# EDGAR Filing Document

**Accession Number:** 0000814680
**File Stem:** 0001145549-23-008297
**Filing Date:** 2023-2
**Character Count:** 309692
**Document Hash:** 2e045e92e9b58034145614986686a907
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008297.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008297

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY VARIABLE PORTFOLIOS INC
- **CENTRAL INDEX KEY:** 0000814680
- **IRS NUMBER:** 431460078
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05188
- **FILM NUMBER:** 23653846

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** 816-531-5575

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TCI PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### VP BALANCED FUND (Series ID: S000006707)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018255 | CLASS I      | AVBIX           |
| C000168667 | CLASS II     | AVBTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century Variable Portfolios, Inc.

- **b. Investment Company Act file number:** 811-05188

- **c. CIK number of Registrant:** 0000814680

- **d. LEI of Registrant:** 5493006I0R822VDGF148

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

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

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

- **a. Name of Series:** VP Balanced Fund

- **b. EDGAR series identifier (if any):** S000006707

- **c. LEI of Series:** NFOVDJVJSTSGGBLE0V08

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $319986076.02

**Total Liabilities:** $928768.89

**Net Assets:** $319057307.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4.000000000000 | **1-Year:** 466.000000000000 | **5-Year:** 5688.000000000000 | **10-Year:** 16345.000000000000 | **30-Year:** 27797.000000000000

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

- **3-Month:** 457.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** -796.000000000000 | **10-Year:** 1474.000000000000 | **30-Year:** 619.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018255 | 4.56%                | 5.26%                | -3.90%               |
| Class ID C000168667 | 4.40%                | 5.42%                | -3.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1777077.60             | $15535647.94                               |
| Month 2  | $-2079227.54             | $18455520.25                               |
| Month 3  | $-684037.17              | $-12511678.94                              |

**Designated Index Information**

- **Index Name:** Balanced Composite Index

- **Index Identifier:** ACBLNC_S24

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE BANK N.A                                                         | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $250.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-6476.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $165.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    197883 | PA      | $186134.98    | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191392 | PA      | $169726.80    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    469255 | PA      | $419137.47    | 0.13%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XJAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    183684 | PA      | $163672.90    | 0.05%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    216316 | PA      | $191071.57    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    444761 | PA      | $387276.49    | 0.12%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.50                                                                            | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    678544 | PA      | $681398.24    | 0.21%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2004-AA4                    | First Horizon Alternative Mortgage Securities Trust 2004-AA4 4.01                               | CUSIP: 32051GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2122 | PA      | $2087.62      | 0.00%             | 2034-10-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FirstKey Homes 2021-SFR1 Trust 2.19                                                             | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $252487.44    | 0.08%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FirstKey Homes 2021-SFR1 Trust 2.39                                                             | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $334488.20    | 0.10%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv Inc 2.65 06/01/2030                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109581.80    | 0.03%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                                        | Flexential Issuer 2021-1 3.25                                                                   | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414000 | PA      | $361845.52    | 0.11%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 4.13 02/01/2042                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60084.82     | 0.02%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 2.45 02/03/2032                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     84000 | PA      | $70212.80     | 0.02%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 3.85 11/15/2042                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24239.03     | 0.01%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                 | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                                | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $64456.04     | 0.02%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | Fox Corp 5.48 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47519.73     | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA5                                         | Freddie Mac STACR REMIC Trust 2020-DNA5 6.73                                                    | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98511 | PA      | $99319.56     | 0.03%             | 2050-10-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-CM2 Trust                                                             | GCAT 2021-CM2 Trust 2.35                                                                        | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371901 | PA      | $336794.17    | 0.11%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 Trust                                                            | GCAT 2021-NQM1 Trust 1.15                                                                       | CUSIP: 36167TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88780 | PA      | $73141.88     | 0.02%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    706394 | PA      | $615765.88    | 0.19%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223838 | PA      | $201348.18    | 0.06%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227909 | PA      | $204893.37    | 0.06%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341801 | PA      | $308385.33    | 0.10%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    603314 | PA      | $542069.18    | 0.17%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.00                                                                         | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1813753 | PA      | $1533068.13   | 0.48%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.50                                                                         | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    560231 | PA      | $520088.10    | 0.16%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453860 | PA      | $394451.40    | 0.12%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501365 | PA      | $505367.57    | 0.16%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    651000 | PA      | $655654.89    | 0.21%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147404.57    | 0.05%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 7.00                                                                         | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2240 | PA      | $2262.32      | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21107 | PA      | $20991.51     | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 6.50                                                                          | CUSIP: 36208T4S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       160 | PA      | $164.26       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 6.50                                                                          | CUSIP: 36209KYV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       582 | PA      | $598.92       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11769 | PA      | $11693.61     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36213TFR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13707 | PA      | $14447.90     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 7.50                                                                          | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1640 | PA      | $1663.58      | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 7.00                                                                          | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7553 | PA      | $7860.92      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-7                                                  | GSR Mortgage Loan Trust 2004-7 3.15                                                             | CUSIP: 36228F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3348 | PA      | $2980.50      | 0.00%             | 2034-06-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-5                                                  | GSR Mortgage Loan Trust 2004-5 2.78                                                             | CUSIP: 36228FW93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5548 | PA      | $5130.61      | 0.00%             | 2034-05-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 3.50                                                                          | CUSIP: 3622A2VT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191756 | PA      | $180660.43    | 0.06%             | 2046-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 3622ABQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    752235 | PA      | $633338.52    | 0.20%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2005-AR1                                                | GSR Mortgage Loan Trust 2005-AR1 3.78                                                           | CUSIP: 36242DUN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7592 | PA      | $7144.50      | 0.00%             | 2035-01-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                               | GXO Logistics Inc 2.65 07/15/2031                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $85176.23     | 0.03%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies Inc 5.65 11/15/2027                                                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283767.26    | 0.09%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | Galaxy Pipeline Assets Bidco Ltd 2.94 09/30/2040                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    314122 | PA      | $253671.77    | 0.08%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | General Motors Co 5.15 04/01/2038                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61507.34     | 0.02%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.75 06/20/2025                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    274000 | PA      | $256740.70    | 0.08%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.40 10/15/2028                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    108000 | PA      | $89750.21     | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | Georgia-Pacific LLC 2.10 04/30/2027                                                             | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116661.33    | 0.04%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC 2.63 09/23/2031                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127857.49    | 0.04%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                       | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $181013.20    | 0.06%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 3.81 04/23/2029                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32947.84     | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.99 01/27/2032                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $244512.97    | 0.08%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.95 10/21/2027                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    252000 | PA      | $220673.76    | 0.07%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.76 01/24/2025                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    208000 | PA      | $199172.81    | 0.06%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 2.64 02/24/2028                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218493.47    | 0.07%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                           | Golub Capital BDC Inc 2.50 08/24/2026                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     59000 | PA      | $50161.24     | 0.02%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                                 | Goodgreen 2020-1 Trust 2.63                                                                     | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188106 | PA      | $155141.95    | 0.05%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                                          | Goodgreen 2021-1 Trust 2.66                                                                     | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146596 | PA      | $119150.79    | 0.04%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                                | Goodgreen 2018-1 3.93                                                                           | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |     76896 | PA      | $70860.33     | 0.02%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc 2.38 07/15/2031                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62467.82     | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 2.80 05/24/2032                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $62079.11     | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 0.73 08/17/2024                                                               | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192771.50    | 0.06%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 5.40 08/11/2033                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185769.44    | 0.06%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The 3.90 06/15/2047                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $264698.03    | 0.08%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home RE 2021-1 Ltd                                                              | Home RE 2021-1 Ltd 5.94                                                                         | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     91850 | PA      | $91418.65     | 0.03%             | 2033-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Home RE 2022-1 Ltd                                                              | Home RE 2022-1 Ltd 6.78                                                                         | CUSIP: 43730GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148575.17    | 0.05%             | 2034-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                                    | HORIZON THERAPEUTICS USA INC 2021 TERM LOAN B                                                   | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    181240 | PA      | $181288.93    | 0.06%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                              | City of Houston TX 3.96% 03/01/2047                                                             | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21610.38     | 0.01%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc 2.15 02/03/2032                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    398000 | PA      | $311606.32    | 0.10%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp 3.20 08/12/2061                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    157000 | PA      | $99049.13     | 0.03%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JG Wentworth XLII LLC                                                           | JG Wentworth XLII LLC 4.70                                                                      | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197566 | PA      | $172033.45    | 0.05%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp                                                     | Chase Mortgage Finance Corp 5.13                                                                | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123556 | PA      | $108329.81    | 0.03%             | 2050-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust 2020-3 3.50                                                            | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62524 | PA      | $53021.53     | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust 3.52                                                                   | CUSIP: 465976AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207314 | PA      | $170651.22    | 0.05%             | 2052-07-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXIX LLC                                                        | J.G. Wentworth XXXIX LLC 5.09                                                                   | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58442 | PA      | $52684.78     | 0.02%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.52 04/22/2031                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    624000 | PA      | $511989.27    | 0.16%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 1.58 04/22/2027                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92380.49     | 0.03%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.07 06/01/2029                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    224000 | PA      | $187471.28    | 0.06%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.95 02/24/2028                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    272000 | PA      | $246442.06    | 0.08%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-1                                                 | JP Morgan Mortgage Trust 2017-1 3.45                                                            | CUSIP: 46648CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30126 | PA      | $26104.34     | 0.01%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                               | J.P. Morgan Mortgage Trust 2022-4 3.00                                                          | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143441 | PA      | $120408.16    | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV 2.25 09/24/2031                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    197000 | PA      | $149386.70    | 0.05%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO 30 Ltd 5.68                                                                             | CUSIP: 48250EAS4<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $267426.83    | 0.08%             | 2031-10-17      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO 18 Ltd 5.79                                                                             | CUSIP: 48251JAN3<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $194944.92    | 0.06%             | 2030-07-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO Ltd 22 5.39                                                                             | CUSIP: 48252WAA1<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $172168.19    | 0.05%             | 2031-07-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| KREF                                                                            | KREF 2021-FL2 Ltd 5.98                                                                          | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $287658.42    | 0.09%             | 2039-02-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | Kaiser Foundation Hospitals 3.00 06/01/2051                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    105000 | PA      | $72010.81     | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc 4.05 04/15/2032                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54751.26     | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | Kinder Morgan Energy Partners LP 6.50 09/01/2039                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86048.24     | 0.03%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 5.00 06/04/2042                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    132000 | PA      | $119993.46    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 3.88 05/15/2027                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114836.87    | 0.04%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp 5.25 01/15/2033                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77573.46     | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | City of Los Angeles Department of Airports 6.58% 05/15/2039                                     | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27288.33     | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 2.63 04/01/2031                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    225000 | PA      | $186986.39    | 0.06%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 4.25 04/01/2052                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199449.59    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV2 Trust                                                             | MFA 2021-INV2 Trust 2.26                                                                        | CUSIP: 552732AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246458 | PA      | $203030.10    | 0.06%             | 2056-11-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                                  | MF1 2021-FL7 Ltd 5.79                                                                           | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $334745.01    | 0.10%             | 2036-10-16      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 Trust                                                               | MAPS 2021-1 Trust 2.52                                                                          | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474070 | PA      | $394267.67    | 0.12%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL                                                                   | MHP 2022-MHIL 5.95                                                                              | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158380 | PA      | $147721.11    | 0.05%             | 2027-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 2.65 08/15/2030                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89391.98     | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                        | Madison Park Funding XXXVII Ltd 5.73                                                            | CUSIP: 55817EAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $364257.98    | 0.11%             | 2033-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 3.76 03/15/2027                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     88000 | PA      | $79371.86     | 0.02%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 5.05 03/15/2042                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    132000 | PA      | $101458.49    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 5.14 03/15/2052                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29233.09     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD 3.50 10/15/2032                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66770.98     | 0.02%             | 2032-10-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                   | MASTR Adjustable Rate Mortgages Trust 2004-13 3.87                                              | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24281 | PA      | $21897.96     | 0.01%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co Inc 1.70 06/10/2027                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102128.31    | 0.03%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                       | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 3.51                                  | CUSIP: 59020UL45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11695 | PA      | $11042.00     | 0.00%             | 2035-11-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co                                                     | Baltimore Gas and Electric Co 4.55 06/01/2052                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51551.66     | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage 2004-E Trust                                           | Banc of America Mortgage 2004-E Trust 3.59                                                      | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9068 | PA      | $8627.36      | 0.00%             | 2034-06-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 1.72 09/14/2027                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $171081.56    | 0.05%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.42 12/20/2028                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    446000 | PA      | $404618.93    | 0.13%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.88 10/22/2030                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    241000 | PA      | $202119.07    | 0.06%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.48 09/21/2036                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88446.84     | 0.03%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.55 02/04/2028                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80063.32     | 0.03%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.38 04/02/2026                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138603.31    | 0.04%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 4.57 04/27/2033                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82577.64     | 0.03%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 5.02 07/22/2033                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88568.08     | 0.03%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 6.20 11/10/2028                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131352.10    | 0.04%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC 2.03 09/30/2027                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $169133.18    | 0.05%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The 5.25 12/06/2024                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110286.30    | 0.03%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 1.92 02/01/2027                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    173000 | PA      | $153625.26    | 0.05%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 2.54 02/01/2032                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199247.04    | 0.06%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | Bay Area Toll Authority 6.92% 04/01/2040                                                        | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     70000 | PA      | $81938.28     | 0.03%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bean Creek CLO                                                                  | Bean Creek CLO Ltd 5.26                                                                         | CUSIP: 07378WAQ1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $195869.62    | 0.06%             | 2031-04-20      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                                        | Bellemeade Re 2019-3 Ltd 6.34                                                                   | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    120000 | PA      | $118968.94    | 0.04%             | 2029-07-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                                        | Bellemeade Re 2019-3 Ltd 6.89                                                                   | CUSIP: 07877GAD1<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    130000 | PA      | $128362.51    | 0.04%             | 2029-07-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2020-2 Ltd                                                        | Bellemeade Re 2020-2 Ltd 8.39                                                                   | CUSIP: 078782AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2955 | PA      | $2957.16      | 0.00%             | 2030-08-26      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                      | Blackbird Capital Aircraft 2.44                                                                 | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255527 | PA      | $210163.92    | 0.07%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                             | Block Financial LLC 3.88 08/15/2030                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $138604.05    | 0.04%             | 2030-08-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc 3.06 06/17/2041                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66985.32     | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.55 11/13/2050                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    113000 | PA      | $71292.98     | 0.02%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.95 03/15/2032                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135287.77    | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                               | British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     28537 | PA      | $23309.03     | 0.01%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                        | Broadstone Net Lease LLC 2.60 09/15/2031                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     63000 | PA      | $47367.72     | 0.01%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.00 04/15/2029                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88318.61     | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.93 05/15/2037                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    103000 | PA      | $90223.56     | 0.03%             | 2037-05-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 4.15 04/01/2045                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $90174.44     | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 3.30 09/15/2051                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $51298.70     | 0.02%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIVA                                          | BX Commercial Mortgage Trust 2020-VIVA 3.55                                                     | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282000 | PA      | $212553.19    | 0.07%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                        | BXMT 2020-FL2 LTD 6.09                                                                          | CUSIP: 12434LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    386000 | PA      | $372620.85    | 0.12%             | 2038-02-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 4.95 06/01/2043                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68787.59     | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 5.15 03/15/2034                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60786.58     | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CFIP CLO Ltd                                                                    | CFIP CLO 2014-1 Ltd 5.26                                                                        | CUSIP: 12528CAN1<br>LEI: 549300MKTOFNTIBVKV67 | Long             | ABS-CBDO         | CORP              | US        |    219152 | PA      | $218624.27    | 0.07%             | 2029-07-13      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Clsec Holdings 22t LLC                                                          | Clsec Holdings 22t LLC 3.46                                                                     | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521591 | PA      | $441751.81    | 0.14%             | 2037-05-11      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp 4.10 11/15/2032                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94061.39     | 0.03%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL3 Trust                                                            | CSMC 2021-RPL3 Trust 2.00                                                                       | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129564 | PA      | $111304.46    | 0.03%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2                                                                  | CSMC 2021-NQM2 1.38                                                                             | CUSIP: 12662EAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96678 | PA      | $78664.91     | 0.02%             | 2066-02-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM2 Trust                                                            | CSMC 2022-NQM2 Trust 4.00                                                                       | CUSIP: 12664VAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208000 | PA      | $147453.88    | 0.05%             | 2067-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 4.78 03/25/2038                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27447.69     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 5.05 03/25/2048                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76724.00     | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2005-17                                         | CHL Mortgage Pass-Through Trust 2005-17 5.50                                                    | CUSIP: 12669G5X5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       287 | PA      | $245.54       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.55% 04/01/2039                                                            | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $87791.37     | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.30% 10/01/2039                                                            | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $18257.00     | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.60% 11/01/2040                                                            | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $25678.07     | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 4.60% 04/01/2038                                                            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $113188.94    | 0.04%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIV                                                           | California State University 2.98% 11/01/2051                                                    | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $138841.76    | 0.04%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                          | Canyon Capital CLO 2017-1 Ltd 5.68                                                              | CUSIP: 13876GAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $121080.85    | 0.04%             | 2030-07-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                           | Carlyle Global Market Strategies CLO 2013-1 Ltd 6.85                                            | CUSIP: 14310BAW1<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $215657.37    | 0.07%             | 2030-08-14      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                                  | CARLYLE US CLO 2019-2 LTD 5.73                                                                  | CUSIP: 14316EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305000 | PA      | $294506.20    | 0.09%             | 2032-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CarVal CLO                                                                      | CarVal CLO III Ltd 5.84                                                                         | CUSIP: 14686WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $242300.00    | 0.08%             | 2032-07-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2017-1R                                    | Castlelake Aircraft Structured Trust 2017-1R 2.74                                               | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180930 | PA      | $158319.97    | 0.05%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                               | Cedar Funding X CLO Ltd 5.84                                                                    | CUSIP: 15033XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $169630.74    | 0.05%             | 2032-10-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 4.63 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77867.72     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 3.38 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    136000 | PA      | $115277.00    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 2.45 07/15/2028                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160734.30    | 0.05%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy Inc 2.65 01/15/2032                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $80100.86     | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy Inc 2.65 06/01/2031                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     98000 | PA      | $81161.52     | 0.03%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC 4.45 10/01/2032                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135403.88    | 0.04%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding LP                                                        | Cerberus Loan Funding XXXIX LP 0.00                                                             | CUSIP: 15673VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250000.00    | 0.08%             | 2033-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                        | Cerberus Loan Funding XXXIII LP 5.64                                                            | CUSIP: 15674PAA5<br>LEI: 54930000UKAI7FBHXD27 | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $264092.21    | 0.08%             | 2033-07-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                        | Cerberus Loan Funding XXXVI LP 5.48                                                             | CUSIP: 15674UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103194 | PA      | $102754.45    | 0.03%             | 2033-11-22      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $57010.89     | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 3.70 04/01/2051 | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $73399.42     | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                      | Metropolitan Water Reclamation District of Greater Chicago 5.72% 12/01/2038                     | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211654.96    | 0.07%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                     | CHNGE Mortgage Trust 2022-1 3.01                                                                | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241469 | PA      | $215137.39    | 0.07%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.67 07/24/2028                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55197.84     | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.52 10/27/2028                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    179000 | PA      | $163614.48    | 0.05%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 0.00 02/24/2028                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    169000 | PA      | $152600.16    | 0.05%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.79 03/17/2033                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51478.61     | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust Inc 4.09                                                          | CUSIP: 17307GLC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      8433 | PA      | $8079.44      | 0.00%             | 2034-08-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                   | Clorox Co/The 4.60 05/01/2032                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    251000 | PA      | $242207.32    | 0.08%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 5.65 06/15/2035                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104115.73    | 0.03%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 6.50 11/15/2035                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $89321.55     | 0.03%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 3.75 04/01/2040                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    155000 | PA      | $128475.45    | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 2.94 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $65413.89     | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co 3.20 11/15/2049                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82344.54     | 0.03%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | Continental Resources Inc/OK 2.27 11/15/2026                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    107000 | PA      | $92849.97     | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | Corporate Office Properties LP 2.00 01/15/2029                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     74000 | PA      | $56893.71     | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust 2022-3                                        | Credit Acceptance Auto Loan Trust 2022-3 7.52                                                   | CUSIP: 22534QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252236.88    | 0.08%             | 2032-12-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                                   | DI Issuer LLC 3.72                                                                              | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644554 | PA      | $565430.58    | 0.18%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                   | DR Horton Inc 2.50 10/15/2024                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85760.87     | 0.03%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                       | Dallas Area Rapid Transit 6.00% 12/01/2044                                                      | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27408.26     | 0.01%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp 2.80 12/10/2051                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $76536.63     | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                                     | Deephaven Residential Mortgage Trust 2020-2 4.11                                                | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $183655.46    | 0.06%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-3                                     | Deephaven Residential Mortgage Trust 2021-3 1.55                                                | CUSIP: 24381VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106114 | PA      | $85468.41     | 0.03%             | 2066-08-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.35 09/15/2032                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194922.50    | 0.06%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.85 10/11/2029                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59198.52     | 0.02%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp 8.10 07/15/2036                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $43855.65     | 0.01%             | 2036-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG 4.30 05/24/2028                                                                | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $188183.13    | 0.06%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                      | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 3.05                                 | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10451 | PA      | $9773.60      | 0.00%             | 2035-02-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority 6.81% 11/15/2040                                          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15715.61     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                                       | Michigan Strategic Fund 3.23% 09/01/2047                                                        | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $144429.40    | 0.05%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology Inc 6.75 11/01/2029                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96713.19     | 0.03%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co 4.40 10/15/2044                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97705.26     | 0.03%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.50 06/20/2027       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107466 | PA      | $107079.35    | 0.03%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | Missouri Highway & Transportation Commission 5.45% 05/01/2033                                   | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20651.97     | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc 2.63 03/17/2027                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108964.62    | 0.03%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.70 01/22/2031                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144986.50    | 0.05%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 0.53 01/25/2024                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $407260.23    | 0.13%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.48 09/16/2036                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     54000 | PA      | $39279.06     | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 1.16 10/21/2025                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    198000 | PA      | $182393.43    | 0.06%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.51 10/20/2032                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82450.03     | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.63 02/18/2026                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    402000 | PA      | $377792.19    | 0.12%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 6.34 10/18/2033                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147140.47    | 0.05%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | Utah Acquisition Sub Inc 3.95 06/15/2026                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271467.99    | 0.09%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-2                                      | Starwood Mortgage Residential Trust 2020-2 3.00                                                 | CUSIP: 85573DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156000 | PA      | $137602.98    | 0.04%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                  | Structured Adjustable Rate Mortgage Loan Trust 4.34                                             | CUSIP: 86359BWE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12555 | PA      | $12109.69     | 0.00%             | 2034-07-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | National Australia Bank Ltd 2.33 08/21/2030                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $190854.07    | 0.06%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | National Retail Properties Inc 4.80 10/15/2048                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     96000 | PA      | $80120.55     | 0.03%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp 5.95 04/01/2030                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    173000 | PA      | $179473.55    | 0.06%             | 2030-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TCW ClO 2017-1 LLC                                                              | TCW CLO 2018-1 Ltd 6.01                                                                         | CUSIP: 87240UAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $264045.79    | 0.08%             | 2031-04-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS Ltd                                                      | Navigator Aircraft ABS Ltd 2.77                                                                 | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393378 | PA      | $331261.10    | 0.10%             | 2046-11-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | New Economy Assets Phase 1 Sponsor LLC 1.91                                                     | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422000 | PA      | $357348.67    | 0.11%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.75 02/01/2028                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    312000 | PA      | $304041.75    | 0.10%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.38 04/15/2040                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90038.62     | 0.03%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | New Economy Assets Phase 1 Sponsor LLC 2.41                                                     | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $597530.43    | 0.19%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.41% 01/01/2040                                                  | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     65000 | PA      | $80735.80     | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 3.38 04/15/2029                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203019.74    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                                                                | TSTAT 2022-1 Ltd 5.82                                                                           | CUSIP: 872899AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $197223.76    | 0.06%             | 2031-07-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.10% 01/01/2041                                                  | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     85000 | PA      | $102699.25    | 0.03%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority 5.95% 06/15/2042                | New York City Municipal Water Finance Authority 5.95% 06/15/2042                                | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49753.25     | 0.02%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA 4.90 03/06/2048                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    320000 | PA      | $247249.12    | 0.08%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | Tennessee Valley Authority 1.50 09/15/2031                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $78528.46     | 0.02%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitization                                                 | NewRez Warehouse Securitization 2021-A 0.86                                                     | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246390.60    | 0.08%             | 2055-05-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc 5.00 07/15/2032                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125927.65    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables VI LLC                                                | 321 Henderson Receivables VI LLC 9.31                                                           | CUSIP: 88576XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163229 | PA      | $165839.82    | 0.05%             | 2061-07-15      | Fixed         | 9.31%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC 4.50 09/15/2042                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $125064.87    | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.00 09/10/2031                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    106000 | PA      | $83732.15     | 0.03%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.45 01/12/2032                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $89385.03     | 0.03%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp 4.55 06/01/2053                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69982.24     | 0.02%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | Northern States Power Co/MN 3.20 04/01/2052                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64451.19     | 0.02%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 4.46 06/08/2032                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $56414.90     | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp 1.90 04/06/2028                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121976.24    | 0.04%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                               | Novant Health Inc 3.17 11/01/2051                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59109.46     | 0.02%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp 3.13 04/01/2032                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62078.09     | 0.02%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp 4.12 06/06/2028                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52726.55     | 0.02%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG 1.49 08/10/2027                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    420000 | PA      | $361866.51    | 0.11%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive Inc 4.70 06/15/2032                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90173.40     | 0.03%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OPG Trust 2021-PORT                                                             | OPG Trust 2021-PORT 5.85                                                                        | CUSIP: 67118AAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345429 | PA      | $321267.02    | 0.10%             | 2036-10-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co 3.90 04/01/2052                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     84000 | PA      | $68124.09     | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp 3.55 08/15/2039                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132781.82    | 0.04%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                                                  | Octagon Investment Partners XV Ltd 5.73                                                         | CUSIP: 67590EBJ2<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $265365.05    | 0.08%             | 2030-07-19      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                       | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                                      | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $71491.41     | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | Ohio Water Development Authority Water Pollution Control Loan Fund 4.88% 12/01/2034             | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29743.85     | 0.01%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.90 05/15/2035                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79756.87     | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.85 07/15/2036                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     57000 | PA      | $46805.13     | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.60 04/01/2040                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $70037.08     | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | United Rentals North America Inc 6.00 12/15/2029                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64718.88     | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp 5.85 10/21/2033                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62482.35     | 0.02%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp                                                       | OWL Rock Core Income Corp 3.13 09/23/2026                                                       | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     64000 | PA      | $54547.39     | 0.02%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | Owl Rock Capital Corp 3.40 07/15/2026                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21858.30     | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO Energy Co 4.38 08/15/2052                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115097.19    | 0.04%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFP III Ltd                                                                     | PFP 2021-8 Ltd 6.13                                                                             | CUSIP: 69357XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292000 | PA      | $273833.28    | 0.09%             | 2037-08-09      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 5.00 05/15/2037                                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $111761.72    | 0.04%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 02/15/2039                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $470039.06    | 0.15%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust 2021-1                                                | PRMI Securitization Trust 2021-1 2.50                                                           | CUSIP: 69359DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305295 | PA      | $236933.72    | 0.07%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co 4.20 06/01/2041                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40922.62     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp 3.30 03/15/2051                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72299.64     | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2022-2 Ltd 5.76                                                      | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $243869.63    | 0.08%             | 2030-10-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.63 02/15/2040                                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $645292.97    | 0.20%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.75 08/15/2041                                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $94912.11     | 0.03%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2021-3 Ltd 5.64                                                      | CUSIP: 69702BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $146114.09    | 0.05%             | 2029-07-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Parallel CLO Ltd                                                                | Parallel 2019-1 Ltd 6.04                                                                        | CUSIP: 69916XAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $284627.25    | 0.09%             | 2032-07-20      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 11/15/2041                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $86480.47     | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 05/15/2042                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1094259.76   | 0.34%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                                  | Park Avenue Institutional Advisers CLO Ltd 2018-1 6.34                                          | CUSIP: 70016RAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $232843.68    | 0.07%             | 2031-10-20      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                                           | Pepperdine University 3.30 12/01/2059                                                           | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $66346.57     | 0.02%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 11/15/2042                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $361125.00    | 0.11%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2043                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $245144.53    | 0.08%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.75 11/15/2043                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $187640.62    | 0.06%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.50 02/15/2045                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $452285.15    | 0.14%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc 3.90 07/18/2032                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45406.80     | 0.01%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond 5.63 11/18/2050                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     30000 | PA      | $29772.76     | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 11/15/2045                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $164710.94    | 0.05%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.38 11/15/2048                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $529593.75    | 0.17%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 3.50 01/30/2023                                                             | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     80000 | PA      | $79778.40     | 0.03%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond 3.00 03/17/2023                                | CUSIP: 731011AT9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     10000 | PA      | $9966.92      | 0.00%             | 2023-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2049                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $241558.59    | 0.08%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.25 08/15/2049                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $351757.81    | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | Port Authority of New York & New Jersey 4.93% 10/01/2051                                        | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37820.85     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | Progress Residential 2021-SFR8 Trust 2.38                                                       | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $123752.96    | 0.04%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 11/15/2049                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $470196.29    | 0.15%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 05/15/2051                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $574234.38    | 0.18%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                                  | Progress Residential 2021-SFR3 2.09                                                             | CUSIP: 74333VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $171034.50    | 0.05%             | 2026-05-17      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado 1.88 06/15/2031                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    108000 | PA      | $86245.54     | 0.03%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.00 08/15/2051                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $196535.16    | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.00 11/15/2041                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $571609.38    | 0.18%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co 3.10 03/15/2032                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    102000 | PA      | $89451.30     | 0.03%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | Ooredoo International Finance Ltd 2.63 04/08/2031                                               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $172346.00    | 0.05%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 2.25 02/15/2052                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $69578.13     | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 02/15/2042                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $229201.17    | 0.07%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2052                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $320625.00    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.25 05/15/2042                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1315781.25   | 0.41%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 5.40 05/20/2033                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41780.60     | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 6.00 05/20/2053                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37395.01     | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond - When Issued 0.00 08/15/2052                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    200000 | PA      | $164843.75    | 0.05%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.38 08/15/2042                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1251687.50   | 0.39%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.00 11/15/2052                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1502578.13   | 0.47%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.25 11/15/2042                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $489687.50    | 0.15%             | 2042-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services Inc 2.35 01/15/2032                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    165000 | PA      | $125698.37    | 0.04%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 3.13 07/01/2050                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70480.76     | 0.02%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 06/30/2025                                                | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1156312.50   | 0.36%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.63 10/31/2026                                                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1186910.15   | 0.37%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.75 12/31/2026                                                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $641019.53    | 0.20%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 03/31/2028                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $347750.00    | 0.11%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp 3.25 01/15/2031                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95662.23     | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | Republic Services Inc 2.30 03/01/2030                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96504.71     | 0.03%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 04/30/2028                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $694250.00    | 0.22%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 06/30/2028                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $951371.09    | 0.30%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.50 11/30/2028                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1042218.74   | 0.33%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.00 12/15/2024                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $936093.75    | 0.29%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | Uruguay Government International Bond 4.13 11/20/2045                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     20000 | PA      | $18567.16     | 0.01%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 6.00 11/01/2027                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $182745.36    | 0.06%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 1.88 02/15/2032                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $339453.12    | 0.11%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 1.50 02/15/2025                                                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $941406.25    | 0.30%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE UNIV                                                          | Rutgers The State University of New Jersey 5.67% 05/01/2040                                     | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46390.89     | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA Global Sukuk Ltd 2.69 06/17/2031                                                             | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    325000 | PA      | $278393.70    | 0.09%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.88 02/28/2029                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $531445.31    | 0.17%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 04/30/2029                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $281009.77    | 0.09%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                | SBL Holdings Inc 5.13 11/13/2026                                                                | CUSIP: 78432MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $28079.47     | 0.01%             | 2026-11-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Ltd                                                                 | Slam 2021-1 Ltd 2.43                                                                            | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226550 | PA      | $187926.46    | 0.06%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                                      | Sofi Mortgage Trust 2016-1 3.00                                                                 | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5982 | PA      | $5436.76      | 0.00%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC 5.63 03/01/2025                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190410.55    | 0.06%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2032                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2304687.50   | 0.72%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.63 05/31/2027                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $188554.69    | 0.06%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                           | Sacramento Municipal Utility District 6.16% 05/15/2036                                          | CUSIP: 786005PN2<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27198.58     | 0.01%             | 2036-05-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Safehold Operating Partnership LP                                               | Safehold Operating Partnership LP 2.85 01/15/2032                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    115000 | PA      | $87594.12     | 0.03%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 06/15/2025                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1933281.24   | 0.61%             | 2025-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 08/15/2032                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $364312.50    | 0.11%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                     | Sammons Financial Group Inc 4.75 04/08/2032                                                     | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $48593.95     | 0.02%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                     | Santa Clara Valley Transportation Authority 5.88% 04/01/2032                                    | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31148.43     | 0.01%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 08/31/2029                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $664630.86    | 0.21%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 09/15/2025                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $980156.25    | 0.31%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 09/30/2029                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $496523.44    | 0.16%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.13 11/15/2032                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1531054.68   | 0.48%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.38 11/15/2025                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3018515.64   | 0.95%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.88 11/30/2029                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1192218.74   | 0.37%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 11/30/2027                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3481406.25   | 1.09%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.00 12/15/2025                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1192705.13   | 0.37%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | Schlumberger Investment SA 2.65 06/26/2030                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $103222.02    | 0.03%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | Sempra Energy 3.25 06/15/2027                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27798.47     | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV 4.38 05/11/2045                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $61512.25     | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV 2.38 11/07/2029                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $103976.69    | 0.03%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 4.13 11/16/2028                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201423.46    | 0.06%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.35 02/15/2033                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465743.01    | 0.15%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.88 02/15/2053                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $103202.53    | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue           | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $65032.44     | 0.02%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                 | Sierra Timeshare 2021-1 Receivables Funding LLC 1.79                                            | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76566 | PA      | $70060.55     | 0.02%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $95092.46     | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 2.65 10/15/2030                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119728.46    | 0.04%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Lunar 2021-1 Structured Aircraft Portfolio Notes                                | Lunar 2021-1 Structured Aircraft Portfolio Notes 2.64                                           | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393402 | PA      | $316248.51    | 0.10%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | Sonoco Products Co 2.25 02/01/2027                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    157000 | PA      | $139823.97    | 0.04%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 1.65 09/01/2026                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    147000 | PA      | $126185.51    | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | University of California 3.07% 05/15/2051                                                       | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $83905.98     | 0.03%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VSE 2018-A Voi Mortgage LLC                                                     | VSE 2018-A Voi Mortgage LLC 3.72                                                                | CUSIP: 918286AB1<br>LEI: 549300E4XED7XGXU7L27 | Long             | ABS-MBS          | CORP              | US        |     42387 | PA      | $40966.13     | 0.01%             | 2036-02-20      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.27 01/15/2036                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174287.49    | 0.05%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO Ltd                                                             | SOUND POINT CLO XXII LTD 5.94                                                                   | CUSIP: 83611KAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $265158.96    | 0.08%             | 2032-01-20      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                            | South32 Treasury Ltd 4.35 04/14/2032                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $102994.20    | 0.03%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | Southern California Gas Co 6.35 11/15/2052                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     62000 | PA      | $68217.19     | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | Southern Co Gas Capital Corp 1.75 01/15/2031                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107642.12    | 0.03%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.33 09/21/2028                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    113000 | PA      | $108874.07    | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | Verus Securitization Trust 2021-R2 1.12                                                         | CUSIP: 92538DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81130 | PA      | $74199.89     | 0.02%             | 2064-02-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | Verus Securitization Trust 2021-R2 1.23                                                         | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97357 | PA      | $89201.99     | 0.03%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.38 03/15/2043                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34598.65     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC 4.54                                                            | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293308 | PA      | $286359.62    | 0.09%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC 1.88                                                            | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $197280.15    | 0.06%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.95 01/15/2031                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57921.60     | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc 4.00 06/22/2050                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     28000 | PA      | $17348.55     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WMRK 2022-WMRK                                                                  | WMRK 2022-WMRK A 6.29                                                                           | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $304731.39    | 0.10%             | 2027-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group Inc 1.38 10/15/2027                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144477.34    | 0.05%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc 3.20 06/01/2032                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |    142000 | PA      | $122214.71    | 0.04%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management Inc 2.50 11/15/2050                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62753.11     | 0.02%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABN Amro Mortgage Corp                                                          | ABN Amro Mortgage Corp 5.50                                                                     | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       804 | PA      | $714.40       | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                                                   | ABPCI Direct Lending Fund CLO IV Ltd 6.26                                                       | CUSIP: 00085UAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $186998.64    | 0.06%             | 2033-10-27      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP Texas Inc 2.10 07/01/2030                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105687.27    | 0.03%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.50 05/15/2035                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    142000 | PA      | $129582.14    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.55 03/09/2049                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65982.41     | 0.02%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.90 08/15/2037                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126449.78    | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.35 03/01/2029                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118181.57    | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                              | Aaset 2021-2 Trust 2.80                                                                         | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516886 | PA      | $417302.36    | 0.13%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 4.40 11/06/2042                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174397.31    | 0.05%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 3.20 11/21/2029                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $262087.89    | 0.08%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust 2004-4                                           | Adjustable Rate Mortgage Trust 2004-4 3.96                                                      | CUSIP: 007036DP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11754 | PA      | $11546.60     | 0.00%             | 2035-03-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Aimco CDO                                                                       | AIMCO CLO 10 Ltd 5.92                                                                           | CUSIP: 00901AAL1<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $266271.03    | 0.08%             | 2032-07-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd 5.25 08/11/2025                                                                   | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75090.29     | 0.02%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 3.75 01/15/2030                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $264570.66    | 0.08%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc 4.50 07/30/2029                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12341.28     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                 | Aligned Data Centers Issuer LLC 1.94                                                            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $265402.78    | 0.08%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                 | Aligned Data Centers Issuer LLC 2.48                                                            | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $185545.37    | 0.06%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 3.60 04/13/2032                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    295000 | PA      | $270833.46    | 0.08%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.70 11/29/2024                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125181.44    | 0.04%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.60 12/01/2025                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124832.68    | 0.04%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.55 12/01/2027                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59909.92     | 0.02%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp 3.50 01/15/2031                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133040.41    | 0.04%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 3.85 09/01/2032                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65242.75     | 0.02%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 5.90 12/01/2052                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     38000 | PA      | $41514.94     | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp 3.95 03/15/2029                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129350.15    | 0.04%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp 4.45 06/01/2032                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172751.65    | 0.05%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc 4.05 08/18/2029                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $295076.23    | 0.09%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.90 02/01/2046                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $150829.09    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc 4.75 01/23/2029                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237416.76    | 0.07%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | Anheuser-Busch InBev Finance Inc 4.90 02/01/2046                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31994.05     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.25 08/08/2029                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213115.84    | 0.07%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.95 08/08/2052                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106935.74    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                       | Applebee's Funding LLC / IHOP Funding LLC 4.19                                                  | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175230 | PA      | $172730.20    | 0.05%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                       | Applebee's Funding LLC / IHOP Funding LLC 4.72                                                  | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297000 | PA      | $271571.81    | 0.09%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC 3.10 12/01/2051                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     50000 | PA      | $29742.48     | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd 5.65                                     | CUSIP: 03880VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156839 | PA      | $156595.36    | 0.05%             | 2034-09-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd 5.85                                   | CUSIP: 03880WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    218000 | PA      | $213248.32    | 0.07%             | 2035-02-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | ARES LII CLO Ltd 5.97                                                                           | CUSIP: 04009AAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $193102.66    | 0.06%             | 2031-04-22      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | Ares XL CLO Ltd 5.88                                                                            | CUSIP: 04016GBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $237908.88    | 0.07%             | 2029-01-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | Ashtead Capital Inc 5.50 08/11/2032                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143909.25    | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding 1.99 08/19/2028                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54022.45     | 0.02%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL10 Ltd 6.04                                                                          | CUSIP: 05493FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $377943.96    | 0.12%             | 2036-06-16      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL8 5.89                                                                               | CUSIP: 05493JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $187912.12    | 0.06%             | 2036-01-18      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL8 6.24                                                                               | CUSIP: 05493JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $138738.96    | 0.04%             | 2036-01-18      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                          | BX Commercial Mortgage Trust 2020-VIV2 3.54                                                     | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179280 | PA      | $140874.55    | 0.04%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                          | BX Commercial Mortgage Trust 2021-VOLT 6.72                                                     | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $369386.76    | 0.12%             | 2036-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co                                                     | Baltimore Gas and Electric Co 2.25 06/15/2031                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     81000 | PA      | $65820.70     | 0.02%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY 5.37 09/09/2027                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180710.03    | 0.06%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc 0.00 03/15/2033                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122170.50    | 0.04%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                       | Dick's Sporting Goods Inc 3.15 01/15/2032                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140929.12    | 0.04%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.90 08/01/2041                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79898.25     | 0.03%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.85 08/15/2052                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69513.54     | 0.02%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 2.55 06/15/2031                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49038.90     | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 5.00 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71420.81     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC 2.55 04/15/2031                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45212.69     | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC 4.15 12/01/2044                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96349.57     | 0.03%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                 | Duke University 3.30 10/01/2046                                                                 | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82444.17     | 0.03%             | 2046-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC 2.00 08/15/2031                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126834.02    | 0.04%             | 2031-08-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                               | Duke University Health System Inc 3.92 06/01/2047                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24826.64     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 1.75 06/15/2030                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95663.91     | 0.03%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 5.95 11/15/2052                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53533.38     | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                          | ELP Commercial Mortgage Trust 2021-ELP 6.44                                                     | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513000 | PA      | $473367.11    | 0.15%             | 2038-11-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR Properties 4.75 12/15/2026                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21595.87     | 0.01%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                             | Eagle Materials Inc 2.50 07/01/2031                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    116000 | PA      | $91275.56     | 0.03%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2021-1 Ltd                                                             | Eagle RE 2021-1 Ltd 6.63                                                                        | CUSIP: 26983BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $173466.21    | 0.05%             | 2033-10-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer                                                  | EdgeConneX Data Centers Issuer LLC 4.25                                                         | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336740 | PA      | $304039.52    | 0.10%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc 3.40 08/01/2051                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $34166.75     | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 3.60 02/01/2023                                                              | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29943.32     | 0.01%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 4.90 03/15/2035                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84937.84     | 0.03%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 5.75 02/15/2033                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118614.49    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 4.25 03/15/2023                                                              | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109739.91    | 0.03%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 3.75 05/15/2030                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132598.78    | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC 2.65 06/15/2051                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36438.33     | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 4.85 03/15/2044                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132942.45    | 0.04%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 3.30 02/15/2053                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     79000 | PA      | $52906.17     | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix Inc 2.90 11/18/2026                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187650.09    | 0.06%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA 3.25 11/18/2049                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     70000 | PA      | $51188.43     | 0.02%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc 2.70 04/15/2030                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109328.01    | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | Essential Properties LP 2.95 07/15/2031                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80240.89     | 0.03%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp 4.45 04/15/2046                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50969.60     | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp 4.10 03/15/2052                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21718.29     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                     | FNB Corp/PA 2.20 02/24/2023                                                                     | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139305.32    | 0.04%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FS RIALTO                                                                       | FS Rialto 2022-FL6 Issuer LLC 6.90                                                              | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216000 | PA      | $213566.89    | 0.07%             | 2037-08-17      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 9.64                                                   | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    157512 | PA      | $160180.50    | 0.05%             | 2023-10-25      | Variable      | 9.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 6.99                                                   | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     28772 | PA      | $28754.07     | 0.01%             | 2024-05-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 9.29                                                   | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     85999 | PA      | $88292.49     | 0.03%             | 2024-11-25      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 7.39                                                   | CUSIP: 30711XJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $40312.99     | 0.01%             | 2029-10-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 4.20                                                                  | CUSIP: 3128NGEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8541 | PA      | $8711.25      | 0.00%             | 2036-10-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.77                                                                  | CUSIP: 31300L3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2856 | PA      | $2855.76      | 0.00%             | 2041-07-01      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.49                                                                  | CUSIP: 31300LWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3068 | PA      | $3101.36      | 0.00%             | 2036-07-01      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 2.98                                                                  | CUSIP: 31300M5W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9977 | PA      | $9991.23      | 0.00%             | 2044-01-01      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.30                                                                  | CUSIP: 31300MCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10866 | PA      | $11022.83     | 0.00%             | 2037-04-01      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.54                                                                  | CUSIP: 31326JXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12202 | PA      | $12309.01     | 0.00%             | 2045-06-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.09                                                                  | CUSIP: 31326MFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29548 | PA      | $28692.58     | 0.01%             | 2047-09-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3132D9JB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    559209 | PA      | $486904.65    | 0.15%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    524053 | PA      | $460808.28    | 0.14%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    624771 | PA      | $553160.51    | 0.17%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    505973 | PA      | $451128.84    | 0.14%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    791249 | PA      | $727425.58    | 0.23%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    288654 | PA      | $273284.46    | 0.09%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    122384 | PA      | $112253.41    | 0.04%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 5.00                                                                           | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    291258 | PA      | $288775.08    | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    997478 | PA      | $847953.86    | 0.27%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    341451 | PA      | $292376.61    | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    556342 | PA      | $524110.29    | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    503912 | PA      | $462195.20    | 0.14%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    768905 | PA      | $656344.20    | 0.21%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    370020 | PA      | $325573.31    | 0.10%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.00                                                                           | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    917577 | PA      | $749198.51    | 0.23%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.00                                                                           | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    645094 | PA      | $526828.38    | 0.17%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    358891 | PA      | $317008.08    | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    585817 | PA      | $550250.77    | 0.17%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 6.00                                                                           | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1301066 | PA      | $1328101.68   | 0.42%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.77                                                                  | CUSIP: 31347AMD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35650 | PA      | $35836.25     | 0.01%             | 2046-08-01      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | Federal National Mortgage Association 0.75 10/08/2027                                           | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    600000 | PA      | $516978.68    | 0.16%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12165 | PA      | $12036.24     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138EJMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34592 | PA      | $32412.93     | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.85                                                                            | CUSIP: 3138ELNS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10485 | PA      | $10691.59     | 0.00%             | 2038-03-01      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    147312 | PA      | $138037.99    | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.31                                                                            | CUSIP: 31407GYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4274 | PA      | $4288.41      | 0.00%             | 2035-06-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.17                                                                            | CUSIP: 31407GYJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5388 | PA      | $5417.17      | 0.00%             | 2035-06-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.18                                                                            | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21817 | PA      | $20878.49     | 0.01%             | 2047-03-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140JN4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13049 | PA      | $12530.97     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60466 | PA      | $54079.10     | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140M2KG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    525599 | PA      | $457640.81    | 0.14%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    823263 | PA      | $729728.92    | 0.23%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    320175 | PA      | $302801.96    | 0.09%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    638227 | PA      | $630620.98    | 0.20%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    402188 | PA      | $398569.12    | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    753761 | PA      | $666307.59    | 0.21%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    860968 | PA      | $793442.58    | 0.25%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    901206 | PA      | $822311.52    | 0.26%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    517609 | PA      | $457197.50    | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    521595 | PA      | $445252.06    | 0.14%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    573195 | PA      | $552696.22    | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1370177 | PA      | $1352883.55   | 0.42%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    365906 | PA      | $326844.74    | 0.10%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    724692 | PA      | $616111.96    | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1159452 | PA      | $951062.68    | 0.30%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    588868 | PA      | $556761.08    | 0.17%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    273802 | PA      | $249162.54    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    428476 | PA      | $379974.60    | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1194222 | PA      | $1066625.82   | 0.33%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     16145 | NS      | $2609193.45   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                       | Adobe Inc                                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1427 | NS      | $480228.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | Advanced Micro Devices Inc                                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     19172 | NS      | $1241770.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                                        | Agilent Technologies Inc                                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     14954 | NS      | $2237866.10   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                                      | Airbnb Inc                                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      4814 | NS      | $411597.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products and Chemicals Inc                                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4218 | NS      | $1300240.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc-CL C                                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4773 | NS      | $423508.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     76660 | NS      | $6763711.80   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc                                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     49033 | NS      | $4118772.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century Emerging Markets Bond ETF                                      | American Century Emerging Markets Bond ETF                                                      | CUSIP: 025072414<br>LEI: 549300J9BEYJXTZ7JN05 | Long             | EC               | RF                | US        |     21000 | NS      | $787605.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      6920 | NS      | $1022430.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                        | Ameriprise Financial Inc                                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4931 | NS      | $1535365.47   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc                                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      4985 | NS      | $1309260.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices Inc                                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     13475 | NS      | $2210304.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     60396 | NS      | $7847252.28   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                           | Applied Materials Inc                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     20679 | NS      | $2013721.02   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                       | Ball Corp                                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     19974 | NS      | $1021470.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     19151 | NS      | $634281.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                                                   | BlackRock Inc                                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2753 | NS      | $1950858.39   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       441 | NS      | $888738.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     37865 | NS      | $2724386.75   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                                     | CDW Corp/DE                                                                                     | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10538 | NS      | $1881876.04   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                                                      | Cigna Corp                                                                                      | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10702 | NS      | $3546000.68   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     23183 | NS      | $2160423.77   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                                      | Cadence Design Systems Inc                                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      5397 | NS      | $866974.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | Chipotle Mexican Grill Inc                                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $423184.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                      | Cisco Systems Inc                                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     79752 | NS      | $3799385.28   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                                     | Cognex Corp                                                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      8292 | NS      | $390636.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                            | Colgate-Palmolive Co                                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     12135 | NS      | $956116.65    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                  | ConocoPhillips                                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     41507 | NS      | $4897826.00   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                           | Costco Wholesale Corp                                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2602 | NS      | $1187813.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                                     | Cummins Inc                                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      7374 | NS      | $1786646.46   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                                            | Deckers Outdoor Corp                                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2347 | NS      | $936828.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co                                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2163 | NS      | $927407.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | Walt Disney Co/The                                                                              | CUSIP: 254687106<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | EC               | CORP              | US        |     15422 | NS      | $1339863.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab Inc                                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      5654 | NS      | $822996.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                                       | Edwards Lifesciences Corp                                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     20741 | NS      | $1547486.01   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                             | Electronic Arts Inc                                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      6828 | NS      | $834245.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                                            | Generac Holdings Inc                                                                            | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2401 | NS      | $241684.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     11150 | NS      | $3521839.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                     | Honeywell International Inc                                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      9186 | NS      | $1968559.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc                                                                                      | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2207 | NS      | $1130403.33   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange Inc                                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     10099 | NS      | $1036056.41   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     22961 | NS      | $3079070.10   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                       | Keysight Technologies Inc                                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     11412 | NS      | $1952250.84   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co/The                                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     30240 | NS      | $1348099.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | Estee Lauder Cos Inc/The                                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      2164 | NS      | $536910.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                          | Liberty Media Corp-Liberty Formula One                                                          | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7569 | NS      | $452474.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2307 | NS      | $843992.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp                                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      5373 | NS      | $2613910.77   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos Inc                                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     10070 | NS      | $1666383.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                                      | Masco Corp                                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     19500 | NS      | $910065.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard Inc                                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7056 | NS      | $2453582.88   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co Inc                                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     18940 | NS      | $2101393.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     58311 | NS      | $13984144.02  | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc                                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     26991 | NS      | $1798950.15   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     36680 | NS      | $3118533.60   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                              | NextEra Energy Inc                                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49564 | NS      | $4143550.40   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                        | NIKE Inc                                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     10898 | NS      | $1275174.98   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp                                                                           | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5074 | NS      | $1250335.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA Corp                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     18166 | NS      | $2654779.24   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                            | Parker-Hannifin Corp                                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2433 | NS      | $708003.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     19459 | NS      | $3515462.94   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co/The                                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16149 | NS      | $2447542.44   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                    | Prologis Inc                                                                                    | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35779 | NS      | $4033366.67   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial Inc                                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     15020 | NS      | $1493889.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    125196 | NS      | $2699225.76   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                                      | ResMed Inc                                                                                      | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1913 | NS      | $398152.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                      | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    692062 | NS      | $692062.27    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                      | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1629280 | NS      | $1629279.96   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                  | S&P Global Inc                                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3463 | NS      | $1159897.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                                         | SBA Communications Corp                                                                         | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3899 | NS      | $1092928.69   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                          | SPDR S&P 500 ETF Trust                                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      3444 | NS      | $1317088.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| salesforce.com Inc                                                              | Salesforce Inc                                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7799 | NS      | $1034069.41   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                                                | Schlumberger Ltd                                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     89069 | NS      | $4761628.74   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                  | ServiceNow Inc                                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1191 | NS      | $462429.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     29451 | NS      | $2251528.95   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX Cos Inc/The                                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     26125 | NS      | $2079550.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                     | Target Corp                                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5040 | NS      | $751161.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                       | Tesla Inc                                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     11879 | NS      | $1463255.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific Inc                                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3851 | NS      | $2120707.19   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                               | Tractor Supply Co                                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      3417 | NS      | $768722.49    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                           | Travelers Cos Inc/The                                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      8070 | NS      | $1513044.30   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies Inc                                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     15543 | NS      | $384378.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp                                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3219 | NS      | $666558.33    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service Inc                                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      7800 | NS      | $1355952.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7584 | NS      | $4020885.12   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     50587 | NS      | $1993127.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                      | Vertex Pharmaceuticals Inc                                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3567 | NS      | $1030078.26   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     17150 | NS      | $3563084.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                                                 | Vital Farms Inc                                                                                 | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      8510 | NS      | $126969.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO Ltd                                                               | Wellfleet CLO 2022-1 Ltd 6.21                                                                   | CUSIP: 94950TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $190591.96    | 0.06%             | 2034-04-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.07 04/30/2041                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $150567.25    | 0.05%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.35 03/02/2033                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     81000 | PA      | $68451.70     | 0.02%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.61 04/25/2053                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51970.08     | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.54 08/15/2026                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80438.27     | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| WestRock Co                                                                     | WRKCo Inc 3.00 09/15/2024                                                                       | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68855.50     | 0.02%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                              | THL Credit Wind River 2013-2 CLO Ltd 5.76                                                       | CUSIP: 97314CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $193805.02    | 0.06%             | 2030-10-18      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | Workday Inc                                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2466 | NS      | $412635.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 4.60 06/01/2032                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45985.48     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 3.40 06/01/2030                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107332.52    | 0.03%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                    | Xylem Inc/NY                                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      9658 | NS      | $1067885.06   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | Zimmer Biomet Holdings Inc 1.45 11/22/2024                                                      | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    310000 | PA      | $288418.96    | 0.09%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | Zoetis Inc                                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     10301 | NS      | $1509611.55   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                      | Zoetis Inc 5.60 11/16/2032                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154936.64    | 0.05%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML Holding NV                                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      2330 | NS      | $1270436.32   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                | Novo Nordisk A/S                                                                                | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     11717 | NS      | $1591350.94   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                        | US LONG BOND(CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         2 | NC      | $-9191.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                                 | US ULTRA BOND CBT Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         6 | NC      | $-41667.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                   | US 10YR NOTE (CBT)Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        47 | NC      | $-91056.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                             | US 10yr Ultra Fut Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        13 | NC      | $-23947.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                    | US 5YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        22 | NC      | $-19746.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                    | US 2YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        28 | NC      | $-23254.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                                   | Accenture PLC                                                                                   | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7808 | NS      | $2083486.72   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                  | Eaton Corp PLC                                                                                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     10051 | NS      | $1577504.45   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                                                             | GLOBALFOUNDRIES Inc                                                                             | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |      8314 | NS      | $448041.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                              | Johnson Controls International plc                                                              | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     37066 | NS      | $2372224.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                                       | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      8525 | NS      | $2780684.50   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                   | Medtronic PLC                                                                                   | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      3509 | NS      | $272719.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC                                                                                       | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     15219 | NS      | $1417345.47   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.38 06/27                                                                       | CUSIP: SPKC06BZ5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   1207800 | OU      | $-24961.00    | -0.01%            | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.39 12/27                                                                       | CUSIP: SPKK09R19<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   1240000 | OU      | $-7242.43     | -0.00%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.IG.39 12/27                                                                       | CUSIP: SPP809NO5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   5170000 | OU      | $-41213.17    | -0.01%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RP87<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |    800000 | OU      | $-1134.26     | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RPH7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |    800000 | OU      | $-1134.26     | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.90 10/11/23                                                                                | CUSIP: SLZ40AHV0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |    550000 | OU      | $-448.81      | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** American Century Variable Portfolios, Inc.

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer