# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001752724-23-039539
**Filing Date:** 2023-2
**Character Count:** 311830
**Document Hash:** 32d5448b3368b09b2baaffd5b62c7dd3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039539.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039539

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 23665660

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### Short Duration Bond Portfolio (Series ID: S000026013)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000078082 | Class I      |  |
| C000098954 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

- **a. Name of Series:** Short Duration Bond Portfolio

- **b. EDGAR series identifier (if any):** S000026013

- **c. LEI of Series:** 5493003YIWWFTZS7NK63

**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:** $1153471610.55

**Total Liabilities:** $671993.93

**Net Assets:** $1152799616.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5333.27000000 | **1-Year:** -89445.84000000 | **5-Year:** -71703.14000000 | **10-Year:** -20420.07000000 | **30-Year:** -6155.13000000

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

- **3-Month:** -52.45000000 | **1-Year:** -1183.91000000 | **5-Year:** -317.47000000 | **10-Year:** -1.08000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000098954 | -0.42%               | 1.01%                | 0.32%                |
| Class ID C000078082 | -0.43%               | 1.00%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-915687.74              | $-6305295.30                               |
| Month 2  | $-1413282.74             | $11970730.54                               |
| Month 3  | $-2139020.93             | $2839744.91                                |

**Designated Index Information**

- **Index Name:** Bloomberg 1-3 Yr US Gov/Credit

- **Index Identifier:** LGC3TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485442 | PA      | $476354.89    | 0.04%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                              | Ford Credit Auto Lease Trust 2022-A                                              | CUSIP: 34528LAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3385000 | PA      | $3281310.00   | 0.28%             | 2025-10-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1361561.59   | 0.12%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2022-SFR6 Trust                                             | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1541088.72   | 0.13%             | 2039-07-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                  | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHN7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1885000 | PA      | $1807238.28   | 0.16%             | 2025-09-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                        | Galton Funding Mortgage Trust 2019-H1                                            | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $606034.29    | 0.05%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199835.66    | 0.02%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2612164.53   | 0.23%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1227178 | PA      | $1270475.69   | 0.11%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    790000 | PA      | $784891.20    | 0.07%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1733344.31   | 0.15%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                 | GATX Corp                                                                        | CUSIP: 361448AQ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438105.78    | 0.04%             | 2023-03-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                      | KIND Trust 2021-KIND                                                             | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050183 | PA      | $1857189.72   | 0.16%             | 2038-08-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                   | BSREP Commercial Mortgage Trust 2021-DC                                          | CUSIP: 05591UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $606346.86    | 0.05%             | 2038-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2020-2 | GM Financial Consumer Automobile Receivables Trust 2020-2                        | CUSIP: 36258VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177064 | PA      | $174970.22    | 0.02%             | 2024-12-16      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3086693.20   | 0.27%             | 2023-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    449000 | PA      | $423286.23    | 0.04%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2021-4                                       | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2386468 | PA      | $1928000.51   | 0.17%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP1 Trust                                                              | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563039 | PA      | $525388.07    | 0.05%             | 2060-02-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                              | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2001428 | PA      | $1709904.29   | 0.15%             | 2051-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1681691.68   | 0.15%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2400000 | PA      | $2076537.70   | 0.18%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132636.24    | 0.01%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1261445.32   | 0.11%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-2                                        | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593707 | PA      | $449909.23    | 0.04%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                       | CUSIP: 09228YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    690595 | PA      | $629831.04    | 0.05%             | 2041-12-16      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $612494.67    | 0.05%             | 2036-12-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    526832 | PA      | $467532.70    | 0.04%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1553590.38   | 0.13%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465163 | PA      | $449884.54    | 0.04%             | 2052-06-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684884 | PA      | $562284.15    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAG8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1520000 | PA      | $1426064.55   | 0.12%             | 2024-06-11      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE19 Mortgage Trust                                                  | CUSIP: 12592GBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1760000 | PA      | $1688118.08   | 0.15%             | 2047-08-10      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1478331.29   | 0.13%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    910000 | PA      | $898067.81    | 0.08%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1387292.00   | 0.12%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR Remic Trust 2020-DNA2                                          | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   1221207 | PA      | $1219228.60   | 0.11%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3843259.79   | 0.33%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2088610.87   | 0.18%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1944674.73   | 0.17%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3240000 | PA      | $3092503.21   | 0.27%             | 2029-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1155119.95   | 0.10%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1228812.70   | 0.11%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FIN CA                                       | Schlumberger Finance Canada Ltd                                                  | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $623531.24    | 0.05%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2013-300P Mortgage Trust                                                    | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $1141769.42   | 0.10%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                  | Martin Marietta Materials Inc                                                    | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    855000 | PA      | $833133.73    | 0.07%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FAP2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    202365 | PA      | $196257.64    | 0.02%             | 2048-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    955000 | PA      | $937351.44    | 0.08%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-1                                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310394 | PA      | $1076047.67   | 0.09%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1805967.83   | 0.16%             | 2027-06-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                     | TRK 2021-INV1 Trust                                                              | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449214 | PA      | $375977.73    | 0.03%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506942.34    | 0.04%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1404431.83   | 0.12%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    990000 | PA      | $994254.62    | 0.09%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2020-HQA4                                          | CUSIP: 35565RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6701 | PA      | $6705.33      | 0.00%             | 2050-09-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418C7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121122 | PA      | $120949.55    | 0.01%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1494170.51   | 0.13%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                     | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RAL1<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |   4505000 | PA      | $4431133.45   | 0.38%             | 2031-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                                        | Cold Storage Trust 2020-ICE5                                                     | CUSIP: 193051AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1484316 | PA      | $1439118.28   | 0.12%             | 2037-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                            | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $1938239.40   | 0.17%             | 2025-08-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2920000 | PA      | $2719333.98   | 0.24%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                          | Triton Container International Ltd                                               | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   2770000 | PA      | $2673859.09   | 0.23%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165886 | PA      | $172653.51    | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $861714.19    | 0.07%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1542902 | PA      | $1532955.27   | 0.13%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1159664.93   | 0.10%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1464271.10   | 0.13%             | 2025-06-09      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3543910.49   | 0.31%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                  | Octane Receivables Trust 2022-1                                                  | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290000 | PA      | $1242935.77   | 0.11%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                | Hasbro Inc                                                                       | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3413278.96   | 0.30%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384512 | PA      | $1307819.35   | 0.11%             | 2038-06-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1727313.35   | 0.15%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   3725000 | PA      | $3290896.81   | 0.29%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194512.63    | 0.02%             | 2024-06-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2019-INV2                                             | CUSIP: 92537HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539742 | PA      | $522344.41    | 0.05%             | 2059-07-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $850650.50    | 0.07%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790935 | PA      | $711560.01    | 0.06%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-2                                                | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682548 | PA      | $570008.78    | 0.05%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2022-GR1                                     | CUSIP: 36266TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3310067 | PA      | $2845012.26   | 0.25%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2021-2                                       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921467 | PA      | $854789.94    | 0.07%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2194648.01   | 0.19%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Loan Trust 2020-A                                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1111329 | PA      | $1015787.76   | 0.09%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1993263.80   | 0.17%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank NA - SBCLN                                                        | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289188 | PA      | $278231.90    | 0.02%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                                  | LeasePlan Corp NV                                                                | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |   1440000 | PA      | $1352166.61   | 0.12%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935000 | PA      | $891336.62    | 0.08%             | 2036-06-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    255000 | PA      | $244798.12    | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                  | Israel Electric Corp Ltd                                                         | CUSIP: 465077AK1<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   1750000 | PA      | $1735326.25   | 0.15%             | 2024-11-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                     | Stellantis Finance US Inc                                                        | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1194616.68   | 0.10%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                              | Fortinet Inc                                                                     | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1305983.99   | 0.11%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2       | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1681705 | PA      | $1456012.43   | 0.13%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31371LBG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126143 | PA      | $129542.93    | 0.01%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2312647 | PA      | $2228338.62   | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMware Inc                                                                       | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1339412.14   | 0.12%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1110862.77   | 0.10%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                  | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    990000 | PA      | $920609.28    | 0.08%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                             | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4770000 | PA      | $4683802.76   | 0.41%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    483292 | PA      | $490247.45    | 0.04%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617862 | PA      | $615015.20    | 0.05%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133966 | PA      | $127834.37    | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410LEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       808 | PA      | $813.27       | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                             | Nordstrom Inc                                                                    | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    320000 | PA      | $300420.80    | 0.03%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | Bank 2019-BNK19                                                                  | CUSIP: 06540WBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451548 | PA      | $422220.78    | 0.04%             | 2061-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1170000 | PA      | $1213164.63   | 0.11%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3209979 | PA      | $2622876.46   | 0.23%             | 2067-01-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                            | FirstKey Homes 2020-SFR1 Trust                                                   | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3355000 | PA      | $2989326.14   | 0.26%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1215000 | PA      | $1199623.48   | 0.10%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2020-PTB                                        | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4251675 | PA      | $3759557.78   | 0.33%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                    | BIG Commercial Mortgage Trust 2022-BIG                                           | CUSIP: 05551UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $710729.52    | 0.06%             | 2039-02-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83506 | PA      | $79856.78     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |   1881508 | PA      | $1840460.13   | 0.16%             | 2037-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-UBS5 Mortgage Trust                                                    | CUSIP: 12592KBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2825000 | PA      | $2729117.81   | 0.24%             | 2047-09-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                              | World Omni Select Auto Trust 2020-A                                              | CUSIP: 98163DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1294600.86   | 0.11%             | 2026-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-3 Mortgage Loan Trust                                                  | CUSIP: 19688FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709784 | PA      | $555708.93    | 0.05%             | 2066-09-27      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                       | SG Residential Mortgage Trust 2022-1                                             | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1987092 | PA      | $1785633.57   | 0.15%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31400Y2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257182 | PA      | $266393.42    | 0.02%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                        | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142645 | PA      | $138488.66    | 0.01%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR Trust 2021-TY                                                                | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585000 | PA      | $1482939.95   | 0.13%             | 2038-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                   | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1456067.17   | 0.13%             | 2036-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140N0DG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514781 | PA      | $483365.94    | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3120845.96   | 0.27%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                          | Fifth Third Bank NA                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2264226.03   | 0.20%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                      | Western Union Co/The                                                             | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3282743.12   | 0.28%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2017-1                                        | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290403 | PA      | $238217.21    | 0.02%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157971 | PA      | $159688.50    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2022-NQM4                                           | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1518893 | PA      | $1447650.70   | 0.13%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2020-1                                       | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750711 | PA      | $720189.94    | 0.06%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3380000 | PA      | $3309891.40   | 0.29%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1249333.94   | 0.11%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                  | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1145000 | PA      | $1107427.07   | 0.10%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055000 | PA      | $1009092.20   | 0.09%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                        | CUSIP: 31349UK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55191 | PA      | $53785.18     | 0.00%             | 2035-02-01      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                       | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    880000 | PA      | $861774.76    | 0.07%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                             | Sempra Energy                                                                    | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1223750.16   | 0.11%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2017-1                                        | CUSIP: 31574XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249449 | PA      | $198627.49    | 0.02%             | 2066-02-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2085937.10   | 0.18%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2020-2                                  | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $783316.56    | 0.07%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                            | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285944 | PA      | $263090.07    | 0.02%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2020-4                                    | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1009669 | PA      | $999588.15    | 0.09%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |   1280000 | PA      | $1211616.00   | 0.11%             | 2025-05-12      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473022.86    | 0.04%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66066 | PA      | $64686.15     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3252018.49   | 0.28%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDE1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $726214.97    | 0.06%             | 2025-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2823966.96   | 0.24%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                             | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    565000 | PA      | $558427.31    | 0.05%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1525795.38   | 0.13%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    617372 | PA      | $618507.02    | 0.05%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1679051 | PA      | $1615322.76   | 0.14%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1689321.33   | 0.15%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140MM4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990933 | PA      | $930461.31    | 0.08%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2019-E                                 | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1223681 | PA      | $1152602.76   | 0.10%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957435 | PA      | $956952.02    | 0.08%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340982 | PA      | $1415794.82   | 0.12%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2970125 | PA      | $2506079.10   | 0.22%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651200 | PA      | $625502.50    | 0.05%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                | Elara HGV Timeshare Issuer 2016-A LLC                                            | CUSIP: 28415PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471063 | PA      | $466958.46    | 0.04%             | 2028-04-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | CarMax Auto Owner Trust 2020-3                                                   | CUSIP: 14315FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2730000 | PA      | $2575614.13   | 0.22%             | 2026-03-16      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                   | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    536390 | PA      | $462674.41    | 0.04%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QLPH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148623 | PA      | $150625.10    | 0.01%             | 2035-08-01      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                 | GATX Corp                                                                        | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1877700.36   | 0.16%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                          | Symphony CLO XXIII Ltd                                                           | CUSIP: 87167NDC6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   3645000 | PA      | $3571472.48   | 0.31%             | 2034-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2631655.54   | 0.23%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW Owner Trust 2017-1                                                           | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117989 | PA      | $115338.47    | 0.01%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                               | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1696802.46   | 0.15%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                  | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   1790000 | PA      | $1579954.69   | 0.14%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663410 | PA      | $682165.15    | 0.06%             | 2029-01-25      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2330000 | PA      | $2010713.58   | 0.17%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust I LLC 2019-4                                            | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53365 | PA      | $53031.79     | 0.00%             | 2049-07-26      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                                              | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1751190.11   | 0.15%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232079 | PA      | $240589.46    | 0.02%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd           | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2245000 | PA      | $2158948.86   | 0.19%             | 2034-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2345000 | PA      | $2173242.05   | 0.19%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1505000 | PA      | $1491259.30   | 0.13%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-R2                                               | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731938 | PA      | $666894.96    | 0.06%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                       | Volkswagen Auto Loan Enhanced Trust 2020-1                                       | CUSIP: 92868JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1007887.97   | 0.09%             | 2026-08-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $433290.81    | 0.04%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TENAGA NASIONAL BERHAD                                    | Tenaga Nasional Bhd                                                              | CUSIP: 000000000<br>LEI: 549300FV8X6UID6I1413 | Long             | DBT              | CORP              | MY        |   1200000 | PA      | $1249079.99   | 0.11%             | 2025-11-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                   | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $119712.76    | 0.01%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716354 | PA      | $750879.88    | 0.07%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31401KL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243076 | PA      | $248283.99    | 0.02%             | 2033-06-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1751538.14   | 0.15%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -123 | NC      | $20965.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1177721.49   | 0.10%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                         | Santander Retail Auto Lease Trust 2020-A                                         | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245000 | PA      | $1229288.35   | 0.11%             | 2024-11-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1625046.79   | 0.14%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                | PSMC 2021-1 Trust                                                                | CUSIP: 693650AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2758164 | PA      | $2384387.13   | 0.21%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $998485.33    | 0.09%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                  | Ford Credit Auto Owner Trust 2020-REV2                                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1172598.17   | 0.10%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                     | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1223378.04   | 0.11%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $915649.98    | 0.08%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                    | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1060000 | PA      | $968818.70    | 0.08%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7590000 | PA      | $7266509.34   | 0.63%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                               | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1865000 | PA      | $1807271.29   | 0.16%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21 II LTD                                    | HPHT Finance 21 II Ltd                                                           | CUSIP: 000000000<br>LEI: 254900SLH6EYTB8QK559 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1750180.00   | 0.15%             | 2026-09-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                                          | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1110000 | PA      | $1083371.78   | 0.09%             | 2033-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2020-2 Receivables Funding LLC                                  | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378347 | PA      | $357122.54    | 0.03%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1038165 | PA      | $1025276.44   | 0.09%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1130000 | PA      | $1066993.40   | 0.09%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                 | Santander Consumer Auto Receivables Trust 2020-B                                 | CUSIP: 802830AR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1745036.93   | 0.15%             | 2026-04-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44248 | PA      | $44232.59     | 0.00%             | 2030-01-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1571733.06   | 0.14%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $874699.36    | 0.08%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186171 | PA      | $193448.71    | 0.02%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE19 Mortgage Trust                                                  | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $638901.59    | 0.06%             | 2047-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -197 | NC      | $59744.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1013473 | PA      | $1010374.60   | 0.09%             | 2042-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $828659.29    | 0.07%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                             | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1335329.35   | 0.12%             | 2023-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25310 | PA      | $25853.81     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                  | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122NC34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1505000 | PA      | $1432758.80   | 0.12%             | 2024-06-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-5                                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    769075 | PA      | $740826.54    | 0.06%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                             | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2741247.07   | 0.24%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust 2020-A                                         | CUSIP: 98163MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $784179.83    | 0.07%             | 2026-08-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30560000 | PA      | $30563581.33  | 2.65%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAK3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1687422.21   | 0.15%             | 2024-11-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2120325.64   | 0.18%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                       | CBAM 2019-9 Ltd                                                                  | CUSIP: 14987VAA7<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |   5399541 | PA      | $5343789.97   | 0.46%             | 2030-02-12      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2055311.87   | 0.18%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |   1670000 | PA      | $1659092.58   | 0.14%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2695000 | PA      | $2487680.90   | 0.22%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3332615.46   | 0.29%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3217374.75   | 0.28%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2444989 | PA      | $2248868.91   | 0.20%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                 | Kubota Credit Owner Trust 2020-1                                                 | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332798 | PA      | $330791.08    | 0.03%             | 2024-03-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                          | CIFC Funding 2014-II-R Ltd                                                       | CUSIP: 12548RAB0<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   3958864 | PA      | $3917645.90   | 0.34%             | 2030-04-24      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2130000 | PA      | $2032335.88   | 0.18%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332441.18    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165672 | PA      | $164787.55    | 0.01%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                       | CNH Equipment Trust 2019-C                                                       | CUSIP: 12597CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590999 | PA      | $585687.32    | 0.05%             | 2024-12-16      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807216 | PA      | $615863.07    | 0.05%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226011 | PA      | $229069.91    | 0.02%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751668 | PA      | $731128.83    | 0.06%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2021-2                                  | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2095000 | PA      | $1859608.94   | 0.16%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-3                                        | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793452 | PA      | $636624.96    | 0.06%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-6                                       | CUSIP: 30168AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $305708.03    | 0.03%             | 2026-08-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                              | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    872349 | PA      | $867468.62    | 0.08%             | 2034-04-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2970000 | PA      | $2932629.77   | 0.25%             | 2023-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                     | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $826136.49    | 0.07%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr         | GM Financial Consumer Automobile Receivables Trust 2020-4                        | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $924578.59    | 0.08%             | 2026-05-18      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6699000 | PA      | $6572174.00   | 0.57%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-5                                                  | CUSIP: 03464WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336996 | PA      | $301879.09    | 0.03%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2330447 | PA      | $2245551.10   | 0.19%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411301 | PA      | $378824.98    | 0.03%             | 2050-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2021-HP1                                     | CUSIP: 36262RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023257 | PA      | $879492.15    | 0.08%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAM8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   2710000 | PA      | $2628281.55   | 0.23%             | 2030-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2095000 | PA      | $1858659.68   | 0.16%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO 2014-7 Ltd                                                               | CUSIP: 67107KAZ9<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |   3916583 | PA      | $3880871.36   | 0.34%             | 2029-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143676 | PA      | $148796.41    | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-1 Mortgage Loan Trust                                                  | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978039 | PA      | $783424.76    | 0.07%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                       | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1058918.25   | 0.09%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-3                                                 | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474850 | PA      | $449748.57    | 0.04%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                            | CUSIP: 95003JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2262481 | PA      | $1976160.73   | 0.17%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    439413 | PA      | $390384.75    | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AD7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    955455 | PA      | $951914.58    | 0.08%             | 2032-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                              | AutoZone Inc                                                                     | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    920000 | PA      | $890978.81    | 0.08%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                 | Qorvo Inc                                                                        | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    960000 | PA      | $885360.00    | 0.08%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    677647 | PA      | $680254.37    | 0.06%             | 2042-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2045000 | PA      | $1936895.02   | 0.17%             | 2024-02-27      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147948 | PA      | $147511.07    | 0.01%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                     | GM Financial Automobile Leasing Trust 2020-2                                     | CUSIP: 36259PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $858384.66    | 0.07%             | 2024-07-22      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XXV Ltd                                                                | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $662673.37    | 0.06%             | 2032-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |   2320000 | PA      | $2273003.76   | 0.20%             | 2024-03-28      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1266713.67   | 0.11%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                  | First American Financial Corp                                                    | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    615000 | PA      | $605305.84    | 0.05%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                            | SLIDE 2018-FUN                                                                   | CUSIP: 831350AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581786 | PA      | $1570042.94   | 0.14%             | 2031-06-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                     | KKR CLO 29 Ltd                                                                   | CUSIP: 48254GAA4<br>LEI: 5493000WWM0GGYYSIJ83 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2461999.83   | 0.21%             | 2032-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                                          | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1850000 | PA      | $1796235.15   | 0.16%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    535000 | PA      | $515334.74    | 0.04%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Stacr Remic Trust 2020-HQA2                                          | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650736 | PA      | $660224.27    | 0.06%             | 2050-03-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2017-A                                              | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209999 | PA      | $206748.13    | 0.02%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463051 | PA      | $421645.72    | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3772152.94   | 0.33%             | 2024-03-08      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2350000 | PA      | $2268636.33   | 0.20%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                     | Galton Funding Mortgage Trust 2020-H1                                            | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $790319.97    | 0.07%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                   | Mello Mortgage Capital Acceptance 2021-INV3                                      | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1434627 | PA      | $1233065.95   | 0.11%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                           | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2058423.94   | 0.18%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1465000 | PA      | $1284882.75   | 0.11%             | 2027-06-11      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5250 | PA      | $5002.44      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                     | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    795000 | PA      | $790958.83    | 0.07%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140000 | PA      | $2099073.57   | 0.18%             | 2036-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-5                                       | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2940000 | PA      | $2956512.80   | 0.26%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                         | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1434490.94   | 0.12%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2021-NQM3                                        | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119374 | PA      | $1007663.86   | 0.09%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust 2022-A                                         | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1031212.74   | 0.09%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2577122.38   | 0.22%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH3                                                  | CUSIP: 81746WAB4<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     67275 | PA      | $65266.50     | 0.01%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2021494.28   | 0.18%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1330000 | PA      | $1253172.80   | 0.11%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $673724.66    | 0.06%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2524012 | PA      | $2451241.42   | 0.21%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2020-1                                  | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1109159.11   | 0.10%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                     | GM Financial Automobile Leasing Trust 2020-2                                     | CUSIP: 36259PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240240 | PA      | $1238126.08   | 0.11%             | 2024-07-22      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3050000 | PA      | $3048683.44   | 0.26%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $393128.60    | 0.03%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3598 | PA      | $3458.49      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124240 | PA      | $115267.31    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2019-1                                                 | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874322 | PA      | $826666.68    | 0.07%             | 2058-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW Owner Trust 2019-1                                                           | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872671 | PA      | $823073.04    | 0.07%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418MCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2312 | PA      | $2345.14      | 0.00%             | 2035-01-01      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410GDU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18727 | PA      | $18348.38     | 0.00%             | 2033-02-01      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2022-2                                    | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3340000 | PA      | $3194138.53   | 0.28%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2475000 | PA      | $2403921.47   | 0.21%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482452.48    | 0.04%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                   | Banco del Estado de Chile                                                        | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |   1010000 | PA      | $955063.83    | 0.08%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                  | OBX 2021-NQM3 Trust                                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758750 | PA      | $574105.68    | 0.05%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                  | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2610000 | PA      | $2576070.00   | 0.22%             | 2031-07-27      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HCL AMERICA INC                                           | HCL America Inc                                                                  | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3453534.55   | 0.30%             | 2026-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2510000 | PA      | $2341377.25   | 0.20%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1675632.51   | 0.15%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                            | SLIDE 2018-FUN                                                                   | CUSIP: 831350AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218157 | PA      | $1196963.51   | 0.10%             | 2031-06-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2420000 | PA      | $2345321.95   | 0.20%             | 2047-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    960000 | PA      | $978815.55    | 0.08%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP2 Trust                                                              | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863763 | PA      | $741201.97    | 0.06%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3925311.04   | 0.34%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-3                                        | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570958 | PA      | $434485.72    | 0.04%             | 2066-09-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221162 | PA      | $208117.64    | 0.02%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| RLGH Trust                                                | RLGH Trust 2021-TROT                                                             | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1322746.92   | 0.11%             | 2036-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-3                                                  | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    816038 | PA      | $674048.49    | 0.06%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178322 | PA      | $185219.63    | 0.02%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35197 | PA      | $35958.14     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XAL1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   2225000 | PA      | $2162941.12   | 0.19%             | 2034-07-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage                                                                   | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1045000 | PA      | $1037813.32   | 0.09%             | 2024-04-23      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BCP Trust                                                 | BCP Trust 2021-330N                                                              | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045000 | PA      | $978045.07    | 0.08%             | 2038-06-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                  | Israel Electric Corp Ltd                                                         | CUSIP: 46507NAE0<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    565000 | PA      | $568528.99    | 0.05%             | 2023-06-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                | Elara HGV Timeshare Issuer 2017-A LLC                                            | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258431 | PA      | $247497.87    | 0.02%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                   | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3466980.84   | 0.30%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                  | Ford Credit Auto Owner Trust 2019-REV1                                           | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4155000 | PA      | $4075186.61   | 0.35%             | 2030-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              |  | US        |   2045000 | PA      | $1928818.44   | 0.17%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1746502.63   | 0.15%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    520000 | PA      | $497870.04    | 0.04%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EHQ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       408 | PA      | $410.75       | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36225DFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    284343 | PA      | $276844.21    | 0.02%             | 2034-09-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                     | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    710000 | PA      | $649827.24    | 0.06%             | 2025-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP1 Trust                                                              | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603925 | PA      | $533530.33    | 0.05%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                          | WFRBS Commercial Mortgage Trust 2014-LC14                                        | CUSIP: 96221TAE7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |   1465000 | PA      | $1437586.48   | 0.12%             | 2047-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423580 | PA      | $357977.80    | 0.03%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2022-4                                    | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3095000 | PA      | $2965105.64   | 0.26%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1635000 | PA      | $1565693.99   | 0.14%             | 2036-10-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2345000 | PA      | $2195798.44   | 0.19%             | 2033-10-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3390000 | PA      | $3145642.16   | 0.27%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31385XFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17726 | PA      | $17349.24     | 0.00%             | 2033-04-01      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                  | Pioneer Natural Resources Co                                                     | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1259108.77   | 0.11%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    990684 | PA      | $930348.55    | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2592844 | PA      | $2235013.48   | 0.19%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                       | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55648 | PA      | $55342.10     | 0.00%             | 2065-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                   | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1084151.40   | 0.09%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352559 | PA      | $348820.35    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                     | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245094.14    | 0.02%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2455000 | PA      | $2387666.49   | 0.21%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $536407.33    | 0.05%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                | BINOM Securitization Trust 2021-INV1                                             | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    673186 | PA      | $585763.74    | 0.05%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2683859.32   | 0.23%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5875000 | PA      | $5838281.25   | 0.51%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                    | Cox Communications Inc                                                           | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $3087330.84   | 0.27%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298279 | PA      | $255399.33    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2800307.39   | 0.24%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1899489.35   | 0.16%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                        | Diageo Capital PLC                                                               | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1115200.93   | 0.10%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                                | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1286135.73   | 0.11%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-INV1                                    | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111280 | PA      | $955148.55    | 0.08%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2785800.67   | 0.24%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                              | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   3960000 | PA      | $3880993.33   | 0.34%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                           | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2460000 | PA      | $2293150.01   | 0.20%             | 2036-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                            | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1600274.94   | 0.14%             | 2034-09-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE15 Mortgage Trust                                                  | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715000 | PA      | $1659642.72   | 0.14%             | 2047-02-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674666.23    | 0.06%             | 2023-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4465000 | PA      | $4477635.32   | 0.39%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $414755.14    | 0.04%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2022-B                            | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816322 | PA      | $811793.59    | 0.07%             | 2032-08-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1980927 | PA      | $1971947.87   | 0.17%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2825000 | PA      | $2702337.77   | 0.23%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd           | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1590000 | PA      | $1533408.72   | 0.13%             | 2036-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1635000 | PA      | $1408930.56   | 0.12%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1893341.39   | 0.16%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| CK HUTCH INTL 17 II LTD                                   | CK Hutchison International 17 II Ltd                                             | CUSIP: 000000000<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2188167.06   | 0.19%             | 2023-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2022-C                            | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2390000 | PA      | $2391203.13   | 0.21%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103557 | PA      | $104127.36    | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1328497.72   | 0.12%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60806 | PA      | $63018.53     | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58565000 | PA      | $55348500.10  | 4.80%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560204 | PA      | $492778.64    | 0.04%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH3                                                  | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     16607 | PA      | $16196.82     | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2095000 | PA      | $2081827.50   | 0.18%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                | Zoetis Inc                                                                       | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1403969.13   | 0.12%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                  | Jackson National Life Global Funding                                             | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1983106.30   | 0.17%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1780300.65   | 0.15%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    657053 | PA      | $626340.08    | 0.05%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2955376 | PA      | $2777507.14   | 0.24%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31400FDQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36751 | PA      | $35791.91     | 0.00%             | 2033-02-01      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1890000 | PA      | $1869351.30   | 0.16%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1304912.88   | 0.11%             | 2026-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                   | QVC Inc                                                                          | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2210298.75   | 0.19%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $3254111.56   | 0.28%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2373805 | PA      | $2120612.25   | 0.18%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1851468.31   | 0.16%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                           | Oceanview Mortgage Trust 2022-INV1                                               | CUSIP: 67648BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1552642 | PA      | $1334500.57   | 0.12%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1992329.09   | 0.17%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265575 | PA      | $238543.47    | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                  | Perrigo Finance Unlimited Co                                                     | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   5480000 | PA      | $5186052.80   | 0.45%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2596977.36   | 0.23%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1443727.89   | 0.13%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1820960.70   | 0.16%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   1300000 | PA      | $1282166.65   | 0.11%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                                   | Hundred Acre Wood Trust 2021-INV1                                                | CUSIP: 44590HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1679701 | PA      | $1464147.77   | 0.13%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                           | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    670000 | PA      | $640139.11    | 0.06%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust 2020-A                                            | CUSIP: 44891LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533003 | PA      | $525689.69    | 0.05%             | 2024-11-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                            | KKR Industrial Portfolio Trust 2021-KDIP                                         | CUSIP: 48254CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $627433.29    | 0.05%             | 2037-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                      | Kansas City Southern/Old                                                         | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1923192.77   | 0.17%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1288515.66   | 0.11%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $837449.99    | 0.07%             | 2025-03-22      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                            | Finance of America HECM Buyout 2022-HB2                                          | CUSIP: 317380AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2832969 | PA      | $2780591.34   | 0.24%             | 2024-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    725000 | PA      | $638577.61    | 0.06%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust I LLC 2019-1                                            | CUSIP: 03464MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50204 | PA      | $49985.90     | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-3                                                  | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228960 | PA      | $205961.78    | 0.02%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1467142.88   | 0.13%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 26 Ltd                                        | CUSIP: 64131QAL4<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1755000 | PA      | $1693281.48   | 0.15%             | 2030-10-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484983 | PA      | $455730.03    | 0.04%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   4200000 | PA      | $4068485.95   | 0.35%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                  | Devon Energy Corp                                                                | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1018882.47   | 0.09%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410GDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67177 | PA      | $65952.43     | 0.01%             | 2035-06-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                         | Santander Retail Auto Lease Trust 2022-B                                         | CUSIP: 80287UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $953888.46    | 0.08%             | 2027-03-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1401936.69   | 0.12%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2024740 | PA      | $1999802.91   | 0.17%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                       | SG Residential Mortgage Trust 2020-2                                             | CUSIP: 81882JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404082 | PA      | $351993.79    | 0.03%             | 2065-05-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP1 Trust                                                              | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344324 | PA      | $319280.88    | 0.03%             | 2060-02-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1745389.49   | 0.15%             | 2033-10-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1310253.56   | 0.11%             | 2025-09-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1162398.51   | 0.10%             | 2024-04-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    905000 | PA      | $836711.43    | 0.07%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1274377.71   | 0.11%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                   | Daimler Trucks Finance North America LLC                                         | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1871455.97   | 0.16%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298309 | PA      | $309626.09    | 0.03%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-1                                       | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $899750.64    | 0.08%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2455442.19   | 0.21%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2020-SFR2 Trust                                             | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459432 | PA      | $422415.92    | 0.04%             | 2037-06-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463648 | PA      | $372924.71    | 0.03%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73707 | PA      | $68663.34     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1925000 | PA      | $1893131.05   | 0.16%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770000 | PA      | $1613112.51   | 0.14%             | 2048-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    685000 | PA      | $683251.33    | 0.06%             | 2023-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                           | PerkinElmer Inc                                                                  | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2448126.65   | 0.21%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    335000 | PA      | $317235.43    | 0.03%             | 2024-10-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1847000 | PA      | $1834292.90   | 0.16%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | Carmax Auto Owner Trust 2019-2                                                   | CUSIP: 14316LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3280000 | PA      | $3248416.88   | 0.28%             | 2024-12-16      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                       | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $317602.51    | 0.03%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1790681.05   | 0.16%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1894233.30   | 0.16%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                  | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   1480000 | PA      | $1426054.00   | 0.12%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 32 Ltd                                        | CUSIP: 64132DAJ7<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |   3755000 | PA      | $3682398.95   | 0.32%             | 2032-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                 | CIM Trust 2020-INV1                                                              | CUSIP: 12560AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325199 | PA      | $1100654.40   | 0.10%             | 2050-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $308372.05    | 0.03%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112157 | PA      | $109802.10    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $656087.56    | 0.06%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                | PSMC 2021-2 Trust                                                                | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276876 | PA      | $239354.41    | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust 2020-B                                            | CUSIP: 44933FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1290083.62   | 0.11%             | 2026-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155447 | PA      | $143968.70    | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1130967 | PA      | $1062732.23   | 0.09%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                             | Westlake Corp                                                                    | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    365000 | PA      | $339129.07    | 0.03%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1650972 | PA      | $1409336.68   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1160000 | PA      | $1091373.12   | 0.09%             | 2041-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1630000 | PA      | $1617158.63   | 0.14%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                         | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2230000 | PA      | $2190982.65   | 0.19%             | 2033-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                    | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    155000 | PA      | $153713.50    | 0.01%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2022-GR2                                     | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18896 | PA      | $18530.99     | 0.00%             | 2044-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                           | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715000 | PA      | $1600743.44   | 0.14%             | 2036-12-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $389699.17    | 0.03%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1778653.38   | 0.15%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1140000 | PA      | $1127488.40   | 0.10%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $2987047.57   | 0.26%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    780000 | PA      | $741025.92    | 0.06%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-1                                      | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246715 | PA      | $218156.83    | 0.02%             | 2065-05-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                     | GM Financial Automobile Leasing Trust 2022-3                                     | CUSIP: 380130AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2370556.08   | 0.21%             | 2026-08-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025000 | PA      | $966171.97    | 0.08%             | 2029-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2092046.47   | 0.18%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1045000 | PA      | $889063.95    | 0.08%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1380000 | PA      | $1370598.57   | 0.12%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1930000 | PA      | $1785549.61   | 0.15%             | 2024-02-02      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    965000 | PA      | $959330.00    | 0.08%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    905000 | PA      | $910072.04    | 0.08%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                            | KKR Industrial Portfolio Trust 2021-KDIP                                         | CUSIP: 48254CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476250 | PA      | $449596.95    | 0.04%             | 2037-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2019-EXP2 Trust                                                              | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138024 | PA      | $132128.18    | 0.01%             | 2059-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3351603 | PA      | $2944874.21   | 0.26%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2022-5                                    | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $957847.37    | 0.08%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327037 | PA      | $301172.97    | 0.03%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-INV2                                    | CUSIP: 64831GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3002496 | PA      | $2580653.69   | 0.22%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                          | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245900 | PA      | $206236.98    | 0.02%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                           | BDO Unibank Inc                                                                  | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | DBT              | CORP              | PH        |   3700000 | PA      | $3671232.50   | 0.32%             | 2023-03-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    775000 | PA      | $667729.87    | 0.06%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Symphony Static CLO Ltd                                   | Symphony Static CLO I Ltd                                                        | CUSIP: 87190TAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2825000 | PA      | $2739869.25   | 0.24%             | 2029-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1467340.08   | 0.13%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                               | Daimler Trucks Retail Trust 2020-1                                               | CUSIP: 233854AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1752042 | PA      | $1745312.55   | 0.15%             | 2027-06-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105934 | PA      | $104481.89    | 0.01%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH2                                                  | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86460 | PA      | $80075.62     | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474108 | PA      | $474877.07    | 0.04%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21131 | PA      | $20694.36     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Orleans Hotel Trust                                   | New Orleans Hotel Trust 2019-HNLA                                                | CUSIP: 647622AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2575999 | PA      | $2434449.14   | 0.21%             | 2032-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2022-C                            | CUSIP: 80290CBE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $529789.11    | 0.05%             | 2032-12-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $783140.34    | 0.07%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537540 | PA      | $442196.10    | 0.04%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    950000 | PA      | $903669.91    | 0.08%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2108812.71   | 0.18%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2022-A                                 | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2962294 | PA      | $2574407.40   | 0.22%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1230000 | PA      | $1158164.64   | 0.10%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2021-NQM2                                           | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957527 | PA      | $724919.66    | 0.06%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                         | Santander Retail Auto Lease Trust 2021-C                                         | CUSIP: 80286CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290000 | PA      | $1194260.84   | 0.10%             | 2026-03-20      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2021-INV2 Trust                           | CUSIP: 95003FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1763085 | PA      | $1521874.29   | 0.13%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                           | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $457437.17    | 0.04%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                          | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1580050.46   | 0.14%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer                       | BRE Grand Islander Timeshare Issuer 2019-A LLC                                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309748 | PA      | $291227.32    | 0.03%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245446.22    | 0.02%             | 2023-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9BP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82161 | PA      | $85365.55     | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1076163 | PA      | $1058455.08   | 0.09%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    720000 | PA      | $708162.52    | 0.06%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1114 | NC      | $296257.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                           | MVW Owner Trust 2017-1                                                           | CUSIP: 553896AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108423 | PA      | $101904.49    | 0.01%             | 2034-12-20      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2021-JACX                             | CUSIP: 05493LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570000 | PA      | $1435370.46   | 0.12%             | 2038-09-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EKA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872918 | PA      | $884761.31    | 0.08%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust                             | GCT Commercial Mortgage Trust 2021-GCT                                           | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1232261.40   | 0.11%             | 2038-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1478611.32   | 0.13%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                  | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $408260.17    | 0.04%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2019-EXP3 Trust                                                              | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120248 | PA      | $115386.09    | 0.01%             | 2059-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -386 | NC      | $-6579.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER MEXICO                                    | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 000000000<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   2200000 | PA      | $2181740.00   | 0.19%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1000983.50   | 0.09%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                | Ecolab Inc                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1949535.17   | 0.17%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1109330 | PA      | $1000203.45   | 0.09%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAX5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2350000 | PA      | $2148990.94   | 0.19%             | 2025-02-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                        | Diageo Capital PLC                                                               | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1193284.77   | 0.10%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2087155.09   | 0.18%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                | NLT 2021-INV2 Trust                                                              | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    839182 | PA      | $653457.29    | 0.06%             | 2056-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                     | Jackson Financial Inc                                                            | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2075748.99   | 0.18%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3133TPPJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100858 | PA      | $104066.94    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                            | Brunswick Corp/DE                                                                | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2255773.61   | 0.20%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-INV1 Trust                                                              | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169342 | PA      | $151127.05    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604827 | PA      | $556548.45    | 0.05%             | 2060-05-24      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                        | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104259 | PA      | $101096.79    | 0.01%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   4235000 | PA      | $3979651.61   | 0.35%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $978066.98    | 0.08%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36225DLD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    427735 | PA      | $420787.84    | 0.04%             | 2035-01-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1242225.63   | 0.11%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                  | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3565000 | PA      | $3523672.02   | 0.31%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-4                                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945000 | PA      | $896905.36    | 0.08%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178820 | PA      | $189626.75    | 0.02%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1567320.96   | 0.14%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262879 | PA      | $249925.30    | 0.02%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                               | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    880000 | PA      | $823750.85    | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136AYQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1959768 | PA      | $1819495.77   | 0.16%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                    | Skyworks Solutions Inc                                                           | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    650000 | PA      | $637236.59    | 0.06%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust                            | CGDB Commercial Mortgage Trust 2019-MOB                                          | CUSIP: 125284AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2615000 | PA      | $2500932.65   | 0.22%             | 2036-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1898253.07   | 0.16%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2021-J1 Trust                                                                | CUSIP: 67113XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910752 | PA      | $1647055.47   | 0.14%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1225320.69   | 0.11%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96744 | PA      | $100789.34    | 0.01%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1867389.12   | 0.16%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1412399 | PA      | $1247139.71   | 0.11%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                           | PerkinElmer Inc                                                                  | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1341961.11   | 0.12%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                      | BX Commercial Mortgage Trust 2019-XL                                             | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1249500 | PA      | $1228557.13   | 0.11%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2019-INV1                                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665197 | PA      | $629661.80    | 0.05%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2643003.56   | 0.23%             | 2026-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    760000 | PA      | $710875.74    | 0.06%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    610000 | PA      | $596740.50    | 0.05%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2020-INV2                                               | CUSIP: 46652KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457159 | PA      | $385116.82    | 0.03%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                               | LG Chem Ltd                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |   3000000 | PA      | $2880775.11   | 0.25%             | 2024-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WKFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587035 | PA      | $548852.33    | 0.05%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1427827.39   | 0.12%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                          | Genuine Parts Co                                                                 | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    765000 | PA      | $714857.46    | 0.06%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                       | LSEGA Financing PLC                                                              | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   2875000 | PA      | $2700312.53   | 0.23%             | 2024-04-06      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139790 | PA      | $132226.92    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $841248.22    | 0.07%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   5470000 | PA      | $5418295.59   | 0.47%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    464750 | PA      | $475135.56    | 0.04%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                    | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1605000 | PA      | $1593454.77   | 0.14%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1736384.86   | 0.15%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3122200.02   | 0.27%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2019-A                                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1634768 | PA      | $1563016.66   | 0.14%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2020-A                                              | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    761599 | PA      | $716389.90    | 0.06%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                            | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1510280.57   | 0.13%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88616 | PA      | $86826.83     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2292131.02   | 0.20%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2019-BNK24                                                                  | CUSIP: 06540VAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307474 | PA      | $299130.72    | 0.03%             | 2062-11-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2015-200P                             | CUSIP: 05526QAE6<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |   1775000 | PA      | $1630699.96   | 0.14%             | 2033-04-14      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                   | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2945000 | PA      | $2771320.98   | 0.24%             | 2036-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2126267.92   | 0.18%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP2 Trust                                                              | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211111 | PA      | $180189.55    | 0.02%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    490000 | PA      | $469205.18    | 0.04%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                            | CUSIP: 693483AG4<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   1055000 | PA      | $1053955.05   | 0.09%             | 2023-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                        | Galton Funding Mortgage Trust 2017-1                                             | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234368 | PA      | $208601.40    | 0.02%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1733339.28   | 0.15%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                          | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   3395000 | PA      | $3348451.83   | 0.29%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                   | Alexander Funding Trust                                                          | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1806368.51   | 0.16%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005697 | PA      | $830242.42    | 0.07%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410KHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301744 | PA      | $313191.71    | 0.03%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1793867.80   | 0.16%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $378421.16    | 0.03%             | 2025-07-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2039977.49   | 0.18%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2017-SC02                                | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179215 | PA      | $174651.28    | 0.02%             | 2047-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    555000 | PA      | $561726.19    | 0.05%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1044234 | PA      | $928030.30    | 0.08%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                       | Nissan Auto Receivables 2020-A Owner Trust                                       | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263031 | PA      | $259488.64    | 0.02%             | 2024-12-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1065000 | PA      | $1010052.63   | 0.09%             | 2024-03-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $845479.35    | 0.07%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                         | Hyatt Hotels Corp                                                                | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1118200.12   | 0.10%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57850000 | PA      | $55793612.99  | 4.84%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320062 | PA      | $257310.88    | 0.02%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1126141.04   | 0.10%             | 2027-04-22      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3383078.52   | 0.29%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4086723.01   | 0.35%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                  | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    766000 | PA      | $758080.94    | 0.07%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48285 | PA      | $49152.66     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2019-INV2                                             | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405275 | PA      | $392206.43    | 0.03%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                 | CIM Trust                                                                        | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2872861 | PA      | $2755501.13   | 0.24%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3697137.26   | 0.32%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust 2019-A                                            | CUSIP: 44932NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1336316.74   | 0.12%             | 2025-05-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1748007.89   | 0.15%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Shelter Growth CRE                                        | Shelter Growth CRE Issuer Ltd                                                    | CUSIP: 822866AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    762667 | PA      | $740162.33    | 0.06%             | 2036-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70083 | PA      | $71618.94     | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1635000 | PA      | $1489526.91   | 0.13%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1626387 | PA      | $1641629.05   | 0.14%             | 2042-06-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1241426 | PA      | $1256605.41   | 0.11%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52712 | PA      | $53849.86     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                               | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                         | CUSIP: 542691DP2<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    720000 | PA      | $715371.41    | 0.06%             | 2023-03-01      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                        | BSPRT 2022-FL8 Issuer Ltd                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2795000 | PA      | $2710991.64   | 0.24%             | 2037-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2205000 | PA      | $2165772.72   | 0.19%             | 2023-06-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                  | Octane Receivables Trust 2021-2                                                  | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    794720 | PA      | $755870.77    | 0.07%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28750000 | PA      | $28927441.55  | 2.51%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1757391.54   | 0.15%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                   | Simon Property Group LP                                                          | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    899000 | PA      | $854441.53    | 0.07%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP3 Trust                                                              | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549814 | PA      | $478976.17    | 0.04%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7955000 | PA      | $7634267.84   | 0.66%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    651737 | PA      | $652387.22    | 0.06%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2021-1                                  | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $922326.17    | 0.08%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1044557.95   | 0.09%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1335000 | PA      | $1294184.46   | 0.11%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3880800 | PA      | $3825437.28   | 0.33%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QLPS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89263 | PA      | $89347.24     | 0.01%             | 2035-09-01      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2020-INV1                                             | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74383 | PA      | $71414.42     | 0.01%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1320556.70   | 0.11%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2020-2                                                | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461936 | PA      | $444631.59    | 0.04%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                           | CSL Finance PLC                                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $627615.67    | 0.05%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29885 | PA      | $30524.39     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                  | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $4290405.02   | 0.37%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5665000 | PA      | $5624115.53   | 0.49%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    746206 | PA      | $736284.75    | 0.06%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2B PTT                                    | American Airlines 2017-2 Class B Pass Through Trust                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    893836 | PA      | $804388.89    | 0.07%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45090 | PA      | $42737.31     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2020-3                                  | CUSIP: 03066PAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $920942.26    | 0.08%             | 2026-08-18      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                  | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    930000 | PA      | $914213.51    | 0.08%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2146073 | PA      | $2140453.96   | 0.19%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1835000 | PA      | $1747407.72   | 0.15%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 00205GAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   3605000 | PA      | $3483978.71   | 0.30%             | 2025-03-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1185000 | PA      | $1129067.88   | 0.10%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 19 LTD                                       | HPHT Finance 19 Ltd                                                              | CUSIP: 000000000<br>LEI: 254900U58MWSWY66P584 | Long             | DBT              | CORP              | KY        |   1880000 | PA      | $1795908.90   | 0.16%             | 2024-11-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                   | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    505000 | PA      | $498640.21    | 0.04%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-2                                        | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616171 | PA      | $476980.48    | 0.04%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                          | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    740000 | PA      | $724464.37    | 0.06%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2021-1                                  | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1533096.54   | 0.13%             | 2026-10-19      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2845000 | PA      | $2649477.74   | 0.23%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2015000 | PA      | $1912181.46   | 0.17%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                              | World Omni Select Auto Trust 2020-A                                              | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1161672.00   | 0.10%             | 2026-06-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2017-A                                              | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58534 | PA      | $57194.30     | 0.00%             | 2028-12-26      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| General Motors                                            | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $804075.70    | 0.07%             | 2025-08-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1589833 | PA      | $1350186.62   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                     | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $442747.60    | 0.04%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4061229 | PA      | $3690578.45   | 0.32%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   3030000 | PA      | $2960133.56   | 0.26%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298546 | PA      | $282807.31    | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575000 | PA      | $1543790.43   | 0.13%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2020-3 Mortgage Loan Trust                                                  | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149265 | PA      | $140123.00    | 0.01%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202438 | PA      | $197219.50    | 0.02%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                       | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    670000 | PA      | $624126.67    | 0.05%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                | Ecolab Inc                                                                       | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    750000 | PA      | $664981.87    | 0.06%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1780432.53   | 0.15%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17455000 | PA      | $17406589.60  | 1.51%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH4                                                  | CUSIP: 81747LAB7<br>LEI: 5493003EWUCLH0O45S72 | Long             | ABS-MBS          | CORP              | US        |      9355 | PA      | $9268.06      | 0.00%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2305000 | PA      | $2182433.56   | 0.19%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2338397.36   | 0.20%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623517 | PA      | $571334.51    | 0.05%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    925000 | PA      | $946736.45    | 0.08%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                   | KT Corp                                                                          | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1680000 | PA      | $1635878.87   | 0.14%             | 2025-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Wholsale Mortgage LLC                              | UWM Mortgage Trust 2021-INV2                                                     | CUSIP: 90354TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555571 | PA      | $480750.25    | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1682071.75   | 0.15%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2020-1                                  | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1175989.02   | 0.10%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                          | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    523000 | PA      | $510395.42    | 0.04%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $981767.00    | 0.09%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW Owner Trust 2017-1                                                           | CUSIP: 553896AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40180 | PA      | $38826.61     | 0.00%             | 2034-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    575000 | PA      | $540665.47    | 0.05%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $-3109.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1515521.59   | 0.13%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                       | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1441384.77   | 0.13%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1840000 | PA      | $1729119.08   | 0.15%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                  | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1675000 | PA      | $1629377.19   | 0.14%             | 2031-07-27      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   6958312 | PA      | $6958311.55   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $4717213.98   | 0.41%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3233291.08   | 0.28%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                      | Edison International                                                             | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1514143.32   | 0.13%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1403753.58   | 0.12%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3065000 | PA      | $2863052.91   | 0.25%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |   4630000 | PA      | $4522510.29   | 0.39%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3099832.54   | 0.27%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                    | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1486483.78   | 0.13%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   1085000 | PA      | $1070701.05   | 0.09%             | 2033-04-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                             | ArcelorMittal SA                                                                 | CUSIP: 03938LBB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    785000 | PA      | $761230.67    | 0.07%             | 2024-07-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1799851.83   | 0.16%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | CUSIP: 61763XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $739180.97    | 0.06%             | 2047-10-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1955308.88   | 0.17%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                       | CNH Equipment Trust 2020-A                                                       | CUSIP: 12597PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1069981.20   | 0.09%             | 2027-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                             | Credicorp Ltd                                                                    | CUSIP: 22530EAA0<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |    665000 | PA      | $621781.62    | 0.05%             | 2025-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President