DELL 5.45 06/15/23                                        | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      316000 | PA      | $316233.86    | 0.03%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance Us Inc                                                       | STLA 1.711 01/29/27 144A                                  | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $860472.36    | 0.09%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC F 02/16/24 EMTN                                      | CUSIP: G4634UG55<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $884233.23    | 0.09%             | 2024-02-16      | Floating      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Kia Corp.                                                                       | KIAMTR 3 04/25/23 REGS                                    | CUSIP: Y47606AF8<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |      510000 | PA      | $506429.22    | 0.05%             | 2023-04-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                       | GS F 05/16/23 .                                           | CUSIP: Q4164JAF1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1362476.26   | 0.14%             | 2023-05-16      | Floating      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                           | SOCGEN 2.625 01/22/25 144A                                | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2800000 | PA      | $2636298.39   | 0.27%             | 2025-01-22      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BACR V2.852 05/07/26                                      | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $930789.85    | 0.09%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                           | NOMURA 1.851 07/16/25                                     | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2700000 | PA      | $2465218.60   | 0.25%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNMA 0.7 07/30/25                                         | CUSIP: 3135G05M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     6000000 | PA      | $5444551.44   | 0.55%             | 2025-07-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                       | TPMT 2020-1 A1                                            | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550194 | PA      | $507359.02    | 0.05%             | 2060-01-25      | Floating      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                                                  | FASTR 2020-AA A2                                          | CUSIP: 345213JB9<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |      701832 | PA      | $513148.38    | 0.05%             | 2024-08-15      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHLMC 0.8 10/28/26                                        | CUSIP: 3134GW6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     4000000 | PA      | $3493581.16   | 0.35%             | 2026-10-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BACR V1.007 12/10/24                                      | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $666760.06    | 0.07%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                           | SOCGEN V1.488 12/14/26 144A                               | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $174203.28    | 0.02%             | 2026-12-14      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| BMW Canada Auto Trust                                                           | BMWC 2021-1A A2                                           | CUSIP: 05570XBT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      878075 | PA      | $639004.05    | 0.06%             | 2024-07-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Stratton Mortgage Funding 2021-2 Plc                                            | STRA 2021-2A A                                            | CUSIP: BCC2QXWZ3<br>LEI: 635400KUSIALYCFALE10 | Long             | ABS-O            | CORP              | GB        |      218790 | PA      | $262278.04    | 0.03%             | 2060-07-20      | Floating      |  | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                                                       | MFRA 2021-RPL1 A1                                         | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      816716 | PA      | $720016.38    | 0.07%             | 2060-07-25      | Floating      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AL 2.25 01/15/23                                          | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1098967.98   | 0.11%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canterbury Finance No.1 Plc                                                     | CANBY 1 A2                                                | CUSIP: G1825MAF2<br>LEI: 635400HEIVHFXOFUWV28 | Long             | ABS-O            | CORP              | GB        |      445343 | PA      | $537685.22    | 0.05%             | 2056-05-16      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                     | NAVSL 2020-A A2A                                          | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      458280 | PA      | $419259.83    | 0.04%             | 2068-11-15      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C                                                    | FABUH 1.375 02/19/23 EMTN                                 | CUSIP: M4289DRV5<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     1666000 | PA      | $2003305.16   | 0.20%             | 2023-02-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PCG 4.25 08/01/23                                         | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199010.54    | 0.02%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Securities 32 PLC                                          | RMS 32A A                                                 | CUSIP: BCC2NUH48<br>LEI: 54930041T52UP3IPLN03 | Long             | ABS-O            | CORP              | GB        |      657672 | PA      | $790659.08    | 0.08%             | 2070-06-20      | Floating      |  | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CATMED 1.547 10/01/25                                     | CUSIP: 20268JAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $720778.44    | 0.07%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNMA 0.875 12/18/26                                       | CUSIP: 3135G06L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     8700000 | PA      | $7622230.08   | 0.77%             | 2026-12-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GPN 1.2 03/01/26                                          | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $873703.22    | 0.09%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| MBARC Credit Canada                                                             | SALC 2021-AA A2                                           | CUSIP: 552755BQ2<br>LEI: 549300T0LAPKEKVWBV33 | Long             | ABS-O            | CORP              | CA        |     1042082 | PA      | $760308.26    | 0.08%             | 2024-05-15      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                 | SUMITR 0.8 09/16/24 144A                                  | CUSIP: 86563VAW9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     2500000 | PA      | $2311936.70   | 0.23%             | 2024-09-16      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | STACR 2018-HRP1 M2                                        | CUSIP: 3137G0VC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      255270 | PA      | $254948.04    | 0.03%             | 2043-05-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBATOW 2.836 01/15/25 144A                                | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1725000 | PA      | $1627915.53   | 0.17%             | 2050-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                    | BX 2019-XL B                                              | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      569500 | PA      | $559954.64    | 0.06%             | 2036-10-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                              | GMCAR 2020-1 B                                            | CUSIP: 36258NAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      390000 | PA      | $380361.03    | 0.04%             | 2025-04-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM V0.653 09/16/24                                       | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      790000 | PA      | $762197.74    | 0.08%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                       | ARAMCO 1.25 11/24/23 144A                                 | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      490000 | PA      | $472096.38    | 0.05%             | 2023-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ONE MORTGAGE TRUST                                                              | ONP 2021-PARK A                                           | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1812019.55   | 0.18%             | 2036-03-17      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                 | SIDC 2021-1A A2                                           | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1385826.00   | 0.14%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BHF 1 04/12/24 144A                                       | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      330000 | PA      | $310868.06    | 0.03%             | 2024-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2021-FL1 LTD                                                               | BRSP 2021-FL1 A                                           | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2525403.40   | 0.26%             | 2038-08-19      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | MUFG V0.953 07/19/25                                      | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1880000 | PA      | $1748656.13   | 0.18%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                              | OMIR 2021-2 M1A                                           | CUSIP: 67389JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      700000 | PA      | $675947.51    | 0.07%             | 2034-04-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENLN 4.625 04/29/24 144A                                | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1779695.20   | 0.18%             | 2024-04-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XII                                                                  | APID 2013-12A AR                                          | CUSIP: 03764DAH4<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |     2100000 | PA      | $2069628.75   | 0.21%             | 2031-04-15      | Floating      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Magnetite VIII Ltd/Llc                                                          | MAGNE 2014-8A AR2                                         | CUSIP: 55952YAP2<br>LEI: 549300NJNSVWVLHGRY73 | Long             | ABS-CBDO         | CORP              | KY        |      524734 | PA      | $518111.45    | 0.05%             | 2031-04-15      | Floating      | 3.49%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VST 3.55 07/15/24 144A                                    | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      900000 | PA      | $864066.96    | 0.09%             | 2024-07-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                            | JPMCC 2019-MFP A                                          | CUSIP: 46651MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      786261 | PA      | $763239.50    | 0.08%             | 2036-07-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                  | PENSKE 2.7 11/01/24 144A                                  | CUSIP: 709599BG8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1042867.61   | 0.11%             | 2024-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                   | EQIX 2.625 11/18/24                                       | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      985000 | PA      | $939345.80    | 0.10%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                                  | PSTAT 2020-1A A1                                          | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      317582 | PA      | $315192.42    | 0.03%             | 2028-02-22      | Floating      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Bds 2020-Fl5 Ltd / Llc                                                          | BDS 2020-FL5 A                                            | CUSIP: 05492QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      306977 | PA      | $307511.19    | 0.03%             | 2037-02-18      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | STACR 2020-DNA1 M2                                        | CUSIP: 35565HAH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       91892 | PA      | $91641.58     | 0.01%             | 2050-01-25      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Wabtec Corp                                                                     | WAB 3.2 06/15/25                                          | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      325000 | PA      | $306515.84    | 0.03%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                    | GALC 2021-1 A3                                            | CUSIP: 39154TBJ6<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |     1038044 | PA      | $1010573.18   | 0.10%             | 2024-08-15      | Fixed         | 0.34%                 | Yes           |                  2 | On Loan: No      |
| BDS LTD                                                                         | BDS 2021-FL7 A                                            | CUSIP: 05493FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1450000 | PA      | $1402319.22   | 0.14%             | 2036-06-18      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORCL 5.8 11/10/25                                         | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      450000 | PA      | $460778.60    | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Holding LLC                                                       | GEHC 5.55 11/15/24 144A                                   | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1884053.10   | 0.19%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3                                         | OMFIT 2022-3A A                                           | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1795725.27   | 0.18%             | 2034-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Mylan Inc                                                                       | VTRS 3.125 01/15/23 144A                                  | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1698716.12   | 0.17%             | 2023-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| LCM XX Limited Partnership / LCM XX LLC                                         | LCM 20A AR                                                | CUSIP: 50188WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      346341 | PA      | $344178.38    | 0.03%             | 2027-10-20      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ET 4.25 03/15/23 *                                        | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      880000 | PA      | $877919.87    | 0.09%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| First Citizens Bank & Trust Company                                             | FCNCA V2.969 09/27/25 BKNT                                | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |      440000 | PA      | $416461.86    | 0.04%             | 2025-09-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| Infor Inc                                                                       | LWSN 1.45 07/15/23 144A                                   | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |      365000 | PA      | $356526.02    | 0.04%             | 2023-07-15      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | F 5.125 06/16/25                                          | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      640000 | PA      | $616455.30    | 0.06%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                       | KCOT 2020-2A A3                                           | CUSIP: 50116YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      923480 | PA      | $902392.54    | 0.09%             | 2024-10-15      | Fixed         | 0.59%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                     | MIZUHO V1.241 07/10/24                                    | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      520000 | PA      | $507561.39    | 0.05%             | 2024-07-10      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corporation                                                    | ORCC 4.25 01/15/26                                        | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      510000 | PA      | $469214.17    | 0.05%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                      | MMAF 2020-BA A3                                           | CUSIP: 60700KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1281325 | PA      | $1232043.56   | 0.12%             | 2025-08-14      | Fixed         | 0.49%                 | Yes           |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRYOAK 2 09/15/23 144A                                    | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      905000 | PA      | $880597.43    | 0.09%             | 2023-09-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                    | BX 2020-VKNG B                                            | CUSIP: 12433YAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      994000 | PA      | $959029.14    | 0.10%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V0.864 10/21/25 I                                      | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      525000 | PA      | $482388.69    | 0.05%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust                                                         | NRG 1.841 11/15/23 144A                                   | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1298408.49   | 0.13%             | 2023-11-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST                                                    | LIFE 2021-BMR A                                           | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      982970 | PA      | $953058.02    | 0.10%             | 2038-03-15      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBATOW 1.631 11/15/26 144A                                | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $681517.52    | 0.07%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                           | WFC V0.805 05/19/25 MTN                                   | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      405000 | PA      | $379454.11    | 0.04%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NTRCN 5.9 11/07/24                                        | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $800895.16    | 0.08%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                             | GIS 5.241 11/18/25                                        | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      560000 | PA      | $561754.97    | 0.06%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                   | SPLLLC 5.75 05/15/24                                      | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     1048000 | PA      | $1049735.85   | 0.11%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEP 4.25 07/15/24 144A                                    | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      405000 | PA      | $393511.45    | 0.04%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V2.72 07/22/25 MTN                                     | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      790000 | PA      | $756039.37    | 0.08%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                 | VDC 2019-1A A2                                            | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      628333 | PA      | $597794.05    | 0.06%             | 2044-07-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corporation                                                              | AEE 2.5 09/15/24                                          | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      610000 | PA      | $584122.57    | 0.06%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                    | DRIVE 2020-1 C                                            | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96269 | PA      | $96150.10     | 0.01%             | 2026-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYNMTR 1.25 09/18/23 144A                                 | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      900000 | PA      | $872468.96    | 0.09%             | 2023-09-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                       | GS V0.855 02/12/26                                        | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      810000 | PA      | $733554.71    | 0.07%             | 2026-02-12      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                       | GS V0.673 03/08/24                                        | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1810505.58   | 0.18%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V0.976 04/22/25                                       | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1459179.75   | 0.15%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                       | NAVSL 2021-CA A                                           | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1197044 | PA      | $1019843.75   | 0.10%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| LCCM TRUST                                                                      | LCCM 2021-FL2 A                                           | CUSIP: 50202KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1552396.96   | 0.16%             | 2038-12-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                               | HBAN V5.699 11/18/25                                      | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      825000 | PA      | $827679.11    | 0.08%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MBGGR 5.5 11/27/24 144A                                   | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1137966.03   | 0.12%             | 2024-11-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | TOL 4.375 04/15/23                                        | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $199041.60    | 0.02%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pt Pelabuhan Indonesia III                                                      | PLBIIJ 4.5 05/02/23 144A                                  | CUSIP: 69370TAB9<br>LEI: 254900Y6SH3NRN1A8R64 | Long             | DBT              | CORP              | ID        |     1175000 | PA      | $1172532.50   | 0.12%             | 2023-05-02      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES LTD                                                         | GSTNE 2019-FL2 A                                          | CUSIP: 39809LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1233641 | PA      | $1210785.59   | 0.12%             | 2037-09-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Evergy Inc                                                                      | EVRG 2.45 09/15/24                                        | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $969583.06    | 0.10%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, LTD.                                                             | CLNC 2019-FL1 A                                           | CUSIP: 12565DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      465561 | PA      | $453765.03    | 0.05%             | 2035-08-17      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Itau Unibanco Holding SA Cayman Branch                                          | ITAU 2.9 01/24/23 144A                                    | CUSIP: 46556JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      920000 | PA      | $917695.40    | 0.09%             | 2023-01-24      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERFT 1.125 04/14/23 144A                                | CUSIP: 682142AD6<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |     1770000 | PA      | $1753023.36   | 0.18%             | 2023-04-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC Inc.                                                          | GBDC 3.375 04/15/24                                       | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      575000 | PA      | $553444.66    | 0.06%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WSTOP 2020-1A A2                                          | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1039500 | PA      | $882105.35    | 0.09%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V0.81 10/24/24 MTN                                    | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1776185.51   | 0.18%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Gmf Canada Leasing Trust                                                        | GCOLT 2020-1A A3                                          | CUSIP: 36252MBU3<br>LEI: N/A                  | Long             | ABS-O            | MUN               | CA        |      245153 | PA      | $180726.15    | 0.02%             | 2025-11-20      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                | NAVSL 2020-HA A                                           | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      477653 | PA      | $429331.83    | 0.04%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 5047 LA                                               | CUSIP: 3137F7VA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     2732349 | PA      | $2494374.87   | 0.25%             | 2028-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp.                                               | ORTFIN 3.75 06/17/26                                      | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      345000 | PA      | $302502.52    | 0.03%             | 2026-06-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                   | LNCR 2021-CRE5 A                                          | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2300000 | PA      | $2213922.27   | 0.22%             | 2036-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank National Association                                             | SBCLN 2022-C D                                            | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500306.45    | 0.05%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                 | VDC 2018-2A A2                                            | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      479583 | PA      | $468165.27    | 0.05%             | 2043-11-16      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY 3.875 05/21/24                                       | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $389719.01    | 0.04%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| iStar Inc                                                                       | STAR 4.75 10/01/24                                        | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149130.31    | 0.02%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                              | GMCAR 2020-1 C                                            | CUSIP: 36258NAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $291077.52    | 0.03%             | 2025-05-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco S.A., Grand Cayman Branch                                        | BRADES 2.85 01/27/23 144A                                 | CUSIP: 05947KAY6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      695000 | PA      | $694138.20    | 0.07%             | 2023-01-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | STACR 2020-DNA2 M2                                        | CUSIP: 35565KAH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       98727 | PA      | $98566.82     | 0.01%             | 2050-02-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                           | WLAKE 2020-1A C                                           | CUSIP: 96042KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225177 | PA      | $224441.26    | 0.02%             | 2025-04-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBATOW 1.884 01/15/26 144A                                | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      680000 | PA      | $599530.53    | 0.06%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NWIDE 0.55 01/22/24 144A                                  | CUSIP: 63859UBG7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1845000 | PA      | $1754374.88   | 0.18%             | 2024-01-22      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | TMUS 2.25 02/15/26                                        | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      205000 | PA      | $186800.02    | 0.02%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BA 1.433 02/04/24                                         | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1500571.15   | 0.15%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                                                             | COLO 2021-1A A2                                           | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $564812.43    | 0.06%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank National Association                                             | SBCLN 2022-C C                                            | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1100588.67   | 0.11%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                | OHI 4.375 08/01/23                                        | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1690676.24   | 0.17%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                 | SIDC 2019-1A A2                                           | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1202083 | PA      | $1173658.66   | 0.12%             | 2044-02-25      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Chc Commercial Mortgage Trust 2019-Chc                                          | CHC 2019-CHC D                                            | CUSIP: 162665AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2123962 | PA      | $1956759.83   | 0.20%             | 2034-06-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| TRTX 2019-FL3 ISSUER LTD                                                        | TRTX 2019-FL3 A                                           | CUSIP: 87276VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      295938 | PA      | $296069.55    | 0.03%             | 2034-10-17      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Cars Db4 LP                                                                     | CAUTO 2020-1A A1                                          | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      312601 | PA      | $291801.97    | 0.03%             | 2050-02-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 5057 MC                                               | CUSIP: 3137F7L37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1895229 | PA      | $1676342.58   | 0.17%             | 2054-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BACR V1.007 12/10/24                                      | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      845000 | PA      | $804874.64    | 0.08%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                       | NAVSL 2021-A A                                            | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      369511 | PA      | $320100.05    | 0.03%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | EFNCN 1.6 04/06/24 144A                                   | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      315000 | PA      | $298672.63    | 0.03%             | 2024-04-06      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                        | SWKS 0.9 06/01/23                                         | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |      125000 | PA      | $122543.99    | 0.01%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING LLC                                              | DNFRA 2021-1A A                                           | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1650000 | PA      | $1356944.49   | 0.14%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                           | SANTAN V0.701 06/30/24                                    | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $778154.63    | 0.08%             | 2024-06-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| Var Energi ASA                                                                  | VARNO 7.5 01/15/28 144A                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      410000 | PA      | $418431.32    | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM V5.546 12/15/25                                       | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1609429.48   | 0.16%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                   | SMBCAC 4.125 07/15/23 144A                                | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     1800000 | PA      | $1781362.74   | 0.18%             | 2023-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Stwd 2019-Fl1 LTD/LLC                                                           | STWD 2019-FL1 A                                           | CUSIP: 78485WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      875840 | PA      | $873249.88    | 0.09%             | 2038-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AL 2.25 01/15/23                                          | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      255000 | PA      | $254760.76    | 0.03%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FSK 4.25 02/14/25 144A                                    | CUSIP: 30313RAA7<br>LEI: 549300WUTLLKJDQKPE21 | Long             | DBT              | CORP              | US        |      880000 | PA      | $826114.38    | 0.08%             | 2025-02-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKERBP 2.875 01/15/26 144A                                | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      895000 | PA      | $828844.69    | 0.08%             | 2026-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FNDG. XV FRN                                                       | MADISON PARK FNDG. XV FRN                                 | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4262402 | PA      | $4208572.06   | 0.43%             | 2030-07-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                   | STACR 2021-DNA2 M1                                        | CUSIP: 35564KCU1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      170100 | PA      | $169598.27    | 0.02%             | 2033-08-25      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                            | GM 1.05 03/08/24                                          | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      675000 | PA      | $641493.70    | 0.07%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                    | DRIVE 2021-1 B                                            | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56002 | PA      | $55921.26     | 0.01%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                               | MCHP 2.67 09/01/23                                        | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      745000 | PA      | $731279.53    | 0.07%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V0.791 01/22/25 GMTN                                   | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $960203.22    | 0.10%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                    | T 4.5 11/15/25                                            | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12409000 | PA      | $12495281.33  | 1.27%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 2.625 04/15/25                                          | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7245000 | PA      | $6979538.67   | 0.71%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 2.875 06/15/25                                          | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6480000 | PA      | $6268387.50   | 0.64%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 3 07/15/25                                              | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22375000 | PA      | $21691513.67  | 2.20%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA EARTHQUAKE AUTH                                                      | CA CASGEN 1.48 07/01/2023                                 | CUSIP: 13017HAK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      315000 | PA      | $309714.44    | 0.03%             | 2023-07-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 2.5 04/30/24                                            | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1855000 | PA      | $1802973.05   | 0.18%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 0.75 11/15/24                                           | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1022000 | PA      | $954651.80    | 0.10%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 2.75 05/15/25                                           | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11930000 | PA      | $11514314.06  | 1.17%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2011-48 MG                                            | CUSIP: 31397UES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       48559 | PA      | $47701.95     | 0.00%             | 2026-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ET 3.6 02/01/23                                           | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104801.64    | 0.01%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AL4364                                                 | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118449 | PA      | $120005.45    | 0.01%             | 2042-09-01      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                             | COMM 2014-UBS5 ASB                                        | CUSIP: 12592KBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113727 | PA      | $111982.60    | 0.01%             | 2047-09-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | MSBAM 2015-C25 A5                                         | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      535000 | PA      | $508096.64    | 0.05%             | 2048-10-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AL7431                                                 | CUSIP: 3138EQHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186564 | PA      | $192011.72    | 0.02%             | 2043-07-01      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHMS KIR2 A1                                              | CUSIP: 3137BXSV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      245295 | PA      | $234233.43    | 0.02%             | 2027-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XVIII LTD                                                          | TRNTS 2021-18A A1                                         | CUSIP: 89640LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $240905.30    | 0.02%             | 2035-01-22      | Floating      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-2                                                  | MSAIC 2022-2A A                                           | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139222 | PA      | $131323.79    | 0.01%             | 2053-01-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                            | EIX 4.7 08/15/25                                          | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      665000 | PA      | $652164.10    | 0.07%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C                                         | SMB 2022-C A1A                                            | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      488395 | PA      | $468321.99    | 0.05%             | 2050-05-16      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BACR V5.501 08/09/28                                      | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $631582.69    | 0.06%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C                                         | SMB 2022-C A1B                                            | CUSIP: 78449CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      278037 | PA      | $278411.62    | 0.03%             | 2050-05-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | RY 6 11/01/27                                             | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      241000 | PA      | $251369.33    | 0.03%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC V7.39 11/03/28                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $310113.09    | 0.03%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Holding LLC                                                       | GEHC 5.6 11/15/25 144A                                    | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      690000 | PA      | $695520.30    | 0.07%             | 2025-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META 3.5 08/15/27 WI                                      | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      785000 | PA      | $734161.51    | 0.07%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | MSBAM 2013-C12 ASB                                        | CUSIP: 61762XAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89654 | PA      | $89313.15     | 0.01%             | 2046-10-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                              | MSBAM 2014-C15 A4                                         | CUSIP: 61763KBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      285000 | PA      | $279319.89    | 0.03%             | 2047-04-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | MSBAM 2015-C24 A4                                         | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      955000 | PA      | $909522.90    | 0.09%             | 2047-08-16      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYF 4.5 07/23/25                                          | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      843000 | PA      | $809992.30    | 0.08%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                                  | CSAIL 2016-C6 XA                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |      609280 | PA      | $28620.34     | 0.00%             | 2049-01-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                 | ENELIM 0 06/17/24 EMTN                                    | CUSIP: N30706EK2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $203932.51    | 0.02%             | 2024-06-17      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BACCT 2022-A1 A1                                          | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |      693000 | PA      | $677138.27    | 0.07%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2022-D A                                            | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      167000 | PA      | $163211.91    | 0.02%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FR SD0987                                                 | CUSIP: 3132DNCY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      156821 | PA      | $155768.19    | 0.02%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN CB4995                                                 | CUSIP: 3140QQRR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47842 | PA      | $47707.84     | 0.00%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                         | UNH 5.15 10/15/25                                         | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81069.12     | 0.01%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Oracle Corporation                                                              | ORCL 5.8 11/10/25                                         | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209910.25    | 0.02%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | TMO 4.8 11/21/27                                          | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      380000 | PA      | $382514.11    | 0.04%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                             | BNS 5.25 12/06/24                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      580000 | PA      | $581186.29    | 0.06%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                      | JPMBB 2014-C23 ASB                                        | CUSIP: 46643ABF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      135236 | PA      | $132329.02    | 0.01%             | 2047-09-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORCL 2.65 07/15/26                                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       33000 | PA      | $30410.20     | 0.00%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr Llc                                              | SOFI 2016-D A2B                                           | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       14843 | PA      | $14537.17     | 0.00%             | 2033-04-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                   | CHTR 5.125 05/01/27 144A                                  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $697522.50    | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                               | RTX 3.125 05/04/27                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      900000 | PA      | $840762.93    | 0.09%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2022-A LLC                                           | ELFI 2022-A A                                             | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      427333 | PA      | $405151.29    | 0.04%             | 2047-08-25      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3                       | GMCAR 2022-3 A3                                           | CUSIP: 36265WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      556000 | PA      | $543946.03    | 0.06%             | 2027-04-16      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                   | USB V4.548 07/22/28                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      210000 | PA      | $205410.54    | 0.02%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2022-2                                            | SGR 2022-2 A1                                             | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      127686 | PA      | $124026.61    | 0.01%             | 2062-08-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BACCT 2022-A2 A2                                          | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1309854.17   | 0.13%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                             | GIS 5.241 11/18/25                                        | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155485.75    | 0.02%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUK 5 12/08/25                                            | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      345000 | PA      | $344978.31    | 0.03%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Adj Rate Mtg Loan Trust                                              | SARM 2004-13 A2                                           | CUSIP: 863579BM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39359 | PA      | $33938.23     | 0.00%             | 2034-09-25      | Floating      | 0.49%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                          | BSARM 2004-5 2A                                           | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47458 | PA      | $42582.07     | 0.00%             | 2034-07-25      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                       | CWHL 2004-29 1A1                                          | CUSIP: 12669GHY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33775 | PA      | $30037.67     | 0.00%             | 2035-02-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2007-A                                    | SLMA 2007-A A4A                                           | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | USGA              | US        |      163147 | PA      | $158299.03    | 0.02%             | 2041-12-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 3710 MG                                               | CUSIP: 3137A1M42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       22393 | PA      | $22074.83     | 0.00%             | 2025-08-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                  | GSMS 2013-GC12 A3                                         | CUSIP: 36197XAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      742763 | PA      | $738285.79    | 0.07%             | 2046-06-12      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                       | COMM 2013-CR8 B                                           | CUSIP: 12625KAM7<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $167004.10    | 0.02%             | 2046-06-12      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WES 4.65 07/01/26                                         | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152124.80    | 0.02%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC                                   | RCMT 2022-FL9 A                                           | CUSIP: 75574EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      237101 | PA      | $235897.89    | 0.02%             | 2037-06-25      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-3                                | GOOD 2022-3CS A                                           | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      464506 | PA      | $431739.44    | 0.04%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto 2022-FL6 Issuer LLC                                                   | FSRIA 2022-FL6 A                                          | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      265000 | PA      | $261539.90    | 0.03%             | 2037-08-19      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN CB4510                                                 | CUSIP: 3140QQAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      528872 | PA      | $526200.92    | 0.05%             | 2037-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN CB4508                                                 | CUSIP: 3140QQAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      493817 | PA      | $492280.73    | 0.05%             | 2037-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HBAN V4.443 08/04/28                                      | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      275000 | PA      | $261420.11    | 0.03%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BCRED 3.25 03/15/27                                       | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      700000 | PA      | $591139.29    | 0.06%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                              | RMIT 2022-2B A                                            | CUSIP: 75907JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $140987.54    | 0.01%             | 2032-11-17      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                                         | COMET 2022-A3 A                                           | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |      422000 | PA      | $425953.99    | 0.04%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V6.204 11/10/28                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      315000 | PA      | $325347.92    | 0.03%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | AMZN 4.6 12/01/25                                         | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400188.85    | 0.04%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                         | MBGGR 5.5 11/27/24 144A                                   | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      555000 | PA      | $558912.52    | 0.06%             | 2024-11-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                       | COMM 2013-SFS A1                                          | CUSIP: 12625EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30073 | PA      | $29811.00     | 0.00%             | 2035-04-13      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | MSBAM 2013-C9 AAB                                         | CUSIP: 61762DAU5<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-O            | CORP              | US        |        3968 | PA      | $3959.72      | 0.00%             | 2046-05-17      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                             | COMM 2014-LC15 A4                                         | CUSIP: 12591TAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $166221.55    | 0.02%             | 2047-04-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2017-2                                                  | BCC 2018-1A A1                                            | CUSIP: 05683LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $325794.18    | 0.03%             | 2031-04-23      | Floating      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO 2022-2 LT FRN                                                       | STRATUS CLO 2022-2 LT FRN                                 | CUSIP: 86317YAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      260000 | PA      | $254386.91    | 0.03%             | 2030-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT 4.372 07/27/27 144A                                   | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $195763.84    | 0.02%             | 2027-07-27      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: —       |
| Blackstone Private Credit Fund                                                  | BCRED 4 01/15/29                                          | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      320000 | PA      | $265111.61    | 0.03%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | C V5.61 09/29/26                                          | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190723.27    | 0.02%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELV 5.35 10/15/25                                         | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177273.23    | 0.02%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BK V5.224 11/21/25 MTN                                    | CUSIP: 06405LAC5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      470000 | PA      | $471626.86    | 0.05%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                     | GSR 2004-11 5A1                                           | CUSIP: 36242DFZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       60518 | PA      | $58024.50     | 0.01%             | 2034-09-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 3959 MA                                               | CUSIP: 3137AHGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      107599 | PA      | $106504.15    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 3986 M                                                | CUSIP: 3137AKBG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       40262 | PA      | $39925.53     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                           | TITIM 5.303 05/30/24                                      | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $189900.00    | 0.02%             | 2024-05-30      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust 2015-Ccre23                                           | COMM 2014-CR21 A3                                         | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      544335 | PA      | $524352.39    | 0.05%             | 2047-12-12      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA 5.875 02/15/26                                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      295000 | PA      | $297485.78    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-A                                         | SMB 2016-A A2B                                            | CUSIP: 78449FAC5<br>LEI: 54930039BHEBCRK29U41 | Long             | ABS-O            | CORP              | US        |      247471 | PA      | $246117.91    | 0.02%             | 2031-05-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JPMMT 2016-2 A1                                           | CUSIP: 46647CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      128877 | PA      | $118612.60    | 0.01%             | 2046-06-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                | CIFC 2012-2RA A1                                          | CUSIP: 12551PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      142394 | PA      | $141400.81    | 0.01%             | 2028-01-20      | Floating      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND TRUST 2022-1                                        | HOF 2022-1 A1                                             | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151301 | PA      | $142799.36    | 0.01%             | 2067-07-25      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2022-65 FB                                            | CUSIP: 3136BPCQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     2063485 | PA      | $2027618.93   | 0.21%             | 2052-09-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN CB4990                                                 | CUSIP: 3140QQRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62614 | PA      | $62418.96     | 0.01%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN CB5005                                                 | CUSIP: 3140QQR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47862 | PA      | $48202.41     | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BK V5.802 10/25/28                                        | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67226.44     | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2022-D                                             | FORDO 2022-D A3                                           | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      667000 | PA      | $674469.57    | 0.07%             | 2027-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                 | S 7.875 09/15/23                                          | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      665000 | PA      | $675842.83    | 0.07%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Enlink Midstream Partners LP                                                    | ENLK 4.15 06/01/25                                        | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      110000 | PA      | $104144.50    | 0.01%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AX5615                                                 | CUSIP: 3138Y7GZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234335 | PA      | $238073.83    | 0.02%             | 2045-06-01      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS 1.75 03/11/24 GMTN                                     | CUSIP: U6176SQG8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      205000 | PA      | $215648.98    | 0.02%             | 2024-03-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                            | NAVSL 2019-BA A2B                                         | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208463 | PA      | $203714.25    | 0.02%             | 2059-12-15      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                            | STLD 2.4 06/15/25                                         | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32878.26     | 0.00%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Voya Clo 2018-4 Ltd / Llc                                                       | VOYA 2018-4A BR                                           | CUSIP: 92917WAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $243919.65    | 0.02%             | 2032-01-15      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 20 LTD                                                                  | AGL 2022-20A B                                            | CUSIP: 00119CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $248581.85    | 0.03%             | 2035-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FN FRN                                                       | PALMER SQUARE LOAN FN FRN                                 | CUSIP: 69702QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      380000 | PA      | $377781.18    | 0.04%             | 2035-07-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-ECI                               | GSMS 2022-ECI A                                           | CUSIP: 36265XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      610000 | PA      | $603341.24    | 0.06%             | 2039-08-15      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | DE 4.05 09/08/25 MTN                                      | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      190000 | PA      | $187483.90    | 0.02%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Company Inc                                            | GM 6.05 10/10/25                                          | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508806.92    | 0.05%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                  | MS V6.296 10/18/28                                        | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $516006.33    | 0.05%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN CB4991                                                 | CUSIP: 3140QQRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33174 | PA      | $33049.74     | 0.00%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                       | TOYOTA 5.4 11/10/25                                       | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304990.01    | 0.03%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Texas Instruments Incorporated                                                  | TXN 4.6 02/15/28                                          | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105320.05    | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Australia and New Zealand Banking Group Limited                                 | ANZ 5.088 12/08/25                                        | CUSIP: 05254JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      605000 | PA      | $608188.11    | 0.06%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SLM Private Cr Student Loan Trust                                               | SLMA 2004-A A3                                            | CUSIP: 78443CBH6<br>LEI: 549300IWUQEXD0TZWG69 | Long             | ABS-O            | USGA              | US        |      198212 | PA      | $191127.32    | 0.02%             | 2033-06-15      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA 5.375 02/01/25                                        | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      525000 | PA      | $525187.31    | 0.05%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pulte Group Inc                                                                 | PHM 5 01/15/27                                            | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64000 | PA      | $63444.83     | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                           | GILD 2.95 03/01/27                                        | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      540000 | PA      | $503904.68    | 0.05%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                              | MSBAM 2016-C32 XA                                         | CUSIP: 61691GAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1796577 | PA      | $37382.01     | 0.00%             | 2049-12-17      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B                                           | HART 2022-B A3                                            | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      409000 | PA      | $400946.75    | 0.04%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 12 LTD                                                          | SPEAK 2022-12A A1                                         | CUSIP: 82671XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      350000 | PA      | $340789.93    | 0.03%             | 2034-07-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2022-2                                                    | ARRW 2022-2 A1                                            | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      239953 | PA      | $226886.53    | 0.02%             | 2057-07-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM V4.851 07/25/28                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      790000 | PA      | $773240.33    | 0.08%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-3                                                  | MSAIC 2022-3A A                                           | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      147000 | PA      | $147190.76    | 0.01%             | 2053-06-20      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| WPP Finance 2013                                                                | WPPLN 3 11/20/23 EMTN                                     | CUSIP: G70783AA6<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $214020.01    | 0.02%             | 2023-11-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                             | JPMBB 2015-C33 A3                                         | CUSIP: 46645JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      274329 | PA      | $262893.56    | 0.03%             | 2048-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | INTNED V0.1 09/03/25 EMTN                                 | CUSIP: N4578EKM9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $100152.06    | 0.01%             | 2025-09-03      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS V0.25 01/29/26 EMTN                                   | CUSIP: H42097BG1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $196524.57    | 0.02%             | 2026-01-29      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPFP 0.625 06/23/25                                      | CUSIP: F1R43SHC7<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $200111.86    | 0.02%             | 2025-06-23      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| SIG Combibloc PurchaseCo S.a r.l.                                               | SIGCBL 2.125 06/18/25 REGS                                | CUSIP: L8438ZAA2<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $103255.72    | 0.01%             | 2025-06-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Gartner Incorporation                                                           | IT 4.5 07/01/28 144A                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      175000 | PA      | $163467.50    | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                          | SDART 2020-2 C                                            | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      103602 | PA      | $103273.42    | 0.01%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                          | GFLCN 3.75 08/01/25 144A                                  | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $165650.63    | 0.02%             | 2025-08-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NSANY 3.522 09/17/25 144A                                 | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $558418.55    | 0.06%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| FCA Bank S.p.A. Irish Branch                                                    | FCABNK 0.5 09/18/23 EMTN                                  | CUSIP: G3R97YBY2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      110000 | PA      | $115368.61    | 0.01%             | 2023-09-18      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                      | UAL 5.875 10/15/27 20-1                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185740 | PA      | $183528.89    | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VZ 1.75 01/20/31                                          | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      220000 | PA      | $171758.91    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PSA Banque France S.A.                                                          | PSABFR 0 01/22/25 EMTN                                    | CUSIP: F73834HX8<br>LEI: 969500JK1O192KI3E882 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98760.04     | 0.01%             | 2025-01-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                               | PXD 1.125 01/15/26                                        | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      280000 | PA      | $250140.86    | 0.03%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Acea S.p.A                                                                      | ACEIM 0 09/28/25 EMTN                                     | CUSIP: T0040KAM8<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $96388.36     | 0.01%             | 2025-09-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2021-A A                                            | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $216578.95    | 0.02%             | 2026-04-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Crh Finland Services Oyj                                                        | CRHID 0.875 11/05/23 EMTN                                 | CUSIP: X1758HAB4<br>LEI: 549300F7G18UFXIS2K82 | Long             | DBT              | CORP              | FI        |      180000 | PA      | $189096.76    | 0.02%             | 2023-11-05      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Equitrans Midstream Corporation                                                 | EQM 6.5 07/01/27 144A                                     | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76600.00     | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | F 3.37 11/17/23                                           | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      750000 | PA      | $733022.93    | 0.07%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: —       |
| Nissan Motor Co Ltd                                                             | NSANY 2.652 03/17/26 REGS                                 | CUSIP: J57160EC3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      110000 | PA      | $109426.28    | 0.01%             | 2026-03-17      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | SABSM V1.125 03/11/27                                     | CUSIP: E1581BP66<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $95864.48     | 0.01%             | 2027-03-11      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Jp Morgan Mortgage Trust 2020-7                                                 | JPMMT 2020-7 A3                                           | CUSIP: 46591XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      132391 | PA      | $109858.11    | 0.01%             | 2051-01-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Informa PLC                                                                     | INFLN 2.125 10/06/25 EMTN                                 | CUSIP: G4770LAY2<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      485000 | PA      | $494128.28    | 0.05%             | 2025-10-06      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                            | FFIT 2020-1A A                                            | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |      460000 | PA      | $319640.55    | 0.03%             | 2039-10-20      | Fixed         | 2.51%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                              | BA 2.196 02/04/26                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      160000 | PA      | $145705.18    | 0.01%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CCI 1.05 07/15/26                                         | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      260000 | PA      | $225238.35    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO II 2013-2                                           | BSP 2013-IIA A2R2                                         | CUSIP: 08179XBA2<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $295790.16    | 0.03%             | 2029-07-16      | Floating      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | INTNED V3.869 03/28/26                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $771045.18    | 0.08%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 3 07/15/25                                              | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9875000 | PA      | $9573349.61   | 0.97%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 4777 CB                                               | CUSIP: 3137F4TS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      395454 | PA      | $381367.40    | 0.04%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DLR 0.625 07/15/25                                        | CUSIP: N2639BAC9<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $287866.50    | 0.03%             | 2025-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                        | WCC 7.125 06/15/25 144A                                   | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      210000 | PA      | $213087.91    | 0.02%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                       | NAVSL 2020-FA A                                           | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      298010 | PA      | $264955.89    | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                    | WFMBS 2020-RR1 A1                                         | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72818 | PA      | $61411.01     | 0.01%             | 2050-05-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Limited                                                        | HTHROW 1.5 10/12/25                                       | CUSIP: G4R1K3AT2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      185000 | PA      | $184345.60    | 0.02%             | 2027-10-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DB V1 11/19/25 EMTN                                       | CUSIP: D1T7F65J3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $100027.86    | 0.01%             | 2025-11-19      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                             | STAR 2020-INV1 A1                                         | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      122005 | PA      | $112852.64    | 0.01%             | 2055-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                            | NAVSL 2020-IA A1B                                         | CUSIP: 63942AAB2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |      587616 | PA      | $572047.48    | 0.06%             | 2069-04-15      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 0.25 03/15/24                                           | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1606100 | PA      | $1523505.05   | 0.15%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 1 12/15/24                                              | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1700000 | PA      | $1592222.66   | 0.16%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada New York Branch                                            | Royal Bank of Canada New York Branch 4.08% CP 14/07/2023  | CUSIP: 78015J5A1<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |     1600000 | PA      | $1590566.04   | 0.16%             | 2023-07-14      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 3.125 08/15/25                                          | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19305000 | PA      | $18759784.52  | 1.90%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNMA-30YR                                                 | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -700000 | PA      | $-674515.63   | -0.07%            | 2052-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FNMA-30YR                                                 | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $674597.66    | 0.07%             | 2052-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN AL5548                                                 | CUSIP: 3138ENEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      467385 | PA      | $474753.17    | 0.05%             | 2038-05-01      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Company                                                      | MPC 4.7 05/01/25                                          | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128223.57    | 0.01%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                              | RMIT 2020-1 A                                             | CUSIP: 75907QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $102315.01    | 0.01%             | 2030-10-15      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Ticp Clo Ltd                                                                    | TICP 2016-6A AR2                                          | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $979972.00    | 0.10%             | 2034-01-17      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB 2021-A B                                              | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $139921.59    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XVI-S LTD/LLC                                              | NEUB 2017-16SA AR                                         | CUSIP: 64131TAN4<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |     1145000 | PA      | $1116527.51   | 0.11%             | 2034-04-17      | Floating      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 3.5 09/15/25                                            | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15505000 | PA      | $15209435.94  | 1.54%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 4.25 10/15/25                                           | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2630000 | PA      | $2630410.94   | 0.27%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                            | FREMF 2013-K31 B                                          | CUSIP: 30291MAN6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      105000 | PA      | $104045.74    | 0.01%             | 2046-07-25      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | TII 0.625 01/15/24                                        | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2520000 | PA      | $3151492.21   | 0.32%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                     | INFLN 1.5 07/05/23 EMTN                                   | CUSIP: G4770LAW6<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $106150.11    | 0.01%             | 2023-07-05      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCEGP 0.625 04/28/25                                     | CUSIP: F1883FHR4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100031.42    | 0.01%             | 2025-04-28      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                   | EQIX 1.8 07/15/27                                         | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      400000 | PA      | $343525.25    | 0.03%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                            | GM 0.85 02/26/26                                          | CUSIP: U37047AR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $287940.93    | 0.03%             | 2026-02-26      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Conti-Gummi Finance BV                                                          | CONGR 1.125 09/25/24                                      | CUSIP: N22162AB2<br>LEI: 7245005XLGUQL4UWDV24 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $113215.80    | 0.01%             | 2024-09-25      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PCG 3.45 07/01/25                                         | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      146000 | PA      | $138442.24    | 0.01%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| AmeriCredit Automobile Receivables Trust                                        | AMCAR 2020-2 B                                            | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180000 | PA      | $176246.23    | 0.02%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                   | CSMC 2020-NET A                                           | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      307856 | PA      | $275617.41    | 0.03%             | 2037-08-17      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NSANY 4.345 09/17/27 144A                                 | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      215000 | PA      | $195500.16    | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NSANY 3.043 09/15/23 144A                                 | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      685000 | PA      | $671308.65    | 0.07%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2020-G A                                            | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330000 | PA      | $311551.35    | 0.03%             | 2026-02-17      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                                  | MFIT 2021-AA A                                            | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $94541.81     | 0.01%             | 2036-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 3 LLC                                 | EDVES 2021-A A                                            | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       68637 | PA      | $58085.23     | 0.01%             | 2045-11-27      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 1.125 01/15/25                                          | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3785000 | PA      | $3544741.22   | 0.36%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank Nova Scotia Houston Tex                                                    | Bank Nova Scotia Houston Tex 4.05% CP 14/07/2023          | CUSIP: 06417MA54<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |      825000 | PA      | $819817.32    | 0.08%             | 2023-07-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Northern Inst Fds                                                               | Northern Inst Fds GOVT PTFL                               | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |        6000 | NS      | $5999.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                           | FNR 2018-21 CA                                            | CUSIP: 3136B1RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      124790 | PA      | $121576.56    | 0.01%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance S.A.R.L.                                          | BDX 1.208 06/04/26                                        | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      120000 | PA      | $117810.31    | 0.01%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| SIG Combibloc PurchaseCo S.a r.l.                                               | SIGCBL 1.875 06/18/23 REGS                                | CUSIP: L8438ZAB0<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $319095.81    | 0.03%             | 2023-06-18      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: —       |
| MARINER FINANCE ISSUANCE TRUST 2020-A                                           | MFIT 2020-AA A                                            | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $133288.44    | 0.01%             | 2034-08-21      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                             | STAR 2020-3 A1                                            | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      179842 | PA      | $165469.75    | 0.02%             | 2065-04-25      | Floating      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | CMZB V0.75 03/24/26 EMTN                                  | CUSIP: D1706B8K5<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $97922.98     | 0.01%             | 2026-03-24      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MDT 0 10/15/25                                            | CUSIP: 58507LAS8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $97372.31     | 0.01%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                             | GSMBS 2020-PJ4 A2                                         | CUSIP: 36259VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      174303 | PA      | $147658.90    | 0.01%             | 2051-01-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHMS K121 X1                                              | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      594011 | PA      | $35132.00     | 0.00%             | 2030-10-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V0.529 01/25/24 MTN                                    | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      280000 | PA      | $278133.69    | 0.03%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MORTGAGE TRUST                                                   | ALEN 2021-ACEN A                                          | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $322150.33    | 0.03%             | 2034-04-17      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                    | T 1.75 08/15/41                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2069707.02   | 0.21%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 1.5 02/29/24                                            | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24510000 | PA      | $23638267.41  | 2.40%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Guidestone Fds                                                                  | Guidestone Fds MONEY MKT INSTL                            | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      672983 | NS      | $672982.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM V2.083 04/22/26                                       | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      291000 | PA      | $270246.13    | 0.03%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                  | STLA 3.375 07/07/23                                       | CUSIP: N31738BK7<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      145000 | PA      | $155543.38    | 0.02%             | 2023-07-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS 5.75 10/15/27 144a                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $333945.50    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                  | PENSKE 1.2 11/15/25 144A                                  | CUSIP: 709599BL7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      295000 | PA      | $260108.02    | 0.03%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                                        | ONYP 2020-1NYP A                                          | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $226872.38    | 0.02%             | 2026-01-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANLN V0.991 01/12/25 144A                               | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $415873.58    | 0.04%             | 2025-01-12      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                       | NAVSL 2021-A A                                            | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50808 | PA      | $44013.74     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUSTS                                             | UAL 4.875 01/15/26                                        | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       34290 | PA      | $32677.38     | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB 2021-A APL                                            | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      619969 | PA      | $596890.02    | 0.06%             | 2053-01-15      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO 2017-1 LTD                                                         | TREST 2017-1A A1R                                         | CUSIP: 89531FAL1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $538520.57    | 0.05%             | 2032-04-26      | Floating      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | TMUS 2.625 04/15/26                                       | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       84000 | PA      | $77117.96     | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                    | B 0 11/30/23                                              | CUSIP: 912796ZD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17000000 | PA      | $16300532.62  | 1.65%             | 2023-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 4 12/15/25                                              | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20700000 | PA      | $20588414.06  | 2.09%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM 1.5 01/27/25 EMTN                                     | CUSIP: U4S339DP2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124391.97    | 0.01%             | 2025-01-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Apidos Clo XXII                                                                 | APID 2015-22A A2R                                         | CUSIP: 03765XAJ5<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $242861.00    | 0.02%             | 2031-04-21      | Floating      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Redexis Gas Finance BV                                                          | REDEXS 1.875 05/28/25 EMTN                                | CUSIP: N7338HAD7<br>LEI: 724500XI19XTPCL36320 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $101289.95    | 0.01%             | 2025-05-28      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V1.319 06/19/26 MTN                                   | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      429000 | PA      | $387487.48    | 0.04%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                       | CFII 2020-1A B                                            | CUSIP: 165183CL6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $97312.37     | 0.01%             | 2032-08-15      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                               | CAALT 2020-2A A                                           | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139548 | PA      | $138166.99    | 0.01%             | 2029-07-15      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| PeaceHealth                                                                     | PEAHEA 1.375 11/15/25 2020                                | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |      104000 | PA      | $93404.45     | 0.01%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | ACGCAP 1.95 01/30/26 144A                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      285000 | PA      | $248799.25    | 0.03%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-2                                        | CAALT 2021-2A A                                           | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $769580.80    | 0.08%             | 2030-02-15      | Fixed         | 0.96%                 | Yes           |                  2 | On Loan: No      |
| Snam S.p.A.                                                                     | SRGIM 0 08/15/25 EMTN                                     | CUSIP: T8578NRQ8<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $97244.39     | 0.01%             | 2025-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GPN 1.2 03/01/26                                          | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $873703.22    | 0.09%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| Booking Holdings Inc                                                            | BKNG 0.1 03/08/25                                         | CUSIP: 09857LAS7<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158575.16    | 0.02%             | 2025-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC     | AMPBEV 3.25 09/01/28 144A                                 | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | IE        |      290000 | PA      | $246816.11    | 0.03%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| Cedar Funding VI CLO LTD / LLC                                                  | CEDF 2016-6A ARR                                          | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $536737.74    | 0.05%             | 2034-04-20      | Floating      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | TMUS 3.375 04/15/29                                       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      350000 | PA      | $308905.10    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                    | T 0.875 01/31/24                                          | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22500000 | PA      | $21595605.53  | 2.19%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                  | HSBC USA, Inc. 0% CP 14/06/2023                           | CUSIP: 40434RTE2<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |     1160000 | PA      | $1133218.11   | 0.11%             | 2023-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NSANY 3.45 03/15/23 144A                                  | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1344285.27   | 0.14%             | 2023-03-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Dryden XXXVI Senior Loan Fund                                                   | DRSLF 2014-36A AR3                                        | CUSIP: 26249KAZ4<br>LEI: 549300XLLT7H0EYXK263 | Long             | ABS-CBDO         | CORP              | KY        |      228241 | PA      | $225977.41    | 0.02%             | 2028-10-16      | Floating      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 4941 MB                                               | CUSIP: 3137FQTC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      183615 | PA      | $163039.79    | 0.02%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                          | FHR 4752 PL                                               | CUSIP: 3137FCPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      220037 | PA      | $206659.46    | 0.02%             | 2046-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD.                         | ARCLO 2021-FL4 A                                          | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      580000 | PA      | $559356.64    | 0.06%             | 2036-11-17      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BSPRT ISSUER LTD                                                                | BSPRT 2021-FL7 A                                          | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $278396.81    | 0.03%             | 2038-12-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VW 0.875 01/31/28 EMTN                                    | CUSIP: D9452WQD4<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |      120000 | PA      | $106661.53    | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2                                    | GSMBS 2022-PJ2 A4                                         | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      540044 | PA      | $436872.65    | 0.04%             | 2052-06-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-INV3 TRUST                                                             | OBX 2022-INV3 A1                                          | CUSIP: 67116EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201733 | PA      | $169379.20    | 0.02%             | 2052-02-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                 | COLT 2022-3 A1                                            | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      224389 | PA      | $208783.19    | 0.02%             | 2067-02-25      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1                                        | OMFIT 2022-S1 A                                           | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      566000 | PA      | $534967.89    | 0.05%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                           | WFC V3.908 04/25/26 MTN                                   | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      385000 | PA      | $373216.71    | 0.04%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E                                                  | ARCLO 2022-FL2 A                                          | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $215472.36    | 0.02%             | 2037-05-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | D 3.75 05/15/27 B                                         | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      265000 | PA      | $253435.26    | 0.03%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-B                                | NAVSL 2022-BA A                                           | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1225087 | PA      | $1147864.27   | 0.12%             | 2070-10-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Coml Mtg Tr 2015-C27                                                | WFCM 2015-C27 A5                                          | CUSIP: 94989DAW9<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-O            | CORP              | US        |      435000 | PA      | $414426.81    | 0.04%             | 2048-02-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | CGCMT 2016-P4 AAB                                         | CUSIP: 29429EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      436317 | PA      | $417056.40    | 0.04%             | 2049-07-12      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AL 2.75 01/15/23                                          | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174796.46    | 0.02%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                | AEP 0.75 11/01/23 M                                       | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      180000 | PA      | $173335.90    | 0.02%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR10 TRUST                                           | PROG 2021-SFR10 A                                         | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151965 | PA      | $125602.00    | 0.01%             | 2040-12-19      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CP 1.75 12/02/26                                          | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      205000 | PA      | $183224.86    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRKCM 2021-AFC2 TRUST                                                           | PRKCM 2021-AFC2 A1                                        | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315332 | PA      | $263230.07    | 0.03%             | 2056-11-25      | Floating      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                | DB V2.552 01/07/28                                        | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      650000 | PA      | $555024.65    | 0.06%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                         | SON 2.25 02/01/27                                         | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      320000 | PA      | $285396.04    | 0.03%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO                 | JPMCC 2022-OPO B                                          | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145000 | PA      | $118445.63    | 0.01%             | 2039-01-07      | Floating      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                       | GS V2.64 02/24/28                                         | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      540000 | PA      | $481919.71    | 0.05%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                       | GOOD 2022-1GS A                                           | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      114277 | PA      | $87992.19     | 0.01%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-1                                                 | AOMT 2022-1 A1                                            | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      268221 | PA      | $235995.99    | 0.02%             | 2066-12-25      | Floating      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| American Medical Systems Europe B.V.                                            | BSX 1.375 03/08/28                                        | CUSIP: N03206AB0<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      160000 | PA      | $151490.09    | 0.02%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2022-B                                                 | BHG 2022-B A                                              | CUSIP: 05553DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81156 | PA      | $79983.33     | 0.01%             | 2035-06-18      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                               | ERCOTT 4.265 08/01/34 A-1                                 | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      277000 | PA      | $264113.29    | 0.03%             | 2034-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2015-K45 Mortgage Trust                                                   | FREMF 2015-K45 B                                          | CUSIP: 30292PAE8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $238915.75    | 0.02%             | 2048-04-25      | Floating      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                           | CHCOCH 5.875 03/31/25                                     | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      630000 | PA      | $634004.82    | 0.06%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MS V3.737 04/24/24                                        | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      750000 | PA      | $746104.70    | 0.08%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Louis Dreyfus Company Finance B.V.                                              | LOUDRE 2.375 11/27/25                                     | CUSIP: N5489TAT7<br>LEI: 54930077YL0GMTEGZD16 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $204269.90    | 0.02%             | 2025-11-27      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TRUST                                                            | GCAT 2021-NQM7 A1                                         | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      236907 | PA      | $208850.64    | 0.02%             | 2066-08-25      | Floating      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                          | APTV 2.396 02/18/25                                       | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      432000 | PA      | $408001.32    | 0.04%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                              | R 2.85 03/01/27 MTN                                       | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      325000 | PA      | $294272.20    | 0.03%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-2                                                 | AOMT 2022-2 A1                                            | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      316876 | PA      | $288044.02    | 0.03%             | 2067-01-25      | Floating      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-1                                                  | MSAIC 2022-1A A                                           | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205063 | PA      | $171324.26    | 0.02%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-3                                               | VERUS 2022-3 A1                                           | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      404636 | PA      | $384411.86    | 0.04%             | 2067-02-25      | Floating      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM                              | TCO 2022-DPM A                                            | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $204456.78    | 0.02%             | 2037-05-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-1                                        | CAALT 2022-1A A                                           | CUSIP: 22534LAA0<br>LEI: 549300LITFSU1MO7SC11 | Long             | ABS-O            | CORP              | US        |      620000 | PA      | $604433.35    | 0.06%             | 2032-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                                         | COMET 2022-A2 A                                           | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     1598000 | PA      | $1556277.42   | 0.16%             | 2027-05-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                            | GM 3.95 04/13/24                                          | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      925000 | PA      | $907549.03    | 0.09%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New Resi Mtg Tr 20                                                              | NRZT 2017-3A A1                                           | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1933225 | PA      | $1835042.00   | 0.19%             | 2057-04-25      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHMS K727 A2                                              | CUSIP: 3137FARE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     3237651 | PA      | $3143919.98   | 0.32%             | 2024-07-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | NRZT 2018-1A A1A                                          | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      862514 | PA      | $813191.53    | 0.08%             | 2057-12-25      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Magnetite VII Ltd.                                                              | MAGNE 2012-7A A1R2                                        | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |     2636884 | PA      | $2609789.57   | 0.26%             | 2028-01-18      | Floating      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VW 2.5 07/31/26 EMTN                                      | CUSIP: D9T638JL7<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $100023.21    | 0.01%             | 2026-07-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                   | STACR 2021-DNA5 M2                                        | CUSIP: 35564KHE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      892203 | PA      | $880340.40    | 0.09%             | 2034-01-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE 2021-CRE6 ISSUER LTD                                                   | LNCR 2021-CRE6 A                                          | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $287754.60    | 0.03%             | 2038-11-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| TRATON Finance Luxembourg S.A                                                   | TRAGR 0.125 11/10/24 EMTN                                 | CUSIP: L9308CAG5<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $99206.85     | 0.01%             | 2024-11-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Astm S.P.A.                                                                     | ATIM 1 11/25/26 EMTN                                      | CUSIP: T0510NAA9<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      170000 | PA      | $156143.66    | 0.02%             | 2026-11-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                            | GM 2.35 02/26/27                                          | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      145000 | PA      | $127018.20    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BAC V1.843 02/04/25                                       | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1231843.30   | 0.12%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                               | AON 2.85 05/28/27                                         | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      290000 | PA      | $267239.17    | 0.03%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPM V2.595 02/24/26                                       | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      215000 | PA      | $202447.75    | 0.02%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH1 TRUST                                                            | CSMC 2022-ATH1 A1A                                        | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      310795 | PA      | $286006.50    | 0.03%             | 2067-01-25      | Floating      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                         | MTN 2022-LPFL A                                           | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      590000 | PA      | $575340.09    | 0.06%             | 2039-03-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXC 2.75 03/15/27 144A                                    | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      150000 | PA      | $137955.81    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-INV3                                            | JPMMT 2022-INV3 A3B                                       | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      370095 | PA      | $311200.06    | 0.03%             | 2052-09-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2022-1 LLC                                           | EFF 2022-1 A2                                             | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      912061 | PA      | $888084.74    | 0.09%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                       | GOOD 2022-2CS A                                           | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       66107 | PA      | $53979.61     | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FN BM4301                                                 | CUSIP: 3140J8X73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1806777 | PA      | $1738983.96   | 0.18%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                         | NXPI 2.7 05/01/25                                         | CUSIP: 62954HAW8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $47147.51     | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                  | STLA 5.25 04/15/23                                        | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1000900.00   | 0.10%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                           | SOCGEN V1.375 02/23/28 EMTN                               | CUSIP: F8586GUS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $424028.82    | 0.04%             | 2028-02-23      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Venture XVII CLO Ltd/Llc                                                        | VENTR 2014-17A ARR                                        | CUSIP: 92329YAL0<br>LEI: 549300SNYYGJ2M6QEK53 | Long             | ABS-CBDO         | CORP              | KY        |      246034 | PA      | $242956.91    | 0.02%             | 2027-04-15      | Floating      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Natwest Markets PLC                                                             | NWG 0.125 06/18/26 EMTN                                   | CUSIP: G6382GVN9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187011.48    | 0.02%             | 2026-06-18      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FHR 5000 MA                                               | CUSIP: 3137FVGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      144713 | PA      | $130276.86    | 0.01%             | 2044-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oha Credit Funding 4 Ltd / Llc                                                  | OAKC 2019-4A AR                                           | CUSIP: 67098DAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $725682.90    | 0.07%             | 2036-10-22      | Floating      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                  | CSMC 2021-BHAR A                                          | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      770000 | PA      | $735641.25    | 0.07%             | 2038-11-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DTRGR 2 12/14/26 144A                                     | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132531.08    | 0.01%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                       | GS V3.615 03/15/28                                        | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      265000 | PA      | $247008.97    | 0.03%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEE 2.94 03/21/24                                         | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      515000 | PA      | $501798.16    | 0.05%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WDAY 3.5 04/01/27                                         | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      170000 | PA      | $159399.36    | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-2                                                  | CARMX 2022-2 A3                                           | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      738000 | PA      | $718172.89    | 0.07%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                    | SO 4.475 08/01/24                                         | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      905000 | PA      | $894596.49    | 0.09%             | 2024-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Mortgage Loan Trust 2017-4                                                      | NRZT 2017-4A A1                                           | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      572088 | PA      | $534652.82    | 0.05%             | 2057-05-25      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Barings Clo Ltd 2013-I                                                          | BABSN 2013-IA AR                                          | CUSIP: 06760EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790059 | PA      | $784804.55    | 0.08%             | 2028-01-20      | Floating      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| GPMT 2021-FL4 LTD                                                               | GPMT 2021-FL4 A                                           | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $483726.55    | 0.05%             | 2036-12-22      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-C LLC                                         | CASL 2021-C B                                             | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $81903.34     | 0.01%             | 2055-07-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Incorporation                                                          | ENBCN 2.5 02/14/25                                        | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $567050.25    | 0.06%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DB V1.875 02/23/28 EMTN                                   | CUSIP: D1T7GBVC7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $187570.68    | 0.02%             | 2028-02-23      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC V2.999 03/10/26                                      | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $188270.84    | 0.02%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE 2022-INV2                                     | MELLO 2022-INV2 A3                                        | CUSIP: 58549JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      446829 | PA      | $375166.04    | 0.04%             | 2052-04-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                           | WFC V3.526 03/24/28 MTN                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      400000 | PA      | $371613.55    | 0.04%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYF 4.875 06/13/25                                        | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17577.46     | 0.00%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBCBB V0.5 12/03/29 EMTN                                  | CUSIP: B5337GJU0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $289993.27    | 0.03%             | 2029-12-03      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MFA 2021-INV2 TRUST                                                             | MFRA 2021-INV2 A1                                         | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      277826 | PA      | $228529.81    | 0.02%             | 2056-11-25      | Floating      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-1                                               | VERUS 2022-1 A1                                           | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      159134 | PA      | $139294.09    | 0.01%             | 2067-01-25      | Floating      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-A                                         | SMB 2022-A APT                                            | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      845671 | PA      | $769913.51    | 0.08%             | 2054-11-16      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                                         | EOANGR 0.875 01/08/25 emtn                                | CUSIP: D2T8J8AN6<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $50969.96     | 0.01%             | 2025-01-08      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                          | SRE 3.3 04/01/25                                          | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      290000 | PA      | $278549.93    | 0.03%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                  | CLNXSM 2.25 04/12/26 eMTN                                 | CUSIP: E2R41NAG7<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $98816.35     | 0.01%             | 2026-04-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                               | BMARK 2022-B34 AM                                         | CUSIP: 08161YBJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225000 | PA      | $193862.95    | 0.02%             | 2055-04-16      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                | FN FM2972                                                 | CUSIP: 3140X6JS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1049493 | PA      | $1010275.86   | 0.10%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | COF V4.927 05/10/28                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $984522.24    | 0.10%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: —       |
| American International Group, Inc.                                              | AIG 1.875 06/21/27                                        | CUSIP: U02687CV8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96712.92     | 0.01%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB (publ)                                                        | VLVY 0 05/09/24 EMTN                                      | CUSIP: W9863RVP4<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      310000 | PA      | $317372.31    | 0.03%             | 2024-05-09      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                   | MF1 2021-W10 A                                            | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $103294.51    | 0.01%             | 2034-12-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| National Grid North America Inc.                                                | NGGLN 0.41 01/20/26 EMTN                                  | CUSIP: U6300ABP2<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96547.96     | 0.01%             | 2026-01-20      | Fixed         | 0.41%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                               | ES 2.9 03/01/27                                           | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      400000 | PA      | $369468.82    | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET 2.8 03/21/25 144A                                     | CUSIP: 59217GEW5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      765000 | PA      | $734611.52    | 0.07%             | 2025-03-21      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMXCA 2022-2 A                                            | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     2141000 | PA      | $2081245.76   | 0.21%             | 2027-05-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2022-C A                                            | CUSIP: 69335PEK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1005000 | PA      | $963853.19    | 0.10%             | 2027-05-17      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                         | CURRENCY CONTRACT - CAD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -197658 | NC      | $2608.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                         | CURRENCY CONTRACT - CAD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150737 | NC      | $17.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                         | CURRENCY CONTRACT - CAD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -169808 | NC      | $-1317.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                         | CURRENCY CONTRACT - CAD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130579 | NC      | $222.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                         | CURRENCY CONTRACT - EUR                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -489535 | NC      | $3280.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                         | CURRENCY CONTRACT - EUR                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6501823 | NC      | $32075.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                         | CURRENCY CONTRACT - GBP                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -351924 | NC      | $-3635.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                         | CURRENCY CONTRACT - JPY                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -375700 | NC      | $15787.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                         | CURRENCY CONTRACT - JPY                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -331970 | NC      | $10676.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1109000 | NC      | $35889.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10928000 | NC      | $-102450.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -374000 | NC      | $-2093.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -790000000 | NC      | $-469491.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -12837000 | NC      | $-146174.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9711000 | NC      | $-17550.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6108000 | NC      | $-141930.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5458361 | NC      | $-855.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1500000 | NC      | $597.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -13200000 | NC      | $-3308.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -92200000 | NC      | $-26803.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -500000 | NC      | $-2764.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2800000 | NC      | $-15343.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                         | CURRENCY CONTRACT - USD                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1290000000 | NC      | $-379019.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | FUT. CME 3MO SOFR JUN23                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         507 | NC      | $120463200.00 | 12.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | FUT. CME 3MO SOFR JUN24                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -187 | NC      | $-44987525.00 | -4.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                           | MAR 23 EURX MAR 23                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -15 | NC      | $-1692702.69  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                           | FUT. EURX EUR-BUND MAR23                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -1 | NC      | $-142294.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. US 2YR T-NOTE MAR23                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         310 | NC      | $63574218.75  | 6.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. US 2YR T-NOTE MAR23                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         524 | NC      | $107460937.50 | 10.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. US 2YR T-NOTE MAR23                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         227 | NC      | $46552734.38  | 4.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. YR T-NOTES MAR23                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $112296.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. YR T-NOTES MAR23                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $112296.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. U.S. T-BONDS MAR23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -13 | NC      | $-1629468.75  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. CBT ULT TNOTE MAR23                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -97 | NC      | $-11473281.25 | -1.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. CBT ULT TNOTE MAR23                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -38 | NC      | $-4494687.50  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. CBT UL T-BONDS MAR23                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -18 | NC      | $-2417625.00  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. CBT UL T-BONDS MAR23                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -16 | NC      | $-2149000.00  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. CBT 5Y T-NOTE MAR23                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -238 | NC      | $-25687265.63 | -2.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. CBT 5Y T-NOTE MAR23                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -267 | NC      | $-28817226.56 | -2.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | FUT. CBT 5Y T-NOTE MAR23                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -190 | NC      | $-20506640.63 | -2.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Futures Exchange                                                          | FUT. OSE 10Y JGB MAR23                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -6 | NC      | $-6650106.66  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                           | FUT. EURX EUR-BOBL MAR23                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -45 | NC      | $-5575706.78  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                                                               | Northern Inst Fds LIQ ASET PORTF                          | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1048430 | NS      | $1048430.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                                                               | Northern Inst Fds LIQ ASET PORTF                          | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1434440 | NS      | $1434440.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                                                               | Northern Inst Fds LIQ ASET PORTF                          | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     4384065 | NS      | $4384065.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OIS_CCP USD RCV 2.70661% PAY SOFR1D 31-MAR-2024                                 | OIS_CCP USD RCV 2.70661% PAY SOFR1D 31-MAR-2024           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    97600000 | OU      | $-2592255.02  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN PEOPLE'S REP OF CHINA 1% 20240620                                        | CDS_SN PEOPLE'S REP OF CHINA 1% 20240620                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1600000 | OU      | $-14911.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.39 1% 20271220                                             | CDS_IX_CCP CDX.NA.IG.39 1% 20271220                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     3490000 | OU      | $-27815.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.39 1% 20271220                                             | CDS_IX_CCP CDX.NA.IG.39 1% 20271220                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    13100000 | OU      | $-104407.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.37 1% 20261220                                             | CDS_IX_CCP CDX.NA.IG.37 1% 20261220                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    24800000 | OU      | $-273623.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BASIS_CCP USD LIBOR3M                                                           | BASIS_CCP USD LIBOR3M                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    10800000 | OU      | $178.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASIS_CCP USD LIBOR3M                                                           | BASIS_CCP USD LIBOR3M                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    14200000 | OU      | $241.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Guidestone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer