# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013553
**Filing Date:** 2023-2
**Character Count:** 233991
**Document Hash:** 88d4e01f62385e4fbc69e7fc6928cb7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013553.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013553

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683284

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/PPM AMERICA TOTAL RETURN FUND (Series ID: S000052996)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000166583 | JNL/PPM AMERICA TOTAL RETURN FUND (A) |  |
| C000192220 | JNL/PPM AMERICA TOTAL RETURN FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/PPM America Total Return Fund

- **b. EDGAR series identifier (if any):** S000052996

- **c. LEI of Series:** 549300LERJ7K7W200732

**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:** $1336189452.64

**Total Liabilities:** $22960976.34

**Net Assets:** $1313228476.30

**Delayed Delivery Securities:** $8003684.40

**Cash Not Reported:** $4127378.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -247.708651778988 | **1-Year:** -18136.436725528121 | **5-Year:** -97755.406005769034 | **10-Year:** -183441.671619007890 | **30-Year:** -222786.490877671376

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

- **3-Month:** -95.639328839769 | **1-Year:** -4467.245250297297 | **5-Year:** -17338.871567730476 | **10-Year:** -11816.170775751759 | **30-Year:** -18930.153317740902

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166583 | -1.04%               | 3.84%                | -0.50%               |
| Class ID C000192220 | -1.03%               | 3.89%                | -0.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12197142.17            | $-773312.30                                |
| Month 2  | $-14845479.39            | $58754864.21                               |
| Month 3  | $-4195346.01             | $-4669351.48                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LHMN0001

### Schedule of Portfolio Investments

| Name                                                      | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                    | JNL Securities Lending Collateral Fund                    | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5700008 | NS      | $5700007.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -128 | NC      | $39221.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       348 | NC      | $-9519.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        24 | NC      | $-21785.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       503 | NC      | $-357529.22   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -750 | NC      | $695832.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       295 | NC      | $-68551.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2021-B            | Hyundai Auto Lease Securitization Trust 2021-B            | CUSIP: 44891VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7283000 | PA      | $7173084.96   | 0.55%             | 2024-06-17      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Indiana University Health, Inc.                           | Indiana University Health, Inc.                           | CUSIP: 455170AB6<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1107148.09   | 0.08%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2030929.44   | 0.15%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk5                                            | Bank 2017-Bnk5                                            | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2286000 | PA      | $2089385.48   | 0.16%             | 2027-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                         | Cigna Corporation                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964614.40    | 0.07%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140KADP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2108586 | PA      | $1807666.82   | 0.14%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1754959 | PA      | $1581185.69   | 0.12%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                        | Baltimore Gas and Electric Company                        | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1207740.24   | 0.09%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NAC Aviation 29 Designated Activity Company               | NAC Aviation 29 Designated Activity Company               | CUSIP: 62877CAA1<br>LEI: 213800F6E89RCASJ7E83 | Long             | DBT              | CORP              | US        |   1579609 | PA      | $1267636.22   | 0.10%             | 2026-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation  | National Rural Utilities Cooperative Finance Corporation  | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $995918.40    | 0.08%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                    | Berkshire Hathaway Finance Corporation                    | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1607738.92   | 0.12%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                           | BlackRock, Inc.                                           | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $4165494.64   | 0.32%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation  | National Rural Utilities Cooperative Finance Corporation  | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4069000 | PA      | $4244697.63   | 0.32%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                           | UnitedHealth Group Incorporated                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $2131823.34   | 0.16%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                    | Blackstone Holdings Finance Co. L.L.C.                    | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1489768.81   | 0.11%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                         | CIM Trust 2021-J2                                         | CUSIP: 12564EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5297292 | PA      | $4255629.52   | 0.32%             | 2042-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                                    | VTR Comunicaciones SpA                                    | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $970296.35    | 0.07%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VTR Finance N.V.                                          | VTR Finance N.V.                                          | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | US        |    774000 | PA      | $302103.56    | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                              | The Williams Companies, Inc.                              | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2868002.99   | 0.22%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128M9Z62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    360005 | PA      | $364611.74    | 0.03%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    265594 | PA      | $239722.03    | 0.02%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132XSE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2887306 | PA      | $2768994.31   | 0.21%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132XTKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    497441 | PA      | $461726.40    | 0.04%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132XTMS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    373285 | PA      | $346484.44    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133APVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5348817 | PA      | $4385095.84   | 0.33%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133KGU22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    339091 | PA      | $302062.54    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7104000 | PA      | $5651060.08   | 0.43%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138EJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    283564 | PA      | $265468.30    | 0.02%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138EN4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32091 | PA      | $31832.90     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    118040 | PA      | $113467.21    | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138ETWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    512000 | PA      | $508041.31    | 0.04%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138NXKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    295170 | PA      | $267918.03    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138W5LF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    412687 | PA      | $374585.73    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    286600 | PA      | $267565.35    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3649114 | PA      | $3541680.83   | 0.27%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4010280 | PA      | $3892213.90   | 0.30%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                  | Hyatt Hotels Corporation                                  | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    903000 | PA      | $896403.74    | 0.07%             | 2025-04-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                          | JNL Government Money Market Fund                          | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    500000 | NS      | $500000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LSEGA Financing PLC                                       | LSEGA Financing PLC                                       | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | US        |    566000 | PA      | $415516.18    | 0.03%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418DFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    323372 | PA      | $307433.57    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                             | Ford Motor Credit Company LLC                             | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1778665.85   | 0.14%             | 2025-06-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                    | Lowe`s Companies, Inc.                                    | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $679089.24    | 0.05%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6495000 | PA      | $5634412.50   | 0.43%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                    | General Motors Company                                    | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1678574.66   | 0.13%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corporation                                  | Marathon Oil Corporation                                  | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2727475.12   | 0.21%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10070000 | PA      | $9158979.18   | 0.70%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                           | UnitedHealth Group Incorporated                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2691552.83   | 0.20%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                      | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8298000 | PA      | $8347395.50   | 0.64%             | 2024-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                      | VICI Properties Inc.                                      | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1507142.40   | 0.11%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Hartford Financial Services Group, Inc.               | The Hartford Financial Services Group, Inc.               | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   2031000 | PA      | $1280012.95   | 0.10%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                           | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    683000 | PA      | $637149.66    | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                      | JBS USA Food Company                                      | CUSIP: 46590XAJ5<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $4881835.31   | 0.37%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    333396 | PA      | $320463.75    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 31292LHB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    900894 | PA      | $893742.92    | 0.07%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132XUSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1611926 | PA      | $1495186.58   | 0.11%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132XUU37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    278034 | PA      | $257898.17    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132XVNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1437474 | PA      | $1298795.16   | 0.10%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132XYXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    337178 | PA      | $312126.63    | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132Y33P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    177089 | PA      | $173517.03    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133A45H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1353809 | PA      | $1160604.96   | 0.09%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133A7PW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2153346 | PA      | $1844692.76   | 0.14%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133APVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3868032 | PA      | $3294865.43   | 0.25%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133ARVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1698653 | PA      | $1391537.23   | 0.11%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                    | Blackstone Holdings Finance Co. L.L.C.                    | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   4924000 | PA      | $4964255.67   | 0.38%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    140478 | PA      | $130665.23    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4234875 | PA      | $3639111.73   | 0.28%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133AXTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3565987 | PA      | $3043149.42   | 0.23%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    619297 | PA      | $576038.48    | 0.04%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56056 | PA      | $53744.02     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133GCVL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2824707 | PA      | $2521327.11   | 0.19%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133KHW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1835803 | PA      | $1691506.01   | 0.13%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                            | Blackstone Private Credit Fund                            | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    248000 | PA      | $228093.03    | 0.02%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                            | Blackstone Private Credit Fund                            | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4412000 | PA      | $3718123.04   | 0.28%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4936956 | PA      | $4061326.64   | 0.31%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133KLRF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5722721 | PA      | $4696996.19   | 0.36%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WKQG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1332980 | PA      | $1278838.10   | 0.10%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WKVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    231424 | PA      | $227465.08    | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                           | Blackstone Secured Lending Fund                           | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $2766991.61   | 0.21%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                               | BNP Paribas                                               | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $1806923.88   | 0.14%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    491475 | PA      | $493919.31    | 0.04%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140KVGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5953802 | PA      | $4910846.71   | 0.37%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3133KPP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2653847 | PA      | $2560554.28   | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 31346Y5R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1175166 | PA      | $1046838.39   | 0.08%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140M7SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4470243 | PA      | $3828795.01   | 0.29%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140M9X77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3305845 | PA      | $2816500.27   | 0.21%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140QCM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2110303 | PA      | $1946528.26   | 0.15%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140QFAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8573437 | PA      | $7052833.30   | 0.54%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138ERDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    769131 | PA      | $762462.62    | 0.06%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WGRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92817 | PA      | $89366.06     | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140QKLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3836100 | PA      | $3152124.75   | 0.24%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140QMZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1314509 | PA      | $1117260.34   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                            | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4188000 | PA      | $3434655.86   | 0.26%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                       | Comcast Corporation                                       | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1073285.95   | 0.08%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    459318 | PA      | $414184.74    | 0.03%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WGZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    242500 | PA      | $231344.24    | 0.02%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140QNZL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84204 | PA      | $77222.06     | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140X8EP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1243388 | PA      | $1112176.40   | 0.08%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418EKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    725472 | PA      | $679855.83    | 0.05%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1946072 | PA      | $1898983.39   | 0.14%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                               | Commonwealth Edison Company                               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2827000 | PA      | $2211231.91   | 0.17%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.             | Consolidated Edison Company of New York, Inc.             | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $1710182.84   | 0.13%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1563154 | PA      | $1459996.66   | 0.11%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    937323 | PA      | $877516.90    | 0.07%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    519024 | PA      | $514135.10    | 0.04%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    446175 | PA      | $404296.11    | 0.03%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2022-3              | GM Financial Automobile Leasing Trust 2022-3              | CUSIP: 380130AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4129000 | PA      | $4092514.92   | 0.31%             | 2024-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                   | Helmerich & Payne, Inc.                                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1121334.99   | 0.09%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                     | United Airlines, Inc.                                     | CUSIP: 210795PZ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-CBDO         | CORP              | US        |   1099452 | PA      | $1051152.68   | 0.08%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                     | United Airlines, Inc.                                     | CUSIP: 210795QB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-CBDO         | CORP              | US        |    980934 | PA      | $932004.12    | 0.07%             | 2024-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                               | Continental Resources, Inc.                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2590295.22   | 0.20%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1168599 | PA      | $1118273.94   | 0.09%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    454070 | PA      | $393295.75    | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3474173 | PA      | $3199574.77   | 0.24%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3865201 | PA      | $3367500.50   | 0.26%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1031132 | PA      | $924761.17    | 0.07%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-4 | GM Financial Consumer Automobile Receivables Trust 2021-4 | CUSIP: 362554AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900000 | PA      | $2591221.92   | 0.20%             | 2027-10-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                  | General Electric Company                                  | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  11210000 | PA      | $11097900.00  | 0.85%             | 2500-12-31      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1794010.48   | 0.14%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                      | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3344155.39   | 0.25%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                         | J.P. Morgan Mortgage Trust 2022-4                         | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5704178 | PA      | $4771009.80   | 0.36%             | 2043-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                             | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1205167.52   | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2019-2                              | CCG Receivables Trust 2019-2                              | CUSIP: 12510FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107011 | PA      | $106837.56    | 0.01%             | 2023-03-14      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2021-2                              | CCG Receivables Trust 2021-2                              | CUSIP: 12511EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5429231 | PA      | $5174729.56   | 0.39%             | 2029-03-14      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                        | F&G Global Funding                                        | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3334985.44   | 0.25%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1043899 | PA      | $995300.50    | 0.08%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2950783 | PA      | $2706105.27   | 0.21%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    659080 | PA      | $593406.60    | 0.05%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21463000 | PA      | $17603012.52  | 1.34%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                             | Peraton Corp.                                             | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1493119 | PA      | $1455477.26   | 0.11%             | 2028-02-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                        | Berry Global, Inc.                                        | CUSIP: 08579JBG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4064047 | PA      | $4027104.73   | 0.31%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                             | Adient US LLC                                             | CUSIP: 00687MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2674208 | PA      | $2641609.55   | 0.20%             | 2028-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                           | Cimpress Public Limited Company                           | CUSIP: N2014AAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    415647 | PA      | $371854.31    | 0.03%             | 2028-04-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    580718 | PA      | $542513.29    | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    888741 | PA      | $851531.95    | 0.06%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1995054 | PA      | $1858718.25   | 0.14%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5062003 | PA      | $4416920.32   | 0.34%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4352452 | PA      | $3797791.28   | 0.29%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1605639.62   | 0.12%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                              | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4243000 | PA      | $3250845.73   | 0.25%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                           | UnitedHealth Group Incorporated                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4356000 | PA      | $4049973.58   | 0.31%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                  | Hertz Corporation, (The)                                  | CUSIP: 42804VBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    344231 | PA      | $336723.45    | 0.03%             | 2028-06-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                  | Hertz Corporation, (The)                                  | CUSIP: 42804VBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65862 | PA      | $64425.80     | 0.00%             | 2028-06-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                    | DirecTV Financing, LLC                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1074481 | PA      | $1043815.02   | 0.08%             | 2027-07-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                | Air Canada                                                | CUSIP: C0102MAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    784060 | PA      | $773279.18    | 0.06%             | 2028-07-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                          | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2465670.20   | 0.19%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust              | American Express Credit Account Master Trust              | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |  10005000 | PA      | $10081923.44  | 0.77%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                   | American Tower Trust #1                                   | CUSIP: 03027WAJ1<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-MBS          | CORP              | US        |   6596000 | PA      | $6557088.22   | 0.50%             | 2023-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MEX55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    526046 | PA      | $494202.54    | 0.04%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company           | Ardagh Packaging Finance Public Limited Company           | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4282371.49   | 0.33%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS3 Mortgage Trust                             | COMM 2014-UBS3 Mortgage Trust                             | CUSIP: 12591YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1584000 | PA      | $1523726.11   | 0.12%             | 2024-05-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    982115 | PA      | $910988.52    | 0.07%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    214433 | PA      | $204842.24    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    102128 | PA      | $103216.55    | 0.01%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    173666 | PA      | $162716.40    | 0.01%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4535000 | PA      | $4374160.18   | 0.33%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1560530 | PA      | $1540111.81   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1315000 | PA      | $1296972.27   | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    144352 | PA      | $135193.50    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                           | COMM 2015-CCRE27 Mortgage Trust                           | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1719783.09   | 0.13%             | 2025-09-12      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Dallas/Fort Worth International Airport                   | Dallas/Fort Worth International Airport                   | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1331105.89   | 0.10%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132WH2H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1634917 | PA      | $1472080.58   | 0.11%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WJA40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    718404 | PA      | $668895.90    | 0.05%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WJFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3510191 | PA      | $3156495.91   | 0.24%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WJFM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1199606 | PA      | $1078730.53   | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2022-1                       | Dell Equipment Finance Trust 2022-1                       | CUSIP: 24703WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2459079 | PA      | $2432694.55   | 0.19%             | 2023-11-22      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                    | DIRECTV Financing, LLC                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    924000 | PA      | $828616.36    | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4671762 | PA      | $3997748.57   | 0.30%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140N3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1321737 | PA      | $1304360.36   | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                            | EPR Properties                                            | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1310110.85   | 0.10%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                            | EPR Properties                                            | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $1495271.57   | 0.11%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140N5MT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1345546 | PA      | $1312987.75   | 0.10%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140Q7HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    280315 | PA      | $275257.32    | 0.02%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                      | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $2844849.61   | 0.22%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    484447 | PA      | $455504.90    | 0.03%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275840 | PA      | $257140.89    | 0.02%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254183 | PA      | $242997.93    | 0.02%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140Q7LE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143495 | PA      | $140905.91    | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    461766 | PA      | $452568.16    | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140Q8E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1262422 | PA      | $1169111.53   | 0.09%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140Q8QM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1145556 | PA      | $1060883.04   | 0.08%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                               | Verizon Communications Inc.                               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $827895.68    | 0.06%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                      | CUSIP: 92348KAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3295000 | PA      | $3237592.20   | 0.25%             | 2024-01-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140Q9UC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    108298 | PA      | $102477.86    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140QBQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    149524 | PA      | $138016.07    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc. (New)                              | Genesee & Wyoming Inc. (New)                              | CUSIP: 55316HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1147550 | PA      | $1140090.95   | 0.09%             | 2026-10-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31419EJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81636 | PA      | $80886.84     | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                       | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3749000 | PA      | $3859842.03   | 0.29%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2021-C                     | Hyundai Auto Receivables Trust 2021-C                     | CUSIP: 44935FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1815000 | PA      | $1614749.96   | 0.12%             | 2025-11-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2022-C            | Hyundai Auto Lease Securitization Trust 2022-C            | CUSIP: 448978AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2320000 | PA      | $2288351.02   | 0.17%             | 2024-12-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                    | Icahn Enterprises L.P.                                    | CUSIP: 451102BW6<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    504000 | PA      | $487286.76    | 0.04%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 31292LJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    282146 | PA      | $264302.30    | 0.02%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    442853 | PA      | $426782.74    | 0.03%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3131XVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1052920 | PA      | $946825.08    | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3131XY4R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1968541 | PA      | $1761574.22   | 0.13%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140QPSL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1336466 | PA      | $1255453.46   | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    657148 | PA      | $613503.88    | 0.05%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3131Y1GX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1878038 | PA      | $1794127.87   | 0.14%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4083175 | PA      | $3783922.33   | 0.29%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418CKW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    232154 | PA      | $228182.32    | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1126096 | PA      | $1043565.70   | 0.08%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132GUKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    263530 | PA      | $247049.62    | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132JM5R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    422684 | PA      | $383754.75    | 0.03%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    401047 | PA      | $371905.70    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132L7F95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    485321 | PA      | $468012.58    | 0.04%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132WEF56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    280754 | PA      | $270302.28    | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132WGTJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    591520 | PA      | $533159.36    | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WQAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3447664 | PA      | $3133669.07   | 0.24%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138Y3XV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    279036 | PA      | $269097.42    | 0.02%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    783353 | PA      | $731327.06    | 0.06%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140EU7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111832 | PA      | $104264.92    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140EUF53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    338255 | PA      | $317501.14    | 0.02%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140EUFD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    639826 | PA      | $597332.78    | 0.05%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    926744 | PA      | $865195.34    | 0.07%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140FE6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    905368 | PA      | $868593.98    | 0.07%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140KT5Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3957555 | PA      | $3253160.97   | 0.25%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140KUHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    438675 | PA      | $360596.07    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140KUVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6455514 | PA      | $5306515.10   | 0.40%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140M83M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1770770 | PA      | $1448954.90   | 0.11%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140MFYQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    349027 | PA      | $317502.86    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Markel Corporation                                        | Markel Corporation                                        | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3308820.69   | 0.25%             | 2500-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                     | Microsoft Corporation                                     | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3322000 | PA      | $3010690.73   | 0.23%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2188100.54   | 0.17%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                               | AbbVie Inc.                                               | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1792620.75   | 0.14%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company        | AerCap Ireland Capital Designated Activity Company        | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   4281000 | PA      | $3743971.97   | 0.29%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company        | AerCap Ireland Capital Designated Activity Company        | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4460832.36   | 0.34%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                        | The Boeing Company                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4363485.69   | 0.33%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                     | Booking Holdings Inc.                                     | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3270566.75   | 0.25%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                           | BP Capital Markets America Inc.                           | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41833.00     | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                  | Devon Energy Corporation                                  | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    969000 | PA      | $904120.53    | 0.07%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                   | The Walt Disney Company                                   | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2154852.52   | 0.16%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                   | Duke Energy Corporation                                   | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $4364900.60   | 0.33%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                             | Duquesne Light Holdings, Inc.                             | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1576042.98   | 0.12%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Manhattan West 2020-1MW Mortgage Trust                    | Manhattan West 2020-1MW Mortgage Trust                    | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3832588 | PA      | $3273217.95   | 0.25%             | 2027-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $926650.89    | 0.07%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2715646.18   | 0.21%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $994959.30    | 0.08%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1  | United Airlines Pass Through Certificates, Series 2015-1  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1073437.59   | 0.08%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6625000 | PA      | $6491515.53   | 0.49%             | 2023-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912796ZD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13835000 | PA      | $13265121.13  | 1.01%             | 2023-11-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7381000 | PA      | $6727089.16   | 0.51%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                              | VMware, Inc.                                              | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $1573823.67   | 0.12%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nordic Aviation Capital Designated Activity Company       | Nordic Aviation Capital Designated Activity Company       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     27862 | NS      | $501516.00    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC Holdings, LLC                                         | CSC Holdings, LLC                                         | CUSIP: 64072UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    707335 | PA      | $666663.34    | 0.05%             | 2025-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                           | Traverse Midstream Partners LLC                           | CUSIP: 89435TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    672988 | PA      | $670672.58    | 0.05%             | 2024-09-22      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. XII LLC                             | KKR Group Finance Co. XII LLC                             | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1896226.49   | 0.14%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                        | Kohl's Corporation                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $823200.00    | 0.06%             | 2031-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2020-1                          | Kubota Credit Owner Trust 2020-1                          | CUSIP: 50117TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2797000 | PA      | $2673187.44   | 0.20%             | 2025-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                          | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1792357.89   | 0.14%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                | CNH Equipment Trust 2022-A                                | CUSIP: 12660DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3007168 | PA      | $2960326.44   | 0.23%             | 2024-01-16      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| DLLAA 2021-1 LLC                                          | DLLAA 2021-1 LLC                                          | CUSIP: 23291YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2490000 | PA      | $2357901.02   | 0.18%             | 2026-04-17      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                     | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3653098.74   | 0.28%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                          | Deutsche Bank Aktiengesellschaft                          | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3344000 | PA      | $2451048.34   | 0.19%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                  | Devon Energy Corporation                                  | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    554000 | PA      | $559730.70    | 0.04%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                  | Duke Energy Florida, LLC                                  | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3103669.06   | 0.24%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505219 | PA      | $495909.87    | 0.04%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1463847 | PA      | $1364613.18   | 0.10%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151549 | PA      | $148898.33    | 0.01%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    827112 | PA      | $812647.25    | 0.06%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2019-30HY Mortgage Trust                     | Hudson Yards 2019-30HY Mortgage Trust                     | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4130000 | PA      | $3540792.72   | 0.27%             | 2029-07-12      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                      | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2327644.85   | 0.18%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Public Service Electric And Gas Company                   | Public Service Electric And Gas Company                   | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4168875.11   | 0.32%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| University of Washington                                  | University of Washington                                  | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $1662469.44   | 0.13%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                     | Wells Fargo & Company                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5003843.80   | 0.38%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                            | ZF North America Capital, Inc.                            | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   5482000 | PA      | $5162577.57   | 0.39%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                      | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3861000 | PA      | $3231074.76   | 0.25%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                                | Mileage Plus Holdings, LLC                                | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    909866 | PA      | $906541.82    | 0.07%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                     | American Electric Power Company, Inc.                     | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3205725.50   | 0.24%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6853000 | PA      | $6421303.63   | 0.49%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $2643026.79   | 0.20%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1471934.26   | 0.11%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2179251.85   | 0.17%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1263828.84   | 0.10%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                   | The Bank of New York Mellon Corporation                   | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2978080.49   | 0.23%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                   | The Bank of Nova Scotia                                   | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3960404.30   | 0.30%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-HL1 Trust                                       | CSMC 2017-HL1 Trust                                       | CUSIP: 12594XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    446261 | PA      | $391372.58    | 0.03%             | 2039-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1317325 | PA      | $1196559.86   | 0.09%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1239091 | PA      | $1173145.62   | 0.09%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                             | The Goldman Sachs Group, Inc.                             | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3627000 | PA      | $3227055.03   | 0.25%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Grace Trust                                               | Grace Trust                                               | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6150000 | PA      | $4735942.19   | 0.36%             | 2030-12-12      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                             | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1420574.04   | 0.11%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                            | Var Energi ASA                                            | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4850390.52   | 0.37%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                        | Venture Global Calcasieu Pass, LLC                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196993.06    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                               | Verizon Communications Inc.                               | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2753983.32   | 0.21%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                               | Verizon Communications Inc.                               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    497000 | PA      | $465786.81    | 0.04%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                               | Verizon Communications Inc.                               | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1735584.32   | 0.13%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1110245 | PA      | $1036976.47   | 0.08%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1538111 | PA      | $1472353.10   | 0.11%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                       | The AES Corporation                                       | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3580642.67   | 0.27%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                 | AT&T Inc.                                                 | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    598000 | PA      | $552153.43    | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                 | AT&T Inc.                                                 | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3425671.53   | 0.26%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                 | AT&T Inc.                                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3083687.51   | 0.23%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                             | The Goldman Sachs Group, Inc.                             | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5811000 | PA      | $5222199.26   | 0.40%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                      | JBS USA Food Company                                      | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1060468.97   | 0.08%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                | EQM Midstream Partners, LP                                | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $884929.97    | 0.07%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                      | Edison International                                      | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1677370.98   | 0.13%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Corp.                    | J.P. Morgan Mortgage Acquisition Corp.                    | CUSIP: 46647EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534296 | PA      | $480978.85    | 0.04%             | 2029-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3789000 | PA      | $3277485.00   | 0.25%             | 2500-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                      | FS KKR Capital Corp.                                      | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3597000 | PA      | $3194354.77   | 0.24%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                      | FS KKR Capital Corp.                                      | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $1957461.41   | 0.15%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                      | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $2996185.11   | 0.23%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    788393 | PA      | $751053.12    | 0.06%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                      | JBS USA Food Company                                      | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950695.28    | 0.07%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                        | Newell Brands Inc.                                        | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1475847.50   | 0.11%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                          | Marriott Ownership Resorts, Inc.                          | CUSIP: 57163KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2797399 | PA      | $2761032.90   | 0.21%             | 2025-08-29      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                         | UFC Holdings, LLC                                         | CUSIP: 90266UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1282190 | PA      | $1263675.42   | 0.10%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                | CNH Equipment Trust 2022-B                                | CUSIP: 12663JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5210000 | PA      | $5163771.35   | 0.39%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                    | CVS Health Corporation                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2536558.51   | 0.19%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                 | Alcon Finance Corporation                                 | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1660642.19   | 0.13%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                          | Ascension Health                                          | CUSIP: 04352EAA3<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1069188.61   | 0.08%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust 2021-1                  | Avid Automobile Receivables Trust 2021-1                  | CUSIP: 05369LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204410 | PA      | $204182.57    | 0.02%             | 2025-01-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2           | Capital One Prime Auto Receivables Trust 2022-2           | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7116000 | PA      | $7033029.57   | 0.54%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                      | Carnival Corporation                                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1264400.35   | 0.10%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                              | B. A. T. Capital Corporation                              | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775890.00    | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                        | CNO Global Funding                                        | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1788068.59   | 0.14%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                       | Centene Corporation                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4573000 | PA      | $3743244.70   | 0.29%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                            | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2547000 | PA      | $2271950.29   | 0.17%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                       | Comcast Corporation                                       | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    406000 | PA      | $325998.27    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                       | Comcast Corporation                                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    971000 | PA      | $803968.58    | 0.06%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                        | Ford Motor Company                                        | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    950000 | PA      | $880135.16    | 0.07%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                             | Ford Motor Credit Company LLC                             | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4056000 | PA      | $3559025.62   | 0.27%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36182EAU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    710595 | PA      | $687987.31    | 0.05%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Dormitory Authority of the State of New York          | The Dormitory Authority of the State of New York          | CUSIP: 64990FXE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2915000 | PA      | $2146555.57   | 0.16%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $2381095.57   | 0.18%             | 2500-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140X5KH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1612372 | PA      | $1441339.59   | 0.11%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2777483 | PA      | $2572187.77   | 0.20%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    422813 | PA      | $403128.90    | 0.03%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                          | Pacific Gas And Electric Company                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3343000 | PA      | $3264473.67   | 0.25%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                       | CUSIP: 71654QBP6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    489150 | PA      | $475638.20    | 0.04%             | 2024-02-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    778075 | PA      | $760692.06    | 0.06%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                        | Southern California Edison Company                        | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $1635034.23   | 0.12%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                 | Piedmont Healthcare, Inc.                                 | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1132217.33   | 0.09%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39136300 | PA      | $36054316.38  | 2.75%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                              | B. A. T. Capital Corporation                              | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $964990.34    | 0.07%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-PSB                                         | BX Trust 2022-PSB                                         | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4491042 | PA      | $4452484.25   | 0.34%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                        | Southern California Edison Company                        | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2398435.59   | 0.18%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                               | Southwestern Energy Company                               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $2709209.54   | 0.21%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Trustees of Princeton University                      | The Trustees of Princeton University                      | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2181452.67   | 0.17%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4798000 | PA      | $4556600.63   | 0.35%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7815000 | PA      | $7298437.88   | 0.56%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                             | Baylor Scott & White Holdings                             | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1080737.35   | 0.08%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4237082 | PA      | $3897662.13   | 0.30%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | The Huntington National Bank                              | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2564506.72   | 0.20%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Finance 2 PLC                               | Ineos Quattro Finance 2 PLC                               | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | US        |   3348000 | PA      | $3028297.04   | 0.23%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                               | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1674183.41   | 0.13%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corporation                              | Owl Rock Capital Corporation                              | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2185270.46   | 0.17%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                          | Pacific Gas And Electric Company                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $930588.28    | 0.07%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                          | Pacific Gas And Electric Company                          | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5453000 | PA      | $4271362.71   | 0.33%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                          | Pacific Gas And Electric Company                          | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1229084.51   | 0.09%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Trinity Healthcare Group Pte. Ltd.                        | Trinity Healthcare Group Pte. Ltd.                        | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    407000 | PA      | $279446.63    | 0.02%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2747000 | PA      | $1638757.19   | 0.12%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $1715625.12   | 0.13%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4590000 | PA      | $3686343.75   | 0.28%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                          | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1211016.48   | 0.09%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                  | Celanese US Holdings LLC                                  | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3688000 | PA      | $3589649.82   | 0.27%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                            | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1407283.31   | 0.11%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                          | Credit Suisse AG                                          | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1966851.62   | 0.15%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                  | HCA Inc.                                                  | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3001760.13   | 0.23%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                  | HCA Inc.                                                  | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $865499.06    | 0.07%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                  | HCA Inc.                                                  | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $976559.36    | 0.07%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2017-1                                    | MVW Owner Trust 2017-1                                    | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329733 | PA      | $320188.60    | 0.02%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10300000 | PA      | $9673953.64   | 0.74%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17915000 | PA      | $15482479.80  | 1.18%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $5504437.50   | 0.42%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11926000 | PA      | $9702919.66   | 0.74%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21160000 | PA      | $19943300.00  | 1.52%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                    | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | US        |   2441000 | PA      | $2549087.82   | 0.19%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting, Inc.                                | Nexstar Broadcasting, Inc.                                | CUSIP: 65336RAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    922854 | PA      | $914318.00    | 0.07%             | 2026-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   4531000 | PA      | $3450986.31   | 0.26%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140GSPP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1105962 | PA      | $1050246.12   | 0.08%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140HJ5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    442836 | PA      | $423049.80    | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140J6GQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2449511 | PA      | $2346956.49   | 0.18%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140J7TS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    512412 | PA      | $474409.61    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    372858 | PA      | $350582.48    | 0.03%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Company                                      | Nevada Power Company                                      | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   4106000 | PA      | $3865810.78   | 0.29%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Company                                    | Tampa Electric Company                                    | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $1820491.08   | 0.14%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38            | Wells Fargo Commercial Mortgage Trust 2017-C38            | CUSIP: 95001MAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1371000 | PA      | $1203941.18   | 0.09%             | 2027-06-17      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities Trust              | CUSIP: 95002TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243423 | PA      | $1029703.66   | 0.08%             | 2042-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                             | Ford Motor Credit Company LLC                             | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $5062018.05   | 0.39%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                             | Ford Motor Credit Company LLC                             | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326240.46    | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1072856 | PA      | $1030677.26   | 0.08%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2 | GM Financial Consumer Automobile Receivables Trust 2022-2 | CUSIP: 362585AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3441000 | PA      | $3290148.62   | 0.25%             | 2028-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                               | Pilgrim's Pride Corporation                               | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3908287.20   | 0.30%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                         | Pioneer Natural Resources Company                         | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $1977596.46   | 0.15%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust 2021-1                    | Prestige Auto Receivables Trust 2021-1                    | CUSIP: 74113XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8205000 | PA      | $8090289.18   | 0.62%             | 2025-07-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                               | Prosus N.V.                                               | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $1644298.66   | 0.13%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                        | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    550000 | PA      | $430337.16    | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                             | Sabine Pass Liquefaction, LLC                             | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   7744000 | PA      | $7279202.02   | 0.55%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                             | Sabine Pass Liquefaction, LLC                             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1913260.12   | 0.15%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                          | San Diego Gas & Electric Company                          | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1527912.85   | 0.12%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                          | San Diego Gas & Electric Company                          | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1174863.41   | 0.09%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-B                  | Santander Retail Auto Lease Trust 2021-B                  | CUSIP: 80286DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3469000 | PA      | $3352318.45   | 0.26%             | 2024-08-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                        | Santos Finance Ltd                                        | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | US        |   4459000 | PA      | $3556768.57   | 0.27%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2020-4                             | Sequoia Mortgage Trust 2020-4                             | CUSIP: 81748RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2734963 | PA      | $2148919.33   | 0.16%             | 2043-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                          | SkyMiles IP Ltd.                                          | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    311000 | PA      | $303138.44    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                          | SkyMiles IP Ltd.                                          | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    542000 | PA      | $510514.75    | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140JAFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2125831 | PA      | $2026531.03   | 0.15%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1369892 | PA      | $1340999.40   | 0.10%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    598468 | PA      | $532741.09    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140K4UB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    263026 | PA      | $234221.44    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140KABJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5677431 | PA      | $4867196.40   | 0.37%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335320 | PA      | $313609.97    | 0.02%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191921 | PA      | $179495.79    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                      | CUSIP: 46643KAA9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |    323942 | PA      | $303036.43    | 0.02%             | 2026-10-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings                                     | Macys Retail Holdings                                     | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $853138.16    | 0.06%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                          | Magallanes, Inc.                                          | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $3915753.40   | 0.30%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16190000 | PA      | $14459693.75  | 1.10%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                      | VICI Properties Inc.                                      | CUSIP: 92564RAE5<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   2958000 | PA      | $2585381.33   | 0.20%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2021-3              | Westlake Automobile Receivables Trust 2021-3              | CUSIP: 96043JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6566000 | PA      | $6373352.90   | 0.49%             | 2025-06-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                            | Caesars Resort Collection, LLC                            | CUSIP: 12769LAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1343798 | PA      | $1339215.43   | 0.10%             | 2025-06-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                           | Stars Group Holdings B.V. (The)                           | CUSIP: N8233BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233415 | PA      | $232086.87    | 0.02%             | 2028-07-04      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                        | Mars, Incorporated                                        | CUSIP: N/A<br>LEI: 54930073HKEO6GZBSS03       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1119441.60   | 0.09%             | 2027-10-11      | Fixed         | 3.74%                 | Yes           |                  3 | On Loan: No      |
| The Goldman Sachs Group, Inc.                             | The Goldman Sachs Group, Inc.                             | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1387995.35   | 0.11%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-2 Owner Trust                 | Honda Auto Receivables 2022-2 Owner Trust                 | CUSIP: 43815PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1626000 | PA      | $1611086.98   | 0.12%             | 2024-03-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corporation                  | National Securities Clearing Corporation                  | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3333057.47   | 0.25%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | NatWest Markets PLC                                       | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | US        |   6523000 | PA      | $5662894.05   | 0.43%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17900000 | PA      | $15919812.50  | 1.21%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6255000 | PA      | $5590406.25   | 0.43%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6956250.00   | 0.53%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                           | UnitedHealth Group Incorporated                           | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5581234.26   | 0.43%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                      | VICI Properties Inc.                                      | CUSIP: 92564RAD7<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1390146.91   | 0.11%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                     | Charter Communications Operating, LLC                     | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1520782.90   | 0.12%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                     | Charter Communications Operating, LLC                     | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $924238.60    | 0.07%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                      | Chase Issuance Trust                                      | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   4553000 | PA      | $4434284.17   | 0.34%             | 2025-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                            | Cheniere Energy Partners, L.P.                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4007000 | PA      | $3606398.81   | 0.27%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                            | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2778000 | PA      | $2533111.80   | 0.19%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140FQS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3635033 | PA      | $3395887.87   | 0.26%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                       | Hilton Grand Vacations Trust 2019-A                       | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1673958 | PA      | $1562399.51   | 0.12%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2020-A                       | Hilton Grand Vacations Trust 2020-A                       | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1705535 | PA      | $1604346.39   | 0.12%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                               | Targa Resources Partners LP                               | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1649144.37   | 0.13%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                     | Targa Resources Corp.                                     | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1259026.05   | 0.10%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                               | Toll Brothers Finance Corp.                               | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3175818.18   | 0.24%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24871000 | PA      | $23534183.75  | 1.79%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132AEC87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    657502 | PA      | $621091.06    | 0.05%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132D6C99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2100000 | PA      | $2011532.87   | 0.15%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132D6CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1942534 | PA      | $1861306.84   | 0.14%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1945076 | PA      | $1863742.64   | 0.14%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3138WGZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    542445 | PA      | $509162.18    | 0.04%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140FPAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30688 | PA      | $29441.18     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2021-2                   | First Investors Auto Owner Trust 2021-2                   | CUSIP: 32057JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1924427 | PA      | $1860502.30   | 0.14%             | 2024-10-15      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                      | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2691739.01   | 0.20%             | 2026-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                        | Newell Brands Inc.                                        | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1400865.18   | 0.11%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| LSEGA Financing PLC                                       | LSEGA Financing PLC                                       | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | US        |    604000 | PA      | $501001.57    | 0.04%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Memorial HealthCare                          | Northwestern Memorial HealthCare                          | CUSIP: 668103AC8<br>LEI: 549300SYNDSEG3SY2U05 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1225764.37   | 0.09%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                   | Northwestern University                                   | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $712327.20    | 0.05%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated              | Public Service Enterprise Group Incorporated              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4227000 | PA      | $4354324.72   | 0.33%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                               | Resorts World Las Vegas LLC                               | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1416187.50   | 0.11%             | 2031-04-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201580 | PA      | $197866.19    | 0.02%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    912355 | PA      | $850007.85    | 0.06%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1690991 | PA      | $1507566.32   | 0.11%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1793750.00   | 0.14%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4353368 | PA      | $3902917.52   | 0.30%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6176577.78   | 0.47%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2389950.00   | 0.18%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2941937 | PA      | $2475963.63   | 0.19%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                             | Ginnie Mae II                                             | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4766205 | PA      | $4003466.51   | 0.30%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5650000 | PA      | $5289812.50   | 0.40%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                               | Verizon Communications Inc.                               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1464524.01   | 0.11%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                   | American Airlines, Inc.                                   | CUSIP: 023765AA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |   3875227 | PA      | $3381238.64   | 0.26%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1852167.60   | 0.14%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company        | AerCap Ireland Capital Designated Activity Company        | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    472000 | PA      | $368779.78    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                | Air Canada                                                | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1064296.41   | 0.08%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                | Air Canada                                                | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | US        |    642293 | PA      | $606054.54    | 0.05%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                         | Aircastle Limited                                         | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3220030.80   | 0.25%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alaska Air Pass Through Trust 2020-1A                     | Alaska Air Pass Through Trust 2020-1A                     | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-CBDO         | CORP              | US        |   2108059 | PA      | $2003747.23   | 0.15%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                            | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2734655.47   | 0.21%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                       | Comcast Corporation                                       | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1438855.67   | 0.11%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $2032810.99   | 0.15%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                          | Credit Suisse AG                                          | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4293124.21   | 0.33%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DLLMT 2021-1 LLC                                          | DLLMT 2021-1 LLC                                          | CUSIP: 23345FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7622000 | PA      | $7227389.24   | 0.55%             | 2025-07-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128M7HG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    135762 | PA      | $136720.62    | 0.01%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418EGC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3868686 | PA      | $3706917.43   | 0.28%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2021-1                   | First Investors Auto Owner Trust 2021-1                   | CUSIP: 32059FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    774925 | PA      | $765713.84    | 0.06%             | 2023-12-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                             | Ford Motor Credit Company LLC                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    382000 | PA      | $341356.59    | 0.03%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2014226 | PA      | $1987871.13   | 0.15%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439557 | PA      | $397749.99    | 0.03%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    309718 | PA      | $289084.75    | 0.02%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                        | Southern California Edison Company                        | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1002399.40   | 0.08%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                        | GLP Financing, LLC                                        | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    343000 | PA      | $335925.32    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                        | GLP Financing, LLC                                        | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1021055.26   | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                        | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5947000 | PA      | $5446772.67   | 0.41%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10975000 | PA      | $9476226.56   | 0.72%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13443000 | PA      | $10054944.58  | 0.77%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                      | PCI Gaming Authority                                      | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2742538 | PA      | $2721969.30   | 0.21%             | 2026-05-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235120 | PA      | $237645.43    | 0.02%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 3622A2TA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    411185 | PA      | $382507.64    | 0.03%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corporation                                 | Southwest Gas Corporation                                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $980400.45    | 0.07%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                 | The Toronto-Dominion Bank                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   5036000 | PA      | $5200128.28   | 0.40%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                           | Toyota Motor Credit Corporation                           | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4123411.70   | 0.31%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Transocean Pontus Limited                                 | Transocean Pontus Limited                                 | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377440 | PA      | $371456.36    | 0.03%             | 2025-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Limited                               | Transocean Poseidon Limited                               | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    897750 | PA      | $874741.33    | 0.07%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10125000 | PA      | $7626972.15   | 0.58%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                | Amgen Inc.                                                | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1221821.87   | 0.09%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies, LLC                             | Anheuser-Busch Companies, LLC                             | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   6045000 | PA      | $5699060.49   | 0.43%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                       | Anheuser-Busch InBev Worldwide Inc.                       | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $3606329.68   | 0.27%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                              | Antero Midstream Partners LP                              | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    587000 | PA      | $536944.43    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                | Apple Inc.                                                | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    884000 | PA      | $588454.05    | 0.04%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DLLST 2022-1 LLC                                          | DLLST 2022-1 LLC                                          | CUSIP: 23292GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3223142 | PA      | $3133255.02   | 0.24%             | 2025-01-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $1982373.02   | 0.15%             | 2500-12-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    790000 | PA      | $686172.82    | 0.05%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating, L.P.                           | Energy Transfer Operating, L.P.                           | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $962837.94    | 0.07%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    133254 | PA      | $126374.79    | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                        | Southern California Edison Company                        | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2115695.03   | 0.16%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                  | State Street Corporation                                  | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1043612.03   | 0.08%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                  | State Street Corporation                                  | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1354285.05   | 0.10%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                               | AbbVie Inc.                                               | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1581346.12   | 0.12%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                              | Safeway Inc.                                              | CUSIP: 013092AD3<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2917801.99   | 0.22%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 01F032419<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1040000 | PA      | $996125.00    | 0.08%             | 2038-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1565000 | PA      | $1469142.97   | 0.11%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. IV LLC                                   | Ares Finance Co. IV LLC                                   | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2098000 | PA      | $1284051.32   | 0.10%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MVW 2019-1 LLC                                            | MVW 2019-1 LLC                                            | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1093390 | PA      | $1022740.48   | 0.08%             | 2027-03-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings                                     | Macys Retail Holdings                                     | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2014000 | PA      | $1750618.10   | 0.13%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership             | Sun Communities Operating Limited Partnership             | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1679361.65   | 0.13%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership             | Sun Communities Operating Limited Partnership             | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1307795.22   | 0.10%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                | EQM Midstream Partners, LP                                | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2460884.90   | 0.19%             | 2026-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4554000 | PA      | $4512010.30   | 0.34%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                         | CenturyLink, Inc.                                         | CUSIP: 15669GAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2132735 | PA      | $2022664.27   | 0.15%             | 2027-03-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1939452.50   | 0.15%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                           | Enel Finance International N.V.                           | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $1819339.41   | 0.14%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                           | Enel Finance International N.V.                           | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1150904.67   | 0.09%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $1934268.14   | 0.15%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                | Essential Properties, L.P.                                | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $1966073.27   | 0.15%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                         | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1284433.73   | 0.10%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390279 | PA      | $367206.49    | 0.03%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                  | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900176 | PA      | $815120.95    | 0.06%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                    | General Motors Financial Company, Inc.                    | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $1935425.46   | 0.15%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3737000 | PA      | $3910466.68   | 0.30%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| OPG Trust 2021-PORT                                       | OPG Trust 2021-PORT                                       | CUSIP: 67118AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3872364 | PA      | $3700748.41   | 0.28%             | 2023-10-16      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                               | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1347773.58   | 0.10%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                               | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1344523.49   | 0.10%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Transocean Proteus Limited                                | Transocean Proteus Limited                                | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | US        |   1482800 | PA      | $1467980.53   | 0.11%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                             | Vistra Operations Company LLC                             | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1408759.76   | 0.11%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                             | Vistra Operations Company LLC                             | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3297067.26   | 0.25%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution US Holding LLC                          | INEOS Styrolution US Holding LLC                          | CUSIP: G4770MAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    966580 | PA      | $947973.83    | 0.07%             | 2026-01-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                           | Cimpress Public Limited Company                           | CUSIP: N2014AAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    776270 | PA      | $694482.09    | 0.05%             | 2028-04-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc.                               | Hilton Grand Vacations Inc.                               | CUSIP: 43283AAA3<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-CBDO         | CORP              | US        |    347343 | PA      | $338378.18    | 0.03%             | 2023-08-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142139 | PA      | $143483.15    | 0.01%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140F9WG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    979394 | PA      | $880708.03    | 0.07%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                               | Targa Resources Partners LP                               | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1578504.30   | 0.12%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                       | Centene Corporation                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   7691000 | PA      | $6024511.04   | 0.46%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                     | Charter Communications Operating, LLC                     | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1142828.55   | 0.09%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 22546DAA4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2074698.40   | 0.16%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    904123 | PA      | $813790.44    | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    696000 | PA      | $627331.08    | 0.05%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                    | Federal Home Loan Mortgage Corporation                    | CUSIP: 3128MJYP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    180218 | PA      | $173508.67    | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140X8L54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6351887 | PA      | $5225302.69   | 0.40%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140X97A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2607957 | PA      | $2322353.96   | 0.18%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140XAJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6243668 | PA      | $5130423.92   | 0.39%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 3140XCNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    316418 | PA      | $293938.58    | 0.02%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299954 | PA      | $303448.71    | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.               | Federal National Mortgage Association, Inc.               | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1460994 | PA      | $1400739.60   | 0.11%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                           | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $946559.77    | 0.07%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer