# EDGAR Filing Document

**Accession Number:** 0000795422
**File Stem:** 0001752724-23-014573
**Filing Date:** 2023-1
**Character Count:** 331534
**Document Hash:** 7d6f28f1159428d0581aab45dbc439e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014573.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014573

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY ADVISOR SERIES II
- **CENTRAL INDEX KEY:** 0000795422
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04707
- **FILM NUMBER:** 23556400

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY DIVERSIFIED TRUST
- **DATE OF NAME CHANGE:** 19930706

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PLYMOUTH FUND
- **DATE OF NAME CHANGE:** 19920130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PLYMOUTH INVESTMENT SERIES
- **DATE OF NAME CHANGE:** 19911204

## Series and Classes Contracts Data

### Fidelity Advisor Limited Term Bond Fund (Series ID: S000005131)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000014032 | Class A                         | FDIAX           |
| C000014034 | Class C                         | FNBCX           |
| C000014035 | Class M                         | FTBRX           |
| C000014036 | Class I                         | EFIPX           |
| C000132104 | Fidelity Limited Term Bond Fund | FJRLX           |
| C000204996 | Class Z                         | FIKRX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity Advisor**<sup>®</sup> **Limited Term Bond Fund**

**November 30, 2022**

LTB-NPRT1-0123

1.813046.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Bonds - 62.1%** | &nbsp;&nbsp;**Nonconvertible Bonds - 62.1%** | &nbsp;&nbsp;**Nonconvertible Bonds - 62.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 2.7%  |  |  |
| Diversified Telecommunication Services - 1.7% |  |  |
| AT&T, Inc.: |  |  |
|  0.9% 3/25/24  | 5000000  | 4746251  |
|  1.65% 2/1/28  | 12588000  | 10806360  |
| NTT Finance Corp.: |  |  |
|  0.583% 3/1/24 (b) | 4260000  | 4032306  |
|  1.162% 4/3/26 (b) | 8933000  | 7934564  |
|  1.591% 4/3/28 (b) | 10000000  | 8458930  |
| Verizon Communications, Inc.: |  |  |
|  2.355% 3/15/32  | 12779000  | 10258085  |
|  3% 3/22/27  | 626000  | 587054  |
|  |  | 46823550 |
| Media - 0.3% |  |  |
| Comcast Corp. 3.95% 10/15/25  | 2610000 | 2565283 |
| Discovery Communications LLC 3.625% 5/15/30  | 1664000 | 1401850 |
| Magallanes, Inc.: |  |  |
|  3.638% 3/15/25 (b) | 1048000  | 1000673  |
|  3.755% 3/15/27 (b) | 2049000  | 1867219  |
|  |  | 6835025 |
| Wireless Telecommunication Services - 0.7% |  |  |
| Rogers Communications, Inc. 2.95% 3/15/25 (b) | 5568000 | 5284815 |
| T-Mobile U.S.A., Inc.: |  |  |
|  2.625% 4/15/26  | 10100000  | 9261715  |
|  3.5% 4/15/25  | 6000000  | 5809235  |
|  |  | 20355765 |
| TOTAL COMMUNICATION SERVICES |  | 74014340 |
| CONSUMER DISCRETIONARY - 4.3%  |  |  |
| Automobiles - 3.1% |  |  |
| Daimler Finance North America LLC: |  |  |
|  0.75% 3/1/24 (b) | 17889000  | 16932893  |
|  1.45% 3/2/26 (b) | 6948000  | 6209396  |
| General Motors Financial Co., Inc.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.200% 5.0026% 11/17/23 (c)(d) | 10000000  | 9957497  |
|  1.05% 3/8/24  | 2306000  | 2181459  |
|  1.25% 1/8/26  | 8359000  | 7325772  |
|  1.7% 8/18/23  | 10000000  | 9734845  |
|  2.35% 2/26/27  | 7500000  | 6604546  |
|  3.25% 1/5/23  | 5000000  | 4991343  |
|  4.15% 6/19/23  | 5231000  | 5195963  |
| Volkswagen Group of America Finance LLC: |  |  |
|  1.25% 11/24/25 (b) | 15040000  | 13466200  |
|  3.95% 6/6/25 (b) | 3270000  | 3177662  |
|  |  | 85777576 |
| Distributors - 0.2% |  |  |
| Genuine Parts Co. 1.75% 2/1/25  | 5796000 | 5409084 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| McDonald's Corp. 3.3% 7/1/25  | 1040000 | 1011500 |
| Starbucks Corp. 3.8% 8/15/25  | 2340000 | 2308830 |
|  |  | 3320330 |
| Multiline Retail - 0.5% |  |  |
| Dollar General Corp.: |  |  |
|  4.25% 9/20/24  | 4000000  | 3940580  |
|  4.625% 11/1/27  | 4000000  | 3967808  |
| Dollar Tree, Inc. 4% 5/15/25  | 6000000 | 5878665 |
|  |  | 13787053 |
| Specialty Retail - 0.4% |  |  |
| AutoZone, Inc. 3.625% 4/15/25  | 545000 | 530010 |
| Lowe's Companies, Inc. 4.4% 9/8/25  | 3537000 | 3511876 |
| Ross Stores, Inc. 0.875% 4/15/26  | 7357000 | 6471067 |
|  |  | 10512953 |
| TOTAL CONSUMER DISCRETIONARY |  | 118806996 |
| CONSUMER STAPLES - 5.3%  |  |  |
| Beverages - 0.9% |  |  |
| Constellation Brands, Inc. 3.6% 5/9/24  | 6000000 | 5881850 |
| Dr. Pepper Snapple Group, Inc. 0.75% 3/15/24  | 10000000 | 9466097 |
| Molson Coors Beverage Co. 3% 7/15/26  | 10575000 | 9918925 |
|  |  | 25266872 |
| Food & Staples Retailing - 0.9% |  |  |
| 7-Eleven, Inc.: |  |  |
|  0.8% 2/10/24 (b) | 7321000  | 6945648  |
|  0.95% 2/10/26 (b) | 7891000  | 6924725  |
|  1.3% 2/10/28 (b) | 3614000  | 3024782  |
| Mondelez International Holdings Netherlands BV 0.75% 9/24/24 (b) | 9342000 | 8618978 |
|  |  | 25514133 |
| Food Products - 1.6% |  |  |
| JBS U.S.A. Lux SA / JBS Food Co. 2.5% 1/15/27 (b) | 5515000 | 4806984 |
| JDE Peet's BV: |  |  |
|  0.8% 9/24/24 (b) | 8000000  | 7295024  |
|  1.375% 1/15/27 (b) | 10440000  | 8816989  |
| McCormick & Co., Inc. 0.9% 2/15/26  | 15000000 | 13183947 |
| Mondelez International, Inc. 2.125% 3/17/24  | 8500000 | 8194479 |
|  |  | 42297423 |
| Tobacco - 1.9% |  |  |
| Altria Group, Inc. 2.35% 5/6/25  | 1003000 | 940916 |
| BAT Capital Corp. 3.222% 8/15/24  | 7000000 | 6751112 |
| BAT International Finance PLC: |  |  |
|  1.668% 3/25/26  | 15000000  | 13296432  |
|  3.95% 6/15/25 (b) | 5000000  | 4818587  |
| Imperial Tobacco Finance PLC: |  |  |
|  3.125% 7/26/24 (b) | 8250000  | 7868185  |
|  4.25% 7/21/25 (b) | 13000000  | 12409075  |
| Philip Morris International, Inc.: |  |  |
|  0.875% 5/1/26  | 4502000  | 3962648  |
|  1.5% 5/1/25  | 3501000  | 3238712  |
|  |  | 53285667 |
| TOTAL CONSUMER STAPLES |  | 146364095 |
| ENERGY - 4.0%  |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Baker Hughes Co.: |  |  |
|  1.231% 12/15/23  | 1898000  | 1827470  |
|  2.061% 12/15/26  | 1781000  | 1603891  |
|  |  | 3431361 |
| Oil, Gas & Consumable Fuels - 3.9% |  |  |
| Canadian Natural Resources Ltd. 2.05% 7/15/25  | 3668000 | 3423517 |
| ConocoPhillips Co. 2.4% 3/7/25  | 3533000 | 3358563 |
| Enbridge, Inc.: |  |  |
|  1.6% 10/4/26  | 10000000  | 8793570  |
|  2.15% 2/16/24  | 1379000  | 1329760  |
|  2.5% 2/14/25  | 1440000  | 1362545  |
| Energy Transfer LP: |  |  |
|  2.9% 5/15/25  | 7150000  | 6743865  |
|  3.6% 2/1/23  | 2824000  | 2815041  |
|  4.2% 9/15/23  | 1441000  | 1430475  |
|  4.25% 3/15/23  | 6314000  | 6293906  |
|  4.5% 4/15/24  | 570000  | 562845  |
| EQT Corp. 5.678% 10/1/25  | 5584000 | 5568700 |
| Equinor ASA: |  |  |
|  1.75% 1/22/26  | 1120000  | 1027258  |
|  2.875% 4/6/25  | 7000000  | 6732195  |
| Hess Corp. 4.3% 4/1/27  | 4500000 | 4325466 |
| MPLX LP: |  |  |
|  1.75% 3/1/26  | 15044000  | 13428529  |
|  4.5% 7/15/23  | 856000  | 850842  |
| Occidental Petroleum Corp. 2.9% 8/15/24  | 6061000 | 5818560 |
| Petroleos Mexicanos: |  |  |
|  6.49% 1/23/27  | 6035000  | 5460468  |
|  6.5% 3/13/27  | 12000000  | 10819200  |
| Phillips 66 Co.: |  |  |
|  1.3% 2/15/26  | 6892000  | 6188351  |
|  3.85% 4/9/25  | 7000000  | 6845096  |
| Valero Energy Corp. 2.85% 4/15/25  | 2437000 | 2319161 |
| Western Gas Partners LP 3 month U.S. LIBOR + 1.100% 5.0407% 1/13/23 (c)(d) | 2040000 | 2035920 |
|  |  | 107533833 |
| TOTAL ENERGY |  | 110965194 |
| FINANCIALS - 32.1%  |  |  |
| Banks - 18.4% |  |  |
| ABN AMRO Bank NV 1.542% 6/16/27 (b)(c) | 8114000 | 6977755 |
| Banco Santander SA 1.722% 9/14/27 (c) | 5000000 | 4283614 |
| Bank of America Corp.: |  |  |
|  3 month U.S. LIBOR + 0.640% 2.015% 2/13/26 (c)(d) | 11000000  | 10193579  |
|  1.197% 10/24/26 (c) | 13673000  | 12137773  |
|  1.319% 6/19/26 (c) | 16000000  | 14436563  |
|  1.734% 7/22/27 (c) | 7174000  | 6286038  |
|  4.2% 8/26/24  | 15750000  | 15529297  |
| Barclays PLC: |  |  |
|  1.007% 12/10/24 (c) | 5000000  | 4728193  |
|  2.279% 11/24/27 (c) | 5000000  | 4300574  |
|  2.852% 5/7/26 (c) | 18848000  | 17378131  |
|  3.932% 5/7/25 (c) | 4000000  | 3858399  |
|  4.338% 5/16/24 (c) | 5045000  | 4998734  |
| BNP Paribas SA: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.000% 1.323% 1/13/27 (b)(c)(d) | 7417000  | 6442380  |
|  2.219% 6/9/26 (b)(c) | 8627000  | 7922769  |
| BPCE SA: |  |  |
|  1.652% 10/6/26 (b)(c) | 20000000  | 17604765  |
|  2.045% 10/19/27 (b)(c) | 6865000  | 5883008  |
|  4% 9/12/23 (b) | 5000000  | 4913160  |
| Capital One NA 2.28% 1/28/26 (c) | 7000000 | 6512158 |
| Citigroup, Inc.: |  |  |
|  0.981% 5/1/25 (c) | 5320000  | 4963007  |
|  2.014% 1/25/26 (c) | 7350000  | 6824084  |
|  3.106% 4/8/26 (c) | 10000000  | 9485285  |
|  4.4% 6/10/25  | 3018000  | 2968123  |
|  5.61% 9/29/26 (c) | 4000000  | 4014024  |
| Danske Bank A/S 3.875% 9/12/23 (b) | 6000000 | 5911854 |
| DNB Bank ASA: |  |  |
|  1.535% 5/25/27 (b)(c) | 4643000  | 4050139  |
|  1.605% 3/30/28 (b)(c) | 9570000  | 8136818  |
| First Citizens Bank & Trust Co. 3.929% 6/19/24 (c) | 815000 | 804366 |
| HSBC Holdings PLC: |  |  |
|  1.589% 5/24/27 (c) | 10000000  | 8568038  |
|  1.645% 4/18/26 (c) | 6567000  | 5900970  |
|  3.803% 3/11/25 (c) | 5000000  | 4842447  |
|  3.95% 5/18/24 (c) | 3000000  | 2964852  |
|  5.21% 8/11/28 (c) | 4327000  | 4175463  |
| ING Groep NV 1.726% 4/1/27 (c) | 4192000 | 3700209 |
| Intesa Sanpaolo SpA: |  |  |
|  3.25% 9/23/24 (b) | 14000000  | 13175670  |
|  3.375% 1/12/23 (b) | 5775000  | 5758140  |
|  5.71% 1/15/26 (b) | 5031000  | 4860687  |
| JPMorgan Chase & Co.: |  |  |
|  0.824% 6/1/25 (c) | 7855000  | 7305076  |
|  1.045% 11/19/26 (c) | 15000000  | 13232034  |
|  1.47% 9/22/27 (c) | 10000000  | 8680111  |
|  1.514% 6/1/24 (c) | 5770000  | 5661507  |
|  2.083% 4/22/26 (c) | 25219000  | 23428796  |
|  2.956% 5/13/31 (c) | 12053000  | 10050848  |
| Lloyds Banking Group PLC: |  |  |
|  0.695% 5/11/24 (c) | 5000000  | 4879417  |
|  2.438% 2/5/26 (c) | 2636000  | 2437988  |
| Mitsubishi UFJ Financial Group, Inc.: |  |  |
|  0.848% 9/15/24 (c) | 7000000  | 6729395  |
|  1.412% 7/17/25  | 8000000  | 7248477  |
|  1.538% 7/20/27 (c) | 10000000  | 8697388  |
|  1.64% 10/13/27 (c) | 5000000  | 4321578  |
|  2.193% 2/25/25  | 7200000  | 6761827  |
| Mizuho Financial Group, Inc.: |  |  |
|  0.849% 9/8/24 (c) | 17495000  | 16807029  |
|  1.234% 5/22/27 (c) | 10000000  | 8650440  |
| NatWest Group PLC: |  |  |
|  2.359% 5/22/24 (c) | 4223000  | 4142112  |
|  4.519% 6/25/24 (c) | 10962000  | 10847434  |
| NatWest Markets PLC 0.8% 8/12/24 (b) | 5141000 | 4743895 |
| Rabobank Nederland 1.98% 12/15/27 (b)(c) | 7500000 | 6496155 |
| Regions Financial Corp. 2.25% 5/18/25  | 3135000 | 2934144 |
| Santander Holdings U.S.A., Inc.: |  |  |
|  2.49% 1/6/28 (c) | 2768000  | 2402088  |
|  3.45% 6/2/25  | 5700000  | 5422066  |
|  5.807% 9/9/26 (c) | 3000000  | 2986982  |
| Societe Generale: |  |  |
|  1.488% 12/14/26 (b)(c) | 7870000  | 6805765  |
|  1.792% 6/9/27 (b)(c) | 6750000  | 5743105  |
|  2.625% 10/16/24 (b) | 1530000  | 1441233  |
|  3.875% 3/28/24 (b) | 6015000  | 5874932  |
| Sumitomo Mitsui Financial Group, Inc.: |  |  |
|  0.508% 1/12/24  | 989000  | 939222  |
|  1.402% 9/17/26  | 10000000  | 8695381  |
|  1.474% 7/8/25  | 10000000  | 9116658  |
| SVB Financial Group 3.125% 6/5/30  | 3077000 | 2517374 |
| Wells Fargo & Co.: |  |  |
|  2.164% 2/11/26 (c) | 10000000  | 9323139  |
|  2.188% 4/30/26 (c) | 5000000  | 4656973  |
|  2.406% 10/30/25 (c) | 14000000  | 13193851  |
|  4.3% 7/22/27  | 7000000  | 6760482  |
| Westpac Banking Corp. 4.11% 7/24/34 (c) | 1710000 | 1458885 |
|  |  | 506884853 |
| Capital Markets - 6.3% |  |  |
| Ares Capital Corp. 3.25% 7/15/25  | 10000000 | 9146710 |
| Credit Suisse Group AG: |  |  |
|  1.305% 2/2/27 (b)(c) | 10000000  | 7863800  |
|  2.593% 9/11/25 (b)(c) | 4805000  | 4256695  |
|  6.373% 7/15/26 (b)(c) | 4500000  | 4173154  |
| Deutsche Bank AG 4.5% 4/1/25  | 2904000 | 2753509 |
| Deutsche Bank AG New York Branch: |  |  |
|  0.898% 5/28/24  | 2899000  | 2711463  |
|  1.447% 4/1/25 (c) | 6811000  | 6283412  |
|  2.129% 11/24/26 (c) | 14479000  | 12672450  |
|  2.222% 9/18/24 (c) | 22621000  | 21702629  |
|  2.311% 11/16/27 (c) | 7028000  | 5870506  |
| Goldman Sachs Group, Inc.: |  |  |
|  0.657% 9/10/24 (c) | 4500000  | 4312942  |
|  1.757% 1/24/25 (c) | 5000000  | 4766066  |
|  2.64% 2/24/28 (c) | 5000000  | 4460685  |
|  3.272% 9/29/25 (c) | 5000000  | 4813600  |
| Intercontinental Exchange, Inc. 4% 9/15/27  | 7139000 | 6994567 |
| Moody's Corp. 4.875% 2/15/24  | 4000000 | 3990460 |
| Morgan Stanley: |  |  |
|  0.79% 5/30/25 (c) | 10000000  | 9265843  |
|  0.791% 1/22/25 (c) | 11500000  | 10815951  |
|  2.188% 4/28/26 (c) | 5000000  | 4650953  |
|  2.72% 7/22/25 (c) | 3953000  | 3771116  |
| Nomura Holdings, Inc. 1.653% 7/14/26  | 12500000 | 10902571 |
| S&P Global, Inc. 2.45% 3/1/27 (b) | 7508000 | 6904235 |
| State Street Corp. 2.901% 3/30/26 (c) | 305000 | 289978 |
| UBS AG London Branch: |  |  |
|  1.25% 6/1/26 (b) | 8000000  | 7010242  |
|  1.375% 1/13/25 (b) | 5000000  | 4628216  |
| UBS Group AG 1.008% 7/30/24 (b)(c) | 7594000 | 7360398 |
|  |  | 172372151 |
| Consumer Finance - 3.0% |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust: |  |  |
|  1.65% 10/29/24  | 5760000  | 5300154  |
|  1.75% 1/30/26  | 7095000  | 6259653  |
|  2.45% 10/29/26  | 2102000  | 1848279  |
|  3.3% 1/23/23  | 7000000  | 6978899  |
|  4.125% 7/3/23  | 1826000  | 1809592  |
|  4.875% 1/16/24  | 1481000  | 1460058  |
| Ally Financial, Inc.: |  |  |
|  1.45% 10/2/23  | 1220000  | 1178123  |
|  5.125% 9/30/24  | 9760000  | 9682914  |
| Capital One Financial Corp.: |  |  |
|  1.343% 12/6/24 (c) | 5000000  | 4770569  |
|  1.878% 11/2/27 (c) | 7000000  | 6074406  |
|  3.9% 1/29/24  | 3000000  | 2956850  |
| Ford Motor Credit Co. LLC: |  |  |
|  2.3% 2/10/25  | 5000000  | 4587500  |
|  3.375% 11/13/25  | 8000000  | 7381040  |
| Hyundai Capital America 1% 9/17/24 (b) | 9737000 | 8942358 |
| John Deere Capital Corp. 3.4% 6/6/25  | 5076000 | 4952260 |
| Synchrony Financial: |  |  |
|  4.25% 8/15/24  | 2551000  | 2488234  |
|  4.375% 3/19/24  | 4922000  | 4834005  |
|  |  | 81504894 |
| Diversified Financial Services - 2.2% |  |  |
| AIG Global Funding 0.9% 9/22/25 (b) | 7000000 | 6244314 |
| Athene Global Funding: |  |  |
|  0.95% 1/8/24 (b) | 8877000  | 8416106  |
|  1% 4/16/24 (b) | 8000000  | 7481988  |
|  1.73% 10/2/26 (b) | 5000000  | 4311891  |
| Blackstone Private Credit Fund 4.7% 3/24/25  | 8250000 | 8062947 |
| Brixmor Operating Partnership LP 2.25% 4/1/28  | 4348000 | 3598612 |
| Corebridge Financial, Inc.: |  |  |
|  3.5% 4/4/25 (b) | 943000  | 903035  |
|  3.65% 4/5/27 (b) | 1345000  | 1258995  |
| GA Global Funding Trust 1.25% 12/8/23 (b) | 9500000 | 9085656 |
| Jackson Financial, Inc.: |  |  |
|  1.125% 11/22/23  | 10000000  | 9588588  |
|  5.17% 6/8/27  | 1397000  | 1369022  |
|  |  | 60321154 |
| Insurance - 2.2% |  |  |
| American International Group, Inc. 2.5% 6/30/25  | 3334000 | 3148034 |
| Empower Finance 2020 LP 1.357% 9/17/27 (b) | 5321000 | 4473290 |
| Equitable Financial Life Global Funding: |  |  |
|  1.4% 8/27/27 (b) | 15000000  | 12612443  |
|  1.7% 11/12/26 (b) | 5000000  | 4400080  |
| Great-West Lifeco U.S. Finance 2020 LP 0.904% 8/12/25 (b) | 3381000 | 3005283 |
| Guardian Life Global Funding: |  |  |
|  1.1% 6/23/25 (b) | 7850000  | 7117363  |
|  1.4% 7/6/27 (b) | 8010000  | 6861230  |
| Pacific Life Global Funding II 1.2% 6/24/25 (b) | 4494000 | 4083737 |
| Pricoa Global Funding I 2.4% 9/23/24 (b) | 6476000 | 6158910 |
| Protective Life Global Funding 3.218% 3/28/25 (b) | 1979000 | 1883272 |
| RGA Global Funding 2% 11/30/26 (b) | 3680000 | 3264887 |
| Willis Group North America, Inc. 4.5% 9/15/28  | 5000000 | 4724091 |
|  |  | 61732620 |
| TOTAL FINANCIALS |  | 882815672 |
| HEALTH CARE - 2.7%  |  |  |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Alcon Finance Corp. 2.75% 9/23/26 (b) | 4038000 | 3701047 |
| Boston Scientific Corp. 1.9% 6/1/25  | 5000000 | 4665874 |
|  |  | 8366921 |
| Health Care Providers & Services - 0.3% |  |  |
| Cigna Corp. 0.613% 3/15/24  | 2410000 | 2280464 |
| HCA Holdings, Inc. 3.125% 3/15/27 (b) | 7100000 | 6458258 |
|  |  | 8738722 |
| Life Sciences Tools & Services - 0.7% |  |  |
| PerkinElmer, Inc. 0.85% 9/15/24  | 10160000 | 9388930 |
| Thermo Fisher Scientific, Inc. 1.215% 10/18/24  | 10000000 | 9356864 |
|  |  | 18745794 |
| Pharmaceuticals - 1.4% |  |  |
| Bayer U.S. Finance II LLC: |  |  |
|  3.375% 7/15/24 (b) | 5000000  | 4848624  |
|  4.25% 12/15/25 (b) | 10500000  | 10182463  |
| Bayer U.S. Finance LLC 3.375% 10/8/24 (b) | 7000000 | 6769135 |
| Elanco Animal Health, Inc. 5.772% 8/28/23  | 552000 | 549752 |
| GSK Consumer Healthcare Capital 3.125% 3/24/25  | 8600000 | 8238911 |
| Mylan NV 3.125% 1/15/23 (b) | 5791000 | 5771427 |
| Viatris, Inc. 1.65% 6/22/25  | 480000 | 434516 |
|  |  | 36794828 |
| TOTAL HEALTH CARE |  | 72646265 |
| INDUSTRIALS - 4.0%  |  |  |
| Aerospace & Defense - 0.7% |  |  |
| The Boeing Co.: |  |  |
|  1.167% 2/4/23  | 7169000  | 7114906  |
|  1.95% 2/1/24  | 10390000  | 9996206  |
|  4.875% 5/1/25  | 3000000  | 2972173  |
|  |  | 20083285 |
| Airlines - 0.4% |  |  |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/29  | 4260255 | 3566224 |
| Delta Air Lines, Inc. 2.9% 10/28/24  | 5500000 | 5214000 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/29  | 2935124 | 2524648 |
|  |  | 11304872 |
| Building Products - 0.0% |  |  |
| Carrier Global Corp. 2.242% 2/15/25  | 548000 | 516929 |
| Commercial Services & Supplies - 0.5% |  |  |
| Republic Services, Inc. 0.875% 11/15/25  | 15000000 | 13422173 |
| Industrial Conglomerates - 0.4% |  |  |
| Siemens Financieringsmaatschappij NV: |  |  |
|  0.65% 3/11/24 (b) | 6309000  | 5978483  |
|  1.2% 3/11/26 (b) | 6674000  | 5950774  |
|  |  | 11929257 |
| Machinery - 1.0% |  |  |
| Daimler Trucks Finance North America LLC: |  |  |
|  1.625% 12/13/24 (b) | 3204000  | 2978316  |
|  2% 12/14/26 (b) | 5000000  | 4384646  |
| Otis Worldwide Corp. 2.056% 4/5/25  | 7000000 | 6557731 |
| Parker Hannifin Corp.: |  |  |
|  3.65% 6/15/24  | 4750000  | 4643243  |
|  4.25% 9/15/27  | 3086000  | 2992884  |
| Westinghouse Air Brake Tech Co. 4.4% 3/15/24  | 5900000 | 5804068 |
|  |  | 27360888 |
| Road & Rail - 0.1% |  |  |
| Canadian Pacific Railway Co. 1.75% 12/2/26  | 2099000 | 1875799 |
| Trading Companies & Distributors - 0.5% |  |  |
| Air Lease Corp.: |  |  |
|  0.7% 2/15/24  | 3555000  | 3347883  |
|  0.8% 8/18/24  | 4323000  | 3976194  |
|  2.2% 1/15/27  | 3565000  | 3110428  |
|  4.25% 2/1/24  | 2597000  | 2550985  |
|  |  | 12985490 |
| Transportation Infrastructure - 0.4% |  |  |
| Avolon Holdings Funding Ltd.: |  |  |
|  2.875% 2/15/25 (b) | 7180000  | 6591411  |
|  3.95% 7/1/24 (b) | 955000  | 909490  |
|  5.5% 1/15/26 (b) | 2089000  | 1978710  |
|  |  | 9479611 |
| TOTAL INDUSTRIALS |  | 108958304 |
| INFORMATION TECHNOLOGY - 1.9%  |  |  |
| Electronic Equipment & Components - 0.2% |  |  |
| Amphenol Corp. 3.2% 4/1/24  | 896000 | 876277 |
| Dell International LLC/EMC Corp. 5.45% 6/15/23  | 4693000 | 4695748 |
|  |  | 5572025 |
| IT Services - 0.1% |  |  |
| PayPal Holdings, Inc. 1.65% 6/1/25  | 2097000 | 1950235 |
| The Western Union Co. 2.85% 1/10/25  | 1242000 | 1181854 |
|  |  | 3132089 |
| Semiconductors & Semiconductor Equipment - 0.9% |  |  |
| Broadcom, Inc. 1.95% 2/15/28 (b) | 15000000 | 12678075 |
| Microchip Technology, Inc. 0.983% 9/1/24  | 5060000 | 4678491 |
| Micron Technology, Inc. 4.185% 2/15/27  | 6000000 | 5736312 |
|  |  | 23092878 |
| Software - 0.7% |  |  |
| Oracle Corp.: |  |  |
|  1.65% 3/25/26  | 3618000  | 3247474  |
|  5.8% 11/10/25  | 7000000  | 7170090  |
| VMware, Inc.: |  |  |
|  1% 8/15/24  | 6564000  | 6111924  |
|  1.4% 8/15/26  | 2882000  | 2534629  |
|  |  | 19064117 |
| TOTAL INFORMATION TECHNOLOGY |  | 50861109 |
| MATERIALS - 0.8%  |  |  |
| Chemicals - 0.8% |  |  |
| Celanese U.S. Holdings LLC 5.9% 7/5/24  | 7600000 | 7553532 |
| International Flavors & Fragrances, Inc. 1.23% 10/1/25 (b) | 7000000 | 6187144 |
| LYB International Finance III LLC 1.25% 10/1/25  | 6185000 | 5504064 |
| Nutrien Ltd. 5.9% 11/7/24  | 3688000 | 3730595 |
|  |  | 22975335 |
| REAL ESTATE - 1.6%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 1.4% |  |  |
| American Tower Corp. 1.3% 9/15/25  | 2406000 | 2163881 |
| Boston Properties, Inc. 3.2% 1/15/25  | 3000000 | 2877287 |
| Crown Castle International Corp. 1.35% 7/15/25  | 566000 | 515089 |
| ERP Operating LP 3.375% 6/1/25  | 3000000 | 2886546 |
| Healthcare Trust of America Holdings LP 3.5% 8/1/26  | 621000 | 581356 |
| Kimco Realty Corp. 3.3% 2/1/25  | 5500000 | 5292292 |
| Kite Realty Group Trust 4% 3/15/25  | 2778000 | 2664633 |
| Omega Healthcare Investors, Inc. 4.375% 8/1/23  | 1211000 | 1195167 |
| Realty Income Corp. 2.2% 6/15/28  | 456000 | 391076 |
| SITE Centers Corp. 4.25% 2/1/26  | 1865000 | 1773167 |
| Spirit Realty LP 2.1% 3/15/28  | 5695000 | 4629510 |
| Ventas Realty LP: |  |  |
|  2.65% 1/15/25  | 3710000  | 3502577  |
|  3% 1/15/30  | 4013000  | 3409093  |
|  3.5% 4/15/24  | 2140000  | 2079941  |
| Vornado Realty LP 2.15% 6/1/26  | 1017000 | 859564 |
| Welltower, Inc. 3.625% 3/15/24  | 4035000 | 3952961 |
|  |  | 38774140 |
| Real Estate Management & Development - 0.2% |  |  |
| Brandywine Operating Partnership LP: |  |  |
|  3.95% 2/15/23  | 3334000  | 3315360  |
|  4.1% 10/1/24  | 372000  | 358002  |
|  |  | 3673362 |
| TOTAL REAL ESTATE |  | 42447502 |
| UTILITIES - 2.7%  |  |  |
| Electric Utilities - 1.2% |  |  |
| Cleco Corporate Holdings LLC 3.743% 5/1/26  | 2893000 | 2728182 |
| Duke Energy Corp. 4.3% 3/15/28  | 4484000 | 4321308 |
| Edison International 2.95% 3/15/23  | 730000 | 725896 |
| Exelon Corp. 2.75% 3/15/27 (b) | 681000 | 627704 |
| FirstEnergy Corp.: |  |  |
|  1.6% 1/15/26  | 606000  | 535805  |
|  2.05% 3/1/25  | 3271000  | 3018202  |
| Florida Power & Light Co. 2.85% 4/1/25  | 1508000 | 1447249 |
| IPALCO Enterprises, Inc. 3.7% 9/1/24  | 1115000 | 1079820 |
| Southern Co. 0.6% 2/26/24  | 3789000 | 3583619 |
| Tampa Electric Co. 3.875% 7/12/24  | 4358000 | 4257204 |
| Vistra Operations Co. LLC 5% 7/31/27 (b) | 10000000 | 9386741 |
|  |  | 31711730 |
| Gas Utilities - 0.1% |  |  |
| Dominion Gas Holdings LLC 2.5% 11/15/24  | 1156000 | 1098631 |
| ONE Gas, Inc. 0.85% 3/11/23  | 2500000 | 2494486 |
|  |  | 3593117 |
| Independent Power and Renewable Electricity Producers - 0.3% |  |  |
| Emera U.S. Finance LP 0.833% 6/15/24  | 4654000 | 4313664 |
| The AES Corp. 3.3% 7/15/25 (b) | 4133000 | 3868180 |
|  |  | 8181844 |
| Multi-Utilities - 1.1% |  |  |
| Dominion Energy, Inc.: |  |  |
|  1.45% 4/15/26  | 8000000  | 7189475  |
|  3.071% 8/15/24 (c) | 5000000  | 4832050  |
| DTE Energy Co. 4.22% 11/1/24  | 8200000 | 8073929 |
| NiSource, Inc.: |  |  |
|  0.95% 8/15/25  | 2873000  | 2590637  |
|  2.95% 9/1/29  | 3000000  | 2630278  |
| Sempra Energy 3.3% 4/1/25  | 3298000 | 3181618 |
| WEC Energy Group, Inc.: |  |  |
|  3 month U.S. LIBOR + 2.610% 6.7186% 5/15/67 (c)(d) | 454000  | 372308  |
|  5% 9/27/25  | 2810000  | 2821924  |
|  |  | 31692219 |
| TOTAL UTILITIES |  | 75178910 |
| <br> **TOTAL NONCONVERTIBLE BONDS**<br> (Cost $1,855,890,720) |  | <br> **1706033722** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 11.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 11.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 11.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Notes: |  |  |
|  0.5% 10/31/27  | 33950700 | 28903186 |
|  0.75% 3/31/26 (e) | 30049700 | 27022427 |
|  0.875% 6/30/26  | 95000000 | 85162297 |
|  1.25% 12/31/26  | 89078600 | 80128984 |
|  1.5% 1/31/27  | 10000000 | 9075000 |
|  4.125% 10/31/27  | 75000000 | 75955079 |
|  4.25% 9/30/24  | 20000000 | 19939844 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $338,944,072) |  | **326186817** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Fannie Mae - 0.2%  |  |  |
| 4.5% to 4.5% 3/1/35 to 9/1/49  | 4848121 | 4819696 |
| 6.5% 7/1/32 to 8/1/36  | 110699 | 116098 |
| 7% 8/1/28 to 6/1/33  | 77167 | 81915 |
| 7.5% to 7.5% 11/1/26 to 2/1/28  | 16670 | 17255 |
| 8.5% 9/1/25  | 467 | 478 |
| TOTAL FANNIE MAE |  | 5035442 |
| Freddie Mac - 0.0%  |  |  |
| 8.5% 2/1/27 to 8/1/27  | 8726 | 9079 |
| Ginnie Mae - 0.0%  |  |  |
| 7% to 7% 7/15/28 to 11/15/28  | 15092 | 15539 |
| 7.5% 2/15/28 to 10/15/28  | 1922 | 1999 |
| 8% 6/15/24  | 9 | 9 |
| TOTAL GINNIE MAE |  | 17547 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $5,422,221) |  | <br> **5062068** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 13.2%** | &nbsp;&nbsp;**Asset-Backed Securities - 13.2%** | &nbsp;&nbsp;**Asset-Backed Securities - 13.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AASET Trust: |  |  |
|  Series 2019-2 Class A, 3.376% 10/16/39 (b) | 2339102 | 1663294 |
|  Series 2021-1A Class A, 2.95% 11/16/41 (b) | 2859776 | 2273455 |
|  Series 2021-2A Class A, 2.798% 1/15/47 (b) | 5555813 | 4332235 |
| Aimco: |  |  |
|  Series 2021-10A Class AR, 3 month U.S. LIBOR + 1.060% 5.3846% 7/22/32 (b)(c)(d) | 10230000 | 9977595 |
|  Series 2021-BA Class AR, 3 month U.S. LIBOR + 1.100% 5.1791% 1/15/32 (b)(c)(d) | 10545000 | 10337422 |
| AIMCO CLO Ltd. Series 2022-12A Class AR, CME TERM SOFR 3 MONTH INDEX + 1.170% 5.0336% 1/17/32 (b)(c)(d) | 5000000 | 4906495 |
| American Express Credit Account Master Trust Series 2022-4 Class A, 4.95% 10/15/27  | 4504000 | 4521610 |
| AmeriCredit Automobile Receivables Trust Series 2021-3 Class A3, 0.76% 8/18/26  | 9667000 | 9149123 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/40 (b) | 689474 | 553328 |
| Ares LII CLO Ltd. Series 2021-52A Class A1R, 3 month U.S. LIBOR + 1.050% 5.3746% 4/22/31 (b)(c)(d) | 8959000 | 8770682 |
| Bear Stearns Asset Backed Securities I Trust Series 2005-HE2 Class M2, 1 month U.S. LIBOR + 1.120% 5.1686% 2/25/35 (c)(d) | 95875 | 94495 |
| Blackbird Capital Aircraft Series 2021-1A Class A, 2.443% 7/15/46 (b) | 4196050 | 3434328 |
| Capital One Multi-Asset Execution Trust Series 2022-A2 Class A, 3.49% 5/15/27  | 5000000 | 4829621 |
| Carvana Auto Receivables Trust Series 2021-P2 Class A3, 0.49% 3/10/26  | 7981219 | 7658202 |
| Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/46 (b) | 3704626 | 3130483 |
| Cedar Funding Ltd.: |  |  |
|  Series 2021-10A Class AR, 3 month U.S. LIBOR + 1.100% 5.3426% 10/20/32 (b)(c)(d) | 2685000 | 2611667 |
|  Series 2021-14A Class A, 3 month U.S. LIBOR + 1.100% 5.1791% 7/15/33 (b)(c)(d) | 11007000 | 10726366 |
| Cent CLO LP Series 2021-21A Class A1R3, 3 month U.S. LIBOR + 0.970% 5.328% 7/27/30 (b)(c)(d) | 9969477 | 9805090 |
| Chase Issuance Trust Series 2022-A1 Class A, 3.97% 9/15/27  | 7135000 | 6977248 |
| DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/51 (b) | 11880000 | 10176669 |
| Dell Equipment Finance Trust: |  |  |
|  Series 2020-2 Class A3, 0.57% 10/23/23 (b) | 2226893 | 2197486 |
|  Series 2021-1 Class A3, 0.43% 5/22/26 (b) | 3966000 | 3869454 |
| Donlen Fleet Lease Funding Series 2021-2 Class A2, 0.56% 12/11/34 (b) | 3531465 | 3402831 |
| Eaton Vance CLO, Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.100% 5.1791% 4/15/31 (b)(c)(d) | 9586000 | 9377418 |
| Enterprise Fleet Financing LLC: |  |  |
|  Series 2020-1 Class A2, 1.78% 12/22/25 (b) | 1005609 | 998222 |
|  Series 2020-2 Class A2, 0.61% 7/20/26 (b) | 3952578 | 3839779 |
|  Series 2021-1 Class A2, 0.44% 12/21/26 (b) | 1963472 | 1892421 |
|  Series 2022-3 Class A2, 4.38% 7/20/29 (b) | 1280000 | 1245970 |
| Ford Credit Auto Owner Trust Series 2020-2 Class A, 1.06% 4/15/33 (b) | 14774000 | 13104121 |
| Ford Credit Floorplan Master Owner Trust Series 2020-1 Class A1, 0.7% 9/15/25  | 12656000 | 12192153 |
| GMF Floorplan Owner Revolving Trust: |  |  |
|  Series 2020-1 Class A, 0.68% 8/15/25 (b) | 3438000 | 3326151 |
|  Series 2020-2 Class A, 0.69% 10/15/25 (b) | 7860000 | 7513789 |
| Horizon Aircraft Finance Ltd. Series 2019-1 Class A, 3.721% 7/15/39 (b) | 1070528 | 835007 |
| Madison Park Funding XXXII, Ltd. / Madison Park Funding XXXII LLC Series 2021-32A Class A1R, 3 month U.S. LIBOR + 1.000% 5.3246% 1/22/31 (b)(c)(d) | 8045000 | 7896119 |
| Marlette Funding Trust: |  |  |
|  Series 2021-2A Class A, 0.51% 9/15/31 (b) | 318781 | 317863 |
|  Series 2021-3A Class A, 0.65% 12/15/31 (b) | 1299785 | 1280032 |
|  Series 2022-1A Class A, 1.36% 4/15/32 (b) | 3064772 | 2996572 |
|  Series 2022-2A Class A, 4.25% 8/15/32 (b) | 5084716 | 5008672 |
| Metlife Securitization Trust Series 2019-1A Class A1A, 3.75% 4/25/58 (b) | 386959 | 375443 |
| MMAF Equipment Finance LLC Series 2019-B Class A3, 2.01% 12/12/24 (b) | 2131340 | 2088578 |
| Niagara Park CLO, Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.000% 5.0791% 7/17/32 (b)(c)(d) | 10020000 | 9760953 |
| OneMain Direct Auto Receivables Trust Series 2021-1A Class A, 0.87% 7/14/28 (b) | 9803000 | 9002679 |
| Palmer Square Loan Funding, Ltd. Series 2021-2A Class A1, 3 month U.S. LIBOR + 0.800% 5.4754% 5/20/29 (b)(c)(d) | 7205366 | 7103979 |
| Palmer Square Loan Funding, Ltd. / Palmer Square Loan Funding LLC Series 2022-1A Class A1, CME TERM SOFR 3 MONTH INDEX + 1.050% 4.9136% 4/15/30 (b)(c)(d) | 8521387 | 8316268 |
| Park Place Securities, Inc. Series 2005-WCH1 Class M4, 1 month U.S. LIBOR + 1.240% 5.2886% 1/25/36 (c)(d) | 40331 | 39288 |
| Prpm 2021-5, LLC Series 2021-5 Class A1, 1.793% 6/25/26 (b)(c) | 5520938 | 4820002 |
| Santander Drive Auto Receivables Trust Series 2022-5 Class A3, 4.11% 8/17/26  | 4905000 | 4795273 |
| Santander Retail Auto Lease Trust Series 2020-B Class A3, 0.57% 4/22/24 (b) | 7726237 | 7559382 |
| Sapphire Aviation Finance Series 2020-1A Class A, 3.228% 3/15/40 (b) | 5573035 | 4197211 |
| SBA Tower Trust: |  |  |
|  Series 2019, 2.836% 1/15/50 (b) | 2797000 | 2632157 |
|  1.884% 7/15/50 (b) | 1204000 | 1058865 |
| SLAM Ltd. / SLAM LLC Series 2021-1A Class A, 2.434% 6/15/46 (b) | 11847677 | 9759749 |
| Symphony CLO XXI, Ltd. Series 2021-21A Class AR, 3 month U.S. LIBOR + 1.060% 5.1391% 7/15/32 (b)(c)(d) | 7582000 | 7405574 |
| Symphony CLO XXIII Ltd. Series 2021-23A Class AR, 3 month U.S. LIBOR + 1.020% 5.0991% 1/15/34 (b)(c)(d) | 9700000 | 9498483 |
| TCI-Flatiron CLO Ltd. / LLC Series 2021-1A Class AR, 3 month U.S. LIBOR + 0.960% 5.6097% 11/18/30 (b)(c)(d) | 10490000 | 10312677 |
| TCI-Symphony CLO Series 2021-1A Class AR, 3 month U.S. LIBOR + 0.920% 5.0091% 7/15/30 (b)(c)(d) | 11241174 | 11036618 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, 1 month U.S. LIBOR + 0.860% 4.9036% 9/25/34 (c)(d) | 1693 | 1597 |
| Tesla Series 2020-A Class A3, 0.68% 12/20/23 (b) | 844010 | 840570 |
| Toyota Auto Loan Extended Note Trust Series 2020-1A Class A, 1.35% 5/25/33 (b) | 3961000 | 3596872 |
| Trapeza CDO XII Ltd./Trapeza CDO XII, Inc. Series 2007-12A Class B, 3 month U.S. LIBOR + 0.560% 4.3007% 4/6/42 (b)(c)(d) | 304000 | 229887 |
| Upstart Securitization Trust: |  |  |
|  Series 2021-1 Class A, 0.87% 3/20/31 (b) | 31598 | 31431 |
|  Series 2021-2 Class A, 0.91% 6/20/31 (b) | 1277683 | 1250355 |
|  Series 2021-3 Class A, 0.83% 7/20/31 (b) | 2485994 | 2412440 |
|  Series 2021-4 Class A, 0.84% 9/20/31 (b) | 3958189 | 3819742 |
|  Series 2021-5 Class A, 1.31% 11/20/31 (b) | 4815313 | 4594432 |
| VCAT Asset Securitization, LLC: |  |  |
|  Series 2021-NPL1 Class A1, 2.2891% 12/26/50 (b) | 1397312 | 1333817 |
|  Series 2021-NPL2 Class A1, 2.115% 3/27/51 (b) | 5679042 | 5128991 |
|  Series 2021-NPL3 Class A1, 1.743% 5/25/51 (b)(c) | 7245036 | 6700225 |
| Verizon Master Trust Series 2021-1: |  |  |
|  Class A, 0.5% 5/20/27  | 7466000 | 6964401 |
|  Class B, 0.69% 5/20/27  | 8000000 | 7422965 |
| Voya CLO Ltd. Series 2021-1A Class A1R, 3 month U.S. LIBOR + 0.950% 5.0291% 4/17/30 (b)(c)(d) | 9451900 | 9291473 |
| World Omni Automobile Lease Securitization Trust Series 2020-B Class A3, 0.45% 2/15/24  | 3029009 | 3000358 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $385,402,161) |  | **363606203** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 3.5%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 3.5%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 3.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Private Sponsor - 2.8%  |  |  |
| Ajax Mortgage Loan Trust sequential payer Series 2021-B Class A, 2.239% 6/25/66 (b)(c) | 3252458 | 2974813 |
| Angel Oak Mortgage Trust Series 2021-8 Class A1, 1.82% 11/25/66 (b) | 6006195 | 4960490 |
| Brass PLC Series 2021-10A Class A1, 0.669% 4/16/69 (b)(c) | 1361031 | 1293023 |
| BRAVO Residential Funding Trust sequential payer Series 2020-RPL2 Class A1, 2% 5/25/59 (b) | 3967046 | 3452421 |
| Cascade Funding Mortgage Trust: |  |  |
|  sequential payer Series 2022-EBO2 Class A, 3.169% 7/25/54 (b) | 1733156 | 1692271 |
|  Series 2021-EBO1 Class A, 0.9849% 11/25/50 (b)(c) | 1894581 | 1776391 |
|  Series 2021-HB5 Class A, 0.8006% 2/25/31 (b) | 1550031 | 1488162 |
|  Series 2021-HB6 Class A, 0.8983% 6/25/36 (b) | 1885097 | 1775504 |
|  Series 2021-HB7 Class A, 1.1512% 10/27/31 (b) | 2397599 | 2240253 |
| CFMT LLC Series 2020-HB4 Class A, 0.9461% 12/26/30 (b) | 985172 | 951784 |
| CSAIL Commercial Mortgage Trust Series 2015-C2 Class ASB, 3.2241% 6/15/57  | 1037834 | 1009160 |
| Csmc 2021-Rpl9 Trust sequential payer Series 2021-RPL9 Class A1, 2.4364% 2/25/61 (b) | 8414595 | 7754891 |
| CSMC Trust sequential payer Series 2020-RPL4 Class A1, 2% 1/25/60 (b) | 1062044 | 897214 |
| Finance of America HECM Buyout sequential payer Series 2022-HB1 Class A, 2.6948% 2/25/32 (b)(c) | 5291922 | 5085525 |
| GCAT Trust sequential payer Series 2021-NQM7 Class A1, 1.915% 8/25/66 (b) | 3327934 | 2828471 |
| Legacy Mortgage Asset Trust Series 2021-GS5 Class A1, 2.25% 7/25/67 (b)(c) | 7191548 | 6064660 |
| New Residential Mortgage Loan Trust Series 2019-5A Class A1B, 3.5% 8/25/59 (b) | 1329974 | 1201631 |
| New York Mortgage Trust sequential payer Series 2021-SP1 Class A1, 1.6696% 8/25/61 (b) | 2575805 | 2288170 |
| Oceanview Mortgage Loan Trust sequential payer Series 2020-1 Class A1A, 1.7329% 5/28/50 (b) | 2677102 | 2360527 |
| Oceanview Trust sequential payer Series 2021-1 Class A, 1.2187% 12/29/51 (b)(c) | 2966943 | 2877932 |
| Preston Ridge Partners Mortgage Trust: |  |  |
|  sequential payer Series 2021-8 Class A1, 1.743% 9/25/26 (b)(c) | 6554162 | 5722812 |
|  Series 2021-2 Class A1, 2.115% 3/25/26 (b) | 5173194 | 4691255 |
|  Series 2021-RPL1 Class A1, 1.319% 7/25/51 (b) | 1084669 | 962334 |
|  Series 2021-RPL2 Class A1, 1.455% 10/25/51 (b)(c) | 1427978 | 1249673 |
| PRET LLC Series 2022-RN1 Class A1, 3.721% 7/25/51 (b) | 4391601 | 4003697 |
| RMF Buyout Issuance Trust sequential payer: |  |  |
|  Series 2021-HB1 Class A, 1.2586% 11/25/31 (b) | 3087608 | 2923472 |
|  Series 2022-HB1 Class A, 4.272% 4/25/32 (b) | 1266060 | 1227376 |
| Sequoia Mortgage Trust floater Series 2004-6 Class A3B, 6 month U.S. LIBOR + 0.880% 3.6276% 7/20/34 (c)(d) | 533 | 480 |
| TOTAL PRIVATE SPONSOR |  | 75754392 |
| U.S. Government Agency - 0.7%  |  |  |
| Fannie Mae: |  |  |
|  planned amortization class:  |  |  |
| Series 2015-28 Class P, 2.5% 5/25/45 <br>| 1737492 | 1610821 |
| Series 2019-33 Class N, 3% 3/25/48 <br>| 6234637 | 5865092 |
|  Series 2015-28 Class JE, 3% 5/25/45  | 1242231 | 1177756 |
|  Series 2018-3 Class LP, 3% 2/25/47  | 4620876 | 4321881 |
|  Series 2019-59 Class AB, 2.5% 10/25/39  | 2008343 | 1821604 |
| Freddie Mac: |  |  |
|  planned amortization class Series 2019-4903 Class DA, 3% 10/25/48  | 3003463 | 2782052 |
|  sequential payer Series 4873 Class CA, 4% 7/15/47  | 1989246 | 1942812 |
|  Series 3949 Class MK, 4.5% 10/15/34  | 48953 | 48621 |
|  Series 4472 Class WL, 3% 5/15/45  | 571700 | 541183 |
| TOTAL U.S. GOVERNMENT AGENCY |  | 20111822 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $105,913,052) |  | <br> **95866214** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 7.6%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 7.6%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 7.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAMLL Commercial Mortgage Securities Trust: |  |  |
|  floater Series 2022-DKLX Class A, CME Term SOFR 1 Month Index + 1.150% 4.945% 1/15/39 (b)(c)(d) | 2178000 | 2097986 |
|  sequential payer Series 2019-BPR Class ANM, 3.112% 11/5/32 (b) | 1767000 | 1634130 |
| BANK Series 2021-BN33 Class XA, 1.1716% 5/15/64 (c)(f) | 20590762 | 1192145 |
| Bank of America Commercial Mortgage Trust sequential payer Series 2015-UBS7 Class ASB, 3.429% 9/15/48  | 6506109 | 6256568 |
| Benchmark Mortgage Trust: |  |  |
|  sequential payer Series 2018-B2 Class A2, 3.6623% 2/15/51  | 3204458 | 3180070 |
|  Series 2019-B14 Class XA, 0.9039% 12/15/62 (c)(f) | 24628032 | 796606 |
|  Series 2020-B17 Class XA, 1.5386% 3/15/53 (c)(f) | 49375331 | 3053879 |
| BLOX Trust floater sequential payer Series 2021-BLOX Class A, 1 month U.S. LIBOR + 0.750% 4.625% 9/15/26 (b)(c)(d) | 5047000 | 4750335 |
| BPR Trust floater Series 2022-OANA Class A, CME Term SOFR 1 Month Index + 1.890% 5.6923% 4/15/37 (b)(c)(d) | 7152000 | 6959288 |
| BX Commercial Mortgage Trust floater: |  |  |
|  Series 2021-PAC Class A, 1 month U.S. LIBOR + 0.680% 4.5651% 10/15/36 (b)(c)(d) | 4501000 | 4295113 |
|  Series 2021-VINO Class A, 1 month U.S. LIBOR + 0.650% 4.5273% 5/15/38 (b)(c)(d) | 4000000 | 3829475 |
|  Series 2022-LP2 Class A, CME Term SOFR 1 Month Index + 1.010% 4.8072% 2/15/39 (b)(c)(d) | 5150979 | 4941362 |
| BX Trust: |  |  |
|  floater:  |  |  |
| Series 2021-ACNT Class A, 1 month U.S. LIBOR + 0.850% 4.726% 11/15/38 (b)(c)(d) <br>| 4360000 | 4180842 |
| Series 2021-BXMF Class A, 1 month U.S. LIBOR + 0.630% 4.5109% 10/15/26 (b)(c)(d) <br>| 4085000 | 3875631 |
| Series 2022-GPA Class A, CME Term SOFR 1 Month Index + 2.160% 5.9593% 10/15/39 (b)(c)(d) <br>| 1624000 | 1616877 |
|  floater sequential payer:  |  |  |
| Series 2021-MFM1 Class A, 1 month U.S. LIBOR + 0.700% 4.5753% 1/15/34 (b)(c)(d) <br>| 2100000 | 2027844 |
| Series 2021-SOAR Class A, 4.546% 6/15/38 (b)(c) <br>| 4309356 | 4125663 |
|  floater, sequential payer:  |  |  |
| Series 2019-IMC Class A, 1 month U.S. LIBOR + 1.000% 4.873% 4/15/34 (b)(c)(d) <br>| 614000 | 597587 |
| Series 2019-XL Class A, CME Term SOFR 1 Month Index + 1.030% 4.8287% 10/15/36 (b)(c)(d) <br>| 5022072 | 4933588 |
| CF Hippolyta Issuer LLC sequential payer: |  |  |
|  Series 2020-1 Class A1, 1.69% 7/15/60 (b) | 6734272 | 5955277 |
|  Series 2021-1A Class A1, 1.53% 3/15/61 (b) | 5417884 | 4667352 |
| CGDB Commercial Mortgage Trust floater Series 2019-MOB Class A, 1 month U.S. LIBOR + 0.950% 4.8253% 11/15/36 (b)(c)(d) | 1313000 | 1275020 |
| CHC Commercial Mortgage Trust floater Series 2019-CHC Class A, 1 month U.S. LIBOR + 1.120% 4.995% 6/15/34 (b)(c)(d) | 4627061 | 4536791 |
| Citigroup Commercial Mortgage Trust sequential payer: |  |  |
|  Series 2014-GC21 Class AAB, 3.477% 5/10/47  | 415902 | 408788 |
|  Series 2016-GC36 Class AAB, 3.368% 2/10/49  | 1567948 | 1503947 |
| COMM Mortgage Trust: |  |  |
|  sequential payer:  |  |  |
| Series 2013-CR7: <br>|  |  |
|  Class A4, 3.213% 3/10/46  | 2246929 | 2231490 |
|  Class AM, 3.314% 3/10/46 (b) | 1343000 | 1330510 |
| Series 2015-CR22 Class ASB, 3.144% 3/10/48 <br>| 918831 | 895915 |
| Series 2015-CR23 Class ASB, 3.257% 5/10/48 <br>| 748935 | 728141 |
| Series 2020-SBX Class A, 1.67% 1/10/38 (b) <br>| 8241000 | 7229599 |
|  Series 2013-CR13 Class AM, 4.449% 11/10/46  | 2731000 | 2658177 |
| Credit Suisse Mortgage Trust: |  |  |
|  floater Series 2019-ICE4 Class A, 1 month U.S. LIBOR + 0.980% 4.855% 5/15/36 (b)(c)(d) | 5000000 | 4935444 |
|  sequential payer Series 2020-NET Class A, 2.2569% 8/15/37 (b) | 2148147 | 1917360 |
|  Series 2018-SITE Class A, 4.284% 4/15/36 (b) | 1635000 | 1550727 |
| CSAIL Commercial Mortgage Trust sequential payer Series 19-C15 Class A2, 3.4505% 3/15/52  | 2924011 | 2826557 |
| ELP Commercial Mortgage Trust floater Series 2021-ELP Class A, 1 month U.S. LIBOR + 0.700% 4.577% 11/15/38 (b)(c)(d) | 6073000 | 5793329 |
| Extended Stay America Trust floater Series 2021-ESH Class A, 1 month U.S. LIBOR + 1.080% 4.956% 7/15/38 (b)(c)(d) | 2043170 | 1965052 |
| GS Mortgage Securities Trust: |  |  |
|  floater Series 2021-IP Class A, 1 month U.S. LIBOR + 0.950% 4.825% 10/15/36 (b)(c)(d) | 2682000 | 2496293 |
|  sequential payer:  |  |  |
| Series 2013-GC10 Class A5, 2.943% 2/10/46 <br>| 873457 | 871986 |
| Series 2014-GC18 Class AAB, 3.648% 1/10/47 <br>| 141674 | 140024 |
| Series 2014-GC20 Class AAB, 3.655% 4/10/47 <br>| 201803 | 198486 |
| Series 2014-GC26 Class AAB, 3.365% 11/10/47 <br>| 1318027 | 1284435 |
| Series 2015-GC28 Class AAB, 3.206% 2/10/48 <br>| 948343 | 921473 |
| Series 2015-GC30 Class A4, 3.382% 5/10/50 <br>| 3541000 | 3353163 |
|  Series 2011-GC5 Class A/S, 5.209% 8/10/44 (b)(c) | 4323077 | 4234658 |
|  Series 2013-GC13 Class A/S, 4.2141% 7/10/46 (b)(c) | 9739000 | 9588905 |
|  Series 2013-GC16 Class A/S, 4.649% 11/10/46  | 1900000 | 1861279 |
| JPMBB Commercial Mortgage Securities Trust: |  |  |
|  sequential payer:  |  |  |
| Series 2013-C17 Class ASB, 3.705% 1/15/47 <br>| 189232 | 186901 |
| Series 2014-C22 Class A4, 3.8012% 9/15/47 <br>| 2537000 | 2446919 |
| Series 2014-C25 Class ASB, 3.4074% 11/15/47 <br>| 717266 | 698311 |
|  Series 2013-C17 Class A/S, 4.4584% 1/15/47  | 6642000 | 6468664 |
| JPMCC Commercial Mortgage Securities Trust sequential payer Series 2016-JP4 Class A2, 2.9838% 12/15/49  | 386384 | 385549 |
| JPMorgan Chase Commercial Mortgage Securities Corp. Series 2012-LC9 Class A/S, 3.3533% 12/15/47 (b) | 1512793 | 1508897 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
|  floater Series 2019-BKWD Class A, 1 month U.S. LIBOR + 1.250% 5.125% 9/15/29 (b)(c)(d) | 2132634 | 2069051 |
|  Series 2013-C10 Class A5, 3.1425% 12/15/47  | 1608052 | 1602681 |
|  Series 2013-C16 Class A/S, 4.5169% 12/15/46  | 8570171 | 8384489 |
|  Series 2018-WPT Class AFX, 4.2475% 7/5/33 (b) | 2708000 | 2529067 |
| LIFE Mortgage Trust floater Series 2021-BMR Class A, 1 month U.S. LIBOR + 0.700% 4.575% 3/15/38 (b)(c)(d) | 3997740 | 3842312 |
| Merit floater Series 2021-STOR Class A, 1 month U.S. LIBOR + 0.700% 4.575% 7/15/38 (b)(c)(d) | 2266000 | 2166578 |
| Morgan Stanley BAML Trust: |  |  |
|  sequential payer:  |  |  |
| Series 2013-C11 Class A4, 4.3447% 8/15/46 (c) <br>| 1443000 | 1421044 |
| Series 2014-C15 Class ASB, 3.654% 4/15/47 <br>| 455142 | 448394 |
| Series 2014-C19 Class ASB, 3.326% 12/15/47 <br>| 4384764 | 4280804 |
| Series 2016-C28 Class A3, 3.272% 1/15/49 <br>| 1470759 | 1382624 |
|  Series 2014-C17 Class ASB, 3.477% 8/15/47  | 1562739 | 1533172 |
|  Series 2015-C22 Class ASB, 3.04% 4/15/48  | 482525 | 468118 |
| Morgan Stanley Capital I Trust: |  |  |
|  sequential payer Series 2019-MEAD Class A, 3.17% 11/10/36 (b) | 3837000 | 3561479 |
|  Series 2021-L6 Class XA, 1.3449% 6/15/54 (c)(f) | 7104484 | 457135 |
| OPG Trust floater Series 2021-PORT Class A, 1 month U.S. LIBOR + 0.480% 4.359% 10/15/36 (b)(c)(d) | 6949694 | 6592604 |
| SREIT Trust floater Series 2021-MFP Class A, 1 month U.S. LIBOR + 0.730% 4.6061% 11/15/38 (b)(c)(d) | 4056000 | 3875568 |
| UBS-Barclays Commercial Mortgage Trust floater Series 2013-C6 Class A3, 1 month U.S. LIBOR + 0.790% 4.6631% 4/10/46 (b)(c)(d) | 755083 | 754021 |
| Wells Fargo Commercial Mortgag Trust sequential payer Series 2015-NXS3 Class ASB, 3.371% 9/15/57  | 583014 | 561356 |
| Wells Fargo Commercial Mortgage Trust sequential payer: |  |  |
|  Series 2015-C27 Class ASB, 3.278% 2/15/48  | 1336961 | 1296121 |
|  Series 2015-LC22 Class ASB, 3.571% 9/15/58  | 3478143 | 3369094 |
|  Series 2017-RC1 Class ASB, 3.453% 1/15/60  | 3141541 | 3020046 |
| WF-RBS Commercial Mortgage Trust sequential payer: |  |  |
|  Series 2013-C16 Class ASB, 3.963% 9/15/46  | 174523 | 172844 |
|  Series 2014-C22 Class ASB, 3.464% 9/15/57  | 1947708 | 1904467 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $223,058,963) |  | **209093477** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.2%** | &nbsp;&nbsp;**Municipal Securities - 0.2%** | &nbsp;&nbsp;**Municipal Securities - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California Gen. Oblig. Series 2019, 2.4% 10/1/25  | 4420000 | 4186922 |
| Illinois Gen. Oblig. Series 2003, 4.95% 6/1/23  | 721364 | 721141 |
| New York City Transitional Fin. Auth. Rev. Series 2017 E, 2.85% 2/1/24  | 1320000 | 1293833 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $6,484,949) |  | **6201896** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| United Mexican States 3.25% 4/16/30 <br>(Cost $3,510,888) <br>| 3525000 | **3146063** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.5%** | &nbsp;&nbsp;**Bank Notes - 0.5%** | &nbsp;&nbsp;**Bank Notes - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Citizens Bank NA 2.25% 4/28/25  | 4046000 | 3765959 |
| First Citizens Bank & Trust Co. 2.969% 9/27/25 (c) | 6655000 | 6271758 |
| Truist Bank 1.5% 3/10/25  | 3500000 | 3242597 |
| <br> **TOTAL BANK NOTES**<br> (Cost $14,320,577) |  | **13280314** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.3%** | &nbsp;&nbsp;**Money Market Funds - 0.3%** | &nbsp;&nbsp;**Money Market Funds - 0.3%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (g) <br>(Cost $7,396,227) <br>| 7394748 | **7396227** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.5%**<br> (Cost $2,946,343,830)<br>| <br>**2735873001** |
| **NET OTHER ASSETS (LIABILITIES) - 0.5%**  | **12563771** |
| **NET ASSETS - 100.0%** | **2748436772** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Treasury Contracts |  |  |  |  |  |
| CBOT 2-Year U.S. Treasury Note Contracts (United States) | 306 | Mar 2023 | 62839969 | 159571 | 159571 |
| CBOT 5-Year U.S. Treasury Note Contracts (United States) | 1403 | Mar 2023 | 152324148 | 917902 | 917902 |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **1077473** |
| The notional amount of futures purchased as a percentage of Net Assets is 7.8% | The notional amount of futures purchased as a percentage of Net Assets is 7.8% | The notional amount of futures purchased as a percentage of Net Assets is 7.8% | The notional amount of futures purchased as a percentage of Net Assets is 7.8% | The notional amount of futures purchased as a percentage of Net Assets is 7.8% | The notional amount of futures purchased as a percentage of Net Assets is 7.8% |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,009,534,307 or 36.7% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $2,565,688.

(f) Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of mortgages or assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 3289901 | 236128663 | 232022337 | 108171 | - | - | 7396227 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 3.86% | - | 71228803 | 71228803 | 4985 | - | - | - | 0.0% |
| Fidelity Specialized High Income Central Fund | 37677 | - | 37281 | 104 | (7205) | 6809 | - | 0.0% |
| Total | 3327578 | 307357466 | 303288421 | 113260 | (7205) | 6809 | 7396227 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Treasury Obligations, Municipal Securities, Foreign Government and Government Agency Obligations and Bank Notes are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. U.S. Government Agency - Mortgage Securities, Asset-Backed Securities, Collateralized Mortgage Obligations and Commercial Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

The Fund invests a significant portion of its assets in structured securities of issuers backed by commercial and residential mortgage loans, credit card receivables and automotive loans. The value and related income of these securities is sensitive to changes in economic conditions, including delinquencies and/or defaults.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Advisor Series II

- **b. Investment Company Act file number:** 811-04707

- **c. CIK number of Registrant:** 0000795422

- **d. LEI of Registrant:** EIVUM2R16VT371T5KS40

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Advisor Limited Term Bond Fund

- **b. EDGAR series identifier (if any):** S000005131

- **c. LEI of Series:** RM4US4KM4PQMB5E5Q888

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2752581998.37

**Total Liabilities:** $5764818.86

**Net Assets:** $2746817179.51

**Cash Not Reported:** $1246877.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 48167.82997442 | **1-Year:** 291865.12030177 | **5-Year:** 344284.60753911 | **10-Year:** 13228.05534663 | **30-Year:** 553.08536838

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

- **3-Month:** 2693.76370680 | **1-Year:** 21696.81314286 | **5-Year:** 18216.73122209 | **10-Year:** 404.66030586 | **30-Year:** 0.00082349

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014034 | -3.05%               | -1.40%               | 0.59%                |
| Class ID C000014032 | -4.69%               | -3.17%               | -1.05%               |
| Class ID C000014036 | -1.97%               | -0.41%               | 1.76%                |
| Class ID C000204996 | -1.96%               | -0.40%               | 1.68%                |
| Class ID C000132104 | -1.97%               | -0.41%               | 1.67%                |
| Class ID C000014035 | -4.60%               | -3.17%               | -1.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5548853.86             | $-51332295.75                              |
| Month 2  | $-6768470.70             | $-6442509.44                               |
| Month 3  | $-10337807.59            | $48817830.78                               |

**Designated Index Information**

- **Index Name:** Bloomberg US 1-5 Year Credit Bond Index

- **Index Identifier:** 19808154

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KITE REALTY GROUP TRUST                                                    | KITE RLTY GROUP TRUST 4% 03/15/2025                                                               | CUSIP: 76131VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2778000 | PA      | $2664633.10   | 0.10%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENT CLO 21 LTD/CENT CLO 21 CORP                                           | CENT CLO 21 LTD/CORP 3ML+97 07/27/2030 144A                                                       | CUSIP: 15137EBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9969477 | PA      | $9805090.15   | 0.36%             | 2030-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                 | J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A                                 | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2708000 | PA      | $2529066.73   | 0.09%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                              | LOWES COS INC 4.4% 09/08/2025                                                                     | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3537000 | PA      | $3511875.88   | 0.13%             | 2025-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TR                                                            | AASET 2021-2 TR 2.798% 01/15/2047 144A                                                            | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5555813 | PA      | $4332234.84   | 0.16%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                           | DEUTSCHE BANK AG 4.5% 04/01/2025                                                                  | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2904000 | PA      | $2753508.97   | 0.10%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C19                           | MORGAN STANLEY BK AMER ML TR 14-C19 3.326% 12/15/2047                                             | CUSIP: 61764PBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4384764 | PA      | $4280803.72   | 0.16%             | 2047-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1767000 | PA      | $1634130.44   | 0.06%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                | NYC TFA (PIT) 2.85% 2/1/2024                                                                      | CUSIP: 64971W5M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1320000 | PA      | $1293832.58   | 0.05%             | 2024-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                       | BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024                                                        | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4728193.10   | 0.17%             | 2024-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B                       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B 0.45% 02/15/2024                             | CUSIP: 98163GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3029009 | PA      | $3000358.30   | 0.11%             | 2024-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                    | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A                                      | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12612443.10  | 0.46%             | 2027-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                  | UST NOTES 1.5% 01/31/2027                                                                         | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9075000.00   | 0.33%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                      | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1369021.83   | 0.05%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-MOBILE USA INC 3.5% 04/15/2025                                                                  | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5809234.92   | 0.21%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                               | AT and T INC 1.65% 02/01/2028                                                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12588000 | PA      | $10806360.06  | 0.39%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 9/27 #394494                                                                           | CUSIP: 31378CGB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2364 | PA      | $2456.64      | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                              | BX TRUST 2019-XL A 1ML+85 10/15/2036 144A                                                         | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5022072 | PA      | $4933587.97   | 0.18%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 11/27 #405001                                                                          | CUSIP: 31378P3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1407 | PA      | $1453.90      | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TESLA 2020-A                                                               | TESLA 2020-A 0.68% 12/20/2023 144A                                                                | CUSIP: 88167HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    844010 | PA      | $840570.03    | 0.03%             | 2023-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | AIR LEASE CORP 0.7% 02/15/2024                                                                    | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3347883.39   | 0.12%             | 2024-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 10/27 #397974                                                                          | CUSIP: 31378GCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5038 | PA      | $5231.74      | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                               | DNB BANK ASA 1.605/VAR 03/30/2028 144A                                                            | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   9570000 | PA      | $8136818.24   | 0.30%             | 2028-03-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LT                                                           | CEDAR FUNDING LT 3ML+110 07/15/2033 144A                                                          | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11007000 | PA      | $10726365.53  | 0.39%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                | IMPERIAL BRANDS FINANCE PLC 3.125% 07/26/2024 144A                                                | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   8250000 | PA      | $7868184.80   | 0.29%             | 2024-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 4.50% 3/35 #808172                                                                           | CUSIP: 31406E2D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7379 | PA      | $7303.56      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                           | SPIRIT REALTY LP 2.1% 03/15/2028                                                                  | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $4629509.58   | 0.17%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                            | BX TR 2021-ACNT 1ML+85 11/15/2026 144A                                                            | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4360000 | PA      | $4180841.93   | 0.15%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC30                                                   | GS MTG SECS TR 2015-GC30 A4 3.382% 05/10/2050                                                     | CUSIP: 36250GAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3541000 | PA      | $3353163.05   | 0.12%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR13-C17                                               | JPMBB COML MTG SECS TR13-C17 AS 4.4584% 01/15/2047                                                | CUSIP: 46640UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6642000 | PA      | $6468663.73   | 0.24%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2013-GC10                                                   | GS MTG SECS TR 2013-GC10 A5 2.943% 02/10/2046                                                     | CUSIP: 36192CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873457 | PA      | $871985.80    | 0.03%             | 2046-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                       | PARKER-HANNIFIN CORP 3.65% 06/15/2024                                                             | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4643243.42   | 0.17%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | BROADCOM INC 1.95% 02/15/2028 144A                                                                | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12678074.85  | 0.46%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                         | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1710000 | PA      | $1458884.82   | 0.05%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | LLOYDS TSB BANK T1Y 0.695%/VAR 05/11/2024                                                         | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4879416.90   | 0.18%             | 2024-05-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                  | UST NOTES 0.875% 06/30/2026                                                                       | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95000000 | PA      | $85162304.45  | 3.10%             | 2026-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 7/27 #250990                                                                           | CUSIP: 31371FXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        21 | PA      | $21.32        | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                   | BX TRUST 0.8% 06/15/2023 144A                                                                     | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4309356 | PA      | $4125663.00   | 0.15%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                           | WESTINGHOUSE AIR BRAKE TECH CORP STEP 03/15/2024                                                  | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5804067.71   | 0.21%             | 2024-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-RPL2                                                             | PRPM 2021-RPL2 VAR 10/25/2051 144A                                                                | CUSIP: 69357QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1427978 | PA      | $1249672.59   | 0.05%             | 2051-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                    | DEERE JOHN CAPITAL CORP 3.4% 06/06/2025                                                           | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5076000 | PA      | $4952260.32   | 0.18%             | 2025-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 5/32 #642202                                                                           | CUSIP: 31390CNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       180 | PA      | $189.00       | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                                          | BX COMMERCIAL MORTGAGE TRUST 2021-VINO A 1ML+69.82 05/15/2038 144A                                | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3829475.20   | 0.14%             | 2038-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                             | DEUTSCHE BANK AG NEW YORK BNCH 0.898% 05/28/2024                                                  | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2899000 | PA      | $2711462.56   | 0.10%             | 2024-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | BOEING CO 1.95% 02/01/2024                                                                        | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10390000 | PA      | $9996206.43   | 0.36%             | 2024-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC                                  | TRAP 2007-12A B 3ML+56 4/42                                                                       | CUSIP: 89413GAG3<br>LEI: 5493000R4ICCD2N68609 | Long             | ABS-CBDO         | CORP              | KY        |    304000 | PA      | $229887.23    | 0.01%             | 2042-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                      | REGIONS FINL CORP NEW 2.25% 05/18/2025                                                            | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2934144.28   | 0.11%             | 2025-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                           | GENUINE PARTS CO 1.75% 02/01/2025                                                                 | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   5796000 | PA      | $5409083.96   | 0.20%             | 2025-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TR 2021-5                                           | UPSTART SECURITIZATION TR 2021-5 1.31% 11/20/2031 144A                                            | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4815313 | PA      | $4594432.06   | 0.17%             | 2031-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                              | GOLDMAN SACHS GROUP INC (THE) 1.757%/VAR 01/24/2025                                               | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4766066.00   | 0.17%             | 2025-01-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2014-C22                                                 | WFRBS COML MTG TR 2014-C22 ASB 3.464% 09/15/2057                                                  | CUSIP: 92890KBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1947708 | PA      | $1904467.24   | 0.07%             | 2057-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021                                              | AJAX MORTGAGE LOAN TRUST 2021-B A VAR 06/25/2066 144A                                             | CUSIP: 00970LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3252458 | PA      | $2974812.86   | 0.11%             | 2066-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE7 MTG TR                                                     | COMM 2013-CCRE7 MTG TR 3.213% 03/10/2046                                                          | CUSIP: 12625FAE6<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |   2246929 | PA      | $2231489.95   | 0.08%             | 2046-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                  | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3577049 | PA      | $3554433.12   | 0.13%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING GROEP NV SOFR 1.726%/VAR 04/01/2027                                                           | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4192000 | PA      | $3700208.98   | 0.13%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                          | LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025                                                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6185000 | PA      | $5504064.40   | 0.20%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE LTD                                               | HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A                                      | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070528 | PA      | $835007.37    | 0.03%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                         | VORNADO REALTY LP 2.15% 06/01/2026                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $859564.43    | 0.03%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                 | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  12779000 | PA      | $10258084.50  | 0.37%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2021-1                                        | DELL EQUIPMENT FINANCE TRUST 2021-1 0.43% 05/22/2026 144A                                         | CUSIP: 24703QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3966000 | PA      | $3869453.68   | 0.14%             | 2026-05-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                   | MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $4678490.78   | 0.17%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                 | CAPITAL ONE FINANCIAL CORP SOFR 1.343%/VAR 12/06/2024                                             | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4770568.50   | 0.17%             | 2024-12-06      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2020-RPL2                                         | BRAVO RESIDENTIAL FDG TR 2020-RPL2 2% 05/25/2059 144A                                             | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3967046 | PA      | $3452420.64   | 0.13%             | 2059-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                  | SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A                                                  | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5573035 | PA      | $4197211.05   | 0.15%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 2/33 #684028                                                                           | CUSIP: 31400C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1075 | PA      | $1155.71      | 0.00%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 3/33 #694402                                                                           | CUSIP: 31400QNT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15008 | PA      | $16036.63     | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL3                                                             | VCAT 2021-NPL3 VAR 05/25/2051 144A                                                                | CUSIP: 91824MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7245036 | PA      | $6700225.49   | 0.24%             | 2051-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026                                                 | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $14436562.56  | 0.53%             | 2026-06-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                               | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK 1ML+90 09/15/2029 144A                               | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2132634 | PA      | $2069051.31   | 0.08%             | 2029-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 10/31 #606360                                                                          | CUSIP: 31388JTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3346 | PA      | $3560.72      | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                  | UST NOTES 4.25% 09/30/2024                                                                        | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19939843.80  | 0.73%             | 2024-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                             | FEDERAL NAT MTG ASN GTD REM PA 2.5% 10/25/2039                                                    | CUSIP: 3136B6KX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2008343 | PA      | $1821603.67   | 0.07%             | 2039-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                             | BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024                                                    | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    372000 | PA      | $358001.64    | 0.01%             | 2024-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2020-1 LLC                                      | ENTERPRISE FLEET FINANCING 2020-1 LLC 1.78% 12/22/2025 144A                                       | CUSIP: 29373KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1005609 | PA      | $998222.15    | 0.04%             | 2025-12-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MFT 2021-3A A                                                              | MFT 2021-3A A 0.65% 12/15/2031 144A                                                               | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1299785 | PA      | $1280032.01   | 0.05%             | 2031-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                       | DUKE ENERGY CORP NEW 4.3% 03/15/2028                                                              | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4484000 | PA      | $4321307.57   | 0.16%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                | VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025                                                      | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3502577.46   | 0.13%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                          | DELL INTL/EMC CORP 5.45% 06/15/2023                                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4693000 | PA      | $4695747.75   | 0.17%             | 2023-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-MEAD                                          | MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A                                           | CUSIP: 61771LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3837000 | PA      | $3561479.23   | 0.13%             | 2036-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                   | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                                         | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8359000 | PA      | $7325771.76   | 0.27%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                         | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   4013000 | PA      | $3409092.98   | 0.12%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | INTESA SANPAOLO SPA 3.375% 01/12/2023 144A                                                        | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   5775000 | PA      | $5758140.41   | 0.21%             | 2023-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                       | CREDIT SUISSE GRP AG 6.373%/VAR 07/15/2026 144A                                                   | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4500000 | PA      | $4173153.66   | 0.15%             | 2026-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                              | GOLDMAN SACHS GROUP INC (THE) 3.272/VAR 09/29/2025                                                | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4813599.90   | 0.18%             | 2025-09-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR 2020-B                                      | SANTANDER RETAIL AUTO LEASE TR 2020-B 0.57% 04/22/2024 144A                                       | CUSIP: 80286RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7726237 | PA      | $7559382.21   | 0.28%             | 2024-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD                                                       | SYMPHONY CLO XXI LTD 21A AR 3ML+106 07/15/2032 144A                                               | CUSIP: 87166RDE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7582000 | PA      | $7405574.44   | 0.27%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | MORGAN STANLEY 0.79/VAR 05/30/2025                                                                | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9265842.50   | 0.34%             | 2025-05-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 9/27 #313711                                                                           | CUSIP: 31374GN45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.34        | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A                                                       | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7417000 | PA      | $6442379.50   | 0.23%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                | IL ST 4.95% 06/01/23                                                                              | CUSIP: 452151LE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    721364 | PA      | $721141.39    | 0.03%             | 2023-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 2/28 #417236                                                                           | CUSIP: 31379EPV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       101 | PA      | $105.50       | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-MOBILE USA INC 2.625% 04/15/2026                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $9261715.15   | 0.34%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 21-3                                          | UPSTART SECURITIZATION TRUST 21-3 0.83% 07/20/2031 144A                                           | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2485994 | PA      | $2412439.98   | 0.09%             | 2031-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1                                   | CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A                                   | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3704626 | PA      | $3130482.83   | 0.11%             | 2046-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                 | JPMBB 2014-C25 ASB 3.4074% 11/47                                                                  | CUSIP: 46643PBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717266 | PA      | $698311.30    | 0.03%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | SOCIETE GENERALE FRANCE 2.625% 10/16/2024 144A                                                    | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1530000 | PA      | $1441233.21   | 0.05%             | 2024-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-RPL1 LLC                                                         | PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A                                                         | CUSIP: 69360GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1084669 | PA      | $962333.93    | 0.04%             | 2051-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                       | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.65% 03/11/2024 144A                                        | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   6309000 | PA      | $5978482.85   | 0.22%             | 2024-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                            | PERKINELMER INC 0.85% 09/15/2024                                                                  | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |  10160000 | PA      | $9388929.56   | 0.34%             | 2024-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 6/27 #357002                                                                           | CUSIP: 31376JRX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1576 | PA      | $1630.93      | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                             | PROTECTIVE LIFE GLOBAL FUNDING 3.218% 03/28/2025 144A                                             | CUSIP: 74368CBL7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1883271.65   | 0.07%             | 2025-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                       | WEC ENERGY GROUP INC FRN 3ML+211.25 05/15/2067                                                    | CUSIP: 976657AH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    454000 | PA      | $372307.63    | 0.01%             | 2067-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                  | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2728182.06   | 0.10%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE13 MTG TR                                                    | COMM 2013-CCRE13 MTG TR 4.449% 11/10/2046                                                         | CUSIP: 12630BBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2731000 | PA      | $2658177.07   | 0.10%             | 2046-11-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                           | FIRSTENERGY CORP 1.6% 01/15/2026                                                                  | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    606000 | PA      | $535804.83    | 0.02%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORPORATION 2.015/VAR 02/13/2026                                                  | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10193578.56  | 0.37%             | 2026-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP PARIBAS 2.219%/VAR 06/09/2026 144A                                                            | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8627000 | PA      | $7922769.28   | 0.29%             | 2026-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 MTG TR                                                    | COMM 2015-CR22 ASB MTG TR 3.144% 03/10/2048                                                       | CUSIP: 12592XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918831 | PA      | $895915.15    | 0.03%             | 2048-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                         | WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026                                                      | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9323139.20   | 0.34%             | 2026-02-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                 | VMWARE INC 1.4% 08/15/2026                                                                        | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2882000 | PA      | $2534629.49   | 0.09%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2014-GC20                                                   | GS MTG SECS TR 2014-GC20 AAB 3.655% 04/10/2047                                                    | CUSIP: 36252WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201803 | PA      | $198485.69    | 0.01%             | 2047-04-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 6.50% 7/35 #745092                                                                           | CUSIP: 31403CXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4194 | PA      | $4414.09      | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 6.50% 8/36 #888544                                                                           | CUSIP: 31410GER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28498 | PA      | $29916.92     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                           | ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A                                                       | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8114000 | PA      | $6977755.20   | 0.25%             | 2027-06-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                       | LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A                                                       | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997740 | PA      | $3842312.28   | 0.14%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                              | BAT INTL FINANCE PLC 3.95% 06/15/2025 144A                                                        | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4818586.60   | 0.18%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FDG I                                                        | PRICOA GLOBAL FDG I 2.4% 09/23/2024 144A                                                          | CUSIP: 74153WCL1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   6476000 | PA      | $6158910.37   | 0.22%             | 2024-09-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                   | AMPHENOL CORPORATION NEW 3.2% 04/01/2024                                                          | CUSIP: 032095AG6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    896000 | PA      | $876276.80    | 0.03%             | 2024-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | MORGAN STANLEY 0.791%/VAR 01/22/2025                                                              | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $10815951.25  | 0.39%             | 2025-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                          | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $4283614.25   | 0.16%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                              | VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A                                               | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3177661.81   | 0.12%             | 2025-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | BOEING CO 1.167% 02/04/2023                                                                       | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7169000 | PA      | $7114905.59   | 0.26%             | 2023-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL2 LLC                                                         | VCAT 2021-NPL2 A1 LLC 2.115% 03/27/2051 144A                                                      | CUSIP: 91822YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5679042 | PA      | $5128990.67   | 0.19%             | 2051-03-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                             | DEUTSCHE BANK AG NEW YORK BNCH 1.447%/VAR 04/01/2025                                              | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   6811000 | PA      | $6283412.38   | 0.23%             | 2025-04-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES INC                                                         | DELTA AIRLINES INC 2.9% 10/28/2024                                                                | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5214000.00   | 0.19%             | 2024-10-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                      | MICRON TECHNOLOGY INC 4.185% 02/15/2027                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5736312.42   | 0.21%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST 2020-HB5                                    | CASCADE FUNDING MORTGAGE TRUST 2020-HB5 0.8335% 02/25/2031 144A                                   | CUSIP: 12526PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550031 | PA      | $1488162.39   | 0.05%             | 2031-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC                        | MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+100 01/22/2031 144A                       | CUSIP: 55817AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8045000 | PA      | $7896119.23   | 0.29%             | 2031-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORPORATION 4.2% 08/26/2024                                                       | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15750000 | PA      | $15529296.98  | 0.57%             | 2024-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                           | COMCAST CORP NEW 3.95% 10/15/2025                                                                 | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2565282.84   | 0.09%             | 2025-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST                                      | PRESTON RIDGE PARTNERS MORTGAGE TRUST 2021-8 A1 VAR 12/31/2199 144A                               | CUSIP: 69360MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6554162 | PA      | $5722812.04   | 0.21%             | 2026-09-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | MORGAN STANLEY 2.188%/VAR 04/28/2026                                                              | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4650953.25   | 0.17%             | 2026-04-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-2                                                                | PRPM 2021-2 2.115% 03/25/2026 144A                                                                | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5173194 | PA      | $4691254.86   | 0.17%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 144A                                                    | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1258995.08   | 0.05%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 9/28 #251968                                                                           | CUSIP: 31371GZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       214 | PA      | $222.35       | 0.00%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                | MSC 2021-L6 XA 1.35631% 06/15/2054                                                                | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7104484 | PA      | $457135.18    | 0.02%             | 2054-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                   | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A                                       | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4384645.85   | 0.16%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2014-GC21                                            | CITIGROUP COML MTG TR 2014-GC21 3.477% 05/10/2047                                                 | CUSIP: 17322MAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415902 | PA      | $408787.64    | 0.01%             | 2047-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                           | BAYER US FIN LLC 3.375% 10/08/2024 144A                                                           | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6769134.54   | 0.25%             | 2024-10-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                  | UST NOTES 0.75% 03/31/2026                                                                        | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30049700 | PA      | $27022427.41  | 0.98%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL UK PLC                                     | GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025                                          | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   8600000 | PA      | $8238910.94   | 0.30%             | 2025-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                      | JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026                                                       | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13232033.70  | 0.48%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                              | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4460685.30   | 0.16%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                         | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                  | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $8697387.60   | 0.32%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                             | GNMA 7.00% 7/28 #468064                                                                           | CUSIP: 36209C5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       715 | PA      | $735.70       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | ENERGY TRANSFER LP 2.9% 05/15/2025                                                                | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7150000 | PA      | $6743864.99   | 0.25%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                    | EMPOWER FINANCE 2020 LP 1.357% 09/17/2027 144A                                                    | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5321000 | PA      | $4473289.62   | 0.16%             | 2027-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AUTOZONE INC 3.625% 04/15/2025                                                                    | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $530009.63    | 0.02%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026                                                  | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13673000 | PA      | $12137773.00  | 0.44%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                | NUTRIEN LTD 5.9% 11/07/2024                                                                       | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   3688000 | PA      | $3730595.29   | 0.14%             | 2024-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                  | OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024                                                         | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6061000 | PA      | $5818560.00   | 0.21%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRET 2022-RN1 LLC                                                          | PRET 2022-RN1 LLC 3.4747% 07/25/2051 144A                                                         | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4391601 | PA      | $4003697.48   | 0.15%             | 2051-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                      | JPMORGAN CHASE and CO 1.514%/VAR 06/01/2024                                                       | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5661506.75   | 0.21%             | 2024-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                | PHILLIPS 66 1.3% 02/15/2026                                                                       | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   6892000 | PA      | $6188350.58   | 0.23%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C22                           | MSBAM 2015-C22 ASB 3.04% 04/15/48                                                                 | CUSIP: 61690FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482525 | PA      | $468117.56    | 0.02%             | 2048-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 10/31 #770810                                                                          | CUSIP: 31404KKX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2311 | PA      | $2310.66      | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                         | WELLS FARGO and CO NEW 4.3% 07/22/2027                                                            | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6760482.05   | 0.25%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                             | MAGALLANES INC 3.638% 03/15/2025 144A                                                             | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1000673.34   | 0.04%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4231794 | PA      | $3463583.61   | 0.13%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                           | FIRSTENERGY CORP 2.05% 03/01/2025                                                                 | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3271000 | PA      | $3018202.07   | 0.11%             | 2025-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MTG LN TR 2020-1                                                 | OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A                                               | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2677102 | PA      | $2360526.51   | 0.09%             | 2050-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | DOMINION ENERGY INC 1.45% 04/15/2026                                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7189475.28   | 0.26%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                             | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  14479000 | PA      | $12672449.96  | 0.46%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C11                           | MSBAM 2013-C11 A4 CSTR 8/46                                                                       | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1443000 | PA      | $1421044.32   | 0.05%             | 2046-08-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                       | CREDIT SUISSE GRP AG SOFR 1.305%/VAR 02/02/2027 144A                                              | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $7863800.00   | 0.29%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                          | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                          | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |  11880000 | PA      | $10176669.36  | 0.37%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 11/27 #404971                                                                          | CUSIP: 31378P2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       184 | PA      | $191.52       | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                          | SITE CENTERS CORP 4.25% 02/01/2026                                                                | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1773167.38   | 0.06%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                           | PAYPAL HLDGS INC 1.65% 06/01/2025                                                                 | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $1950234.62   | 0.07%             | 2025-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PARK PL SECS INC                                                           | PPSI 2005-WCH1 M4 1ML+83 1/36                                                                     | CUSIP: 70069FFL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40331 | PA      | $39287.78     | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                  | ROYAL BK SCOTLND GRP PLC(UNGTD) 2.359/VAR 05/22/2024                                              | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4223000 | PA      | $4142112.24   | 0.15%             | 2024-05-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                  | ROGERS COMMUNICATIONS INC 2.95% 03/15/2025 144A                                                   | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   5568000 | PA      | $5284814.75   | 0.19%             | 2025-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 8/32 #545996                                                                           | CUSIP: 31385JRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1804 | PA      | $1911.12      | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                              | CA ST 2.40% 10/1/2025                                                                             | CUSIP: 13063DRL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4420000 | PA      | $4186922.35   | 0.15%             | 2025-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                      | FEDERAL HOME LN MTG MLT CTF GT 4% 07/15/2047                                                      | CUSIP: 3137FLDT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1989246 | PA      | $1942811.83   | 0.07%             | 2047-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2089000 | PA      | $1978710.12   | 0.07%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                           | SOUTHERN COMPANY 0.6% 02/26/2024                                                                  | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3789000 | PA      | $3583618.62   | 0.13%             | 2024-02-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 6.50% 7/32 #545759                                                                           | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9784 | PA      | $10249.09     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                | BOSTON PPTYS LTD PARTNERSHIP 3.2% 01/15/2025                                                      | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2877287.10   | 0.10%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | AIR LEASE CORP 0.8% 08/18/2024                                                                    | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4323000 | PA      | $3976193.68   | 0.14%             | 2024-08-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 8/27 #251115                                                                           | CUSIP: 31371F3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1163 | PA      | $1198.57      | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | ARES CAPITAL CORP 3.25% 07/15/2025                                                                | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9146710.30   | 0.33%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 20YR 4.5% 08/01/2039#FM1353                                                                  | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582089 | PA      | $579455.03    | 0.02%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                    | SANTANDER HLDGS USA INC 3.45% 06/02/2025                                                          | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5422065.66   | 0.20%             | 2025-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                       | WEC ENERGY GROUP INC 5% 09/27/2025                                                                | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2821923.76   | 0.10%             | 2025-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                         | RGA GLOBAL FUNDING 2% 11/30/2026 144A                                                             | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3264886.73   | 0.12%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2014-GC18                                                   | GS MTG SECS TR 2014-GC18 AAB 3.648% 01/10/2047                                                    | CUSIP: 36252RAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141674 | PA      | $140024.07    | 0.01%             | 2047-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2021                                             | RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A                                             | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3087608 | PA      | $2923471.81   | 0.11%             | 2031-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | CITIGROUP INC 5.61/VAR 09/29/2026                                                                 | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4014024.28   | 0.15%             | 2026-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C2 COML MTG TR                                                  | CSAIL 2015-C2 COML MTG TR 3.2241% 06/15/2057                                                      | CUSIP: 12634NAU2<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   1037834 | PA      | $1009159.86   | 0.04%             | 2057-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                         | MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027                                                   | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4321577.80   | 0.16%             | 2027-10-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                     | MARLETTE FUNDING TRUST 1.36% 04/15/2032 144A                                                      | CUSIP: 57109KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |   3064772 | PA      | $2996572.08   | 0.11%             | 2032-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 5/27 #390259                                                                           | CUSIP: 31377XQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        91 | PA      | $91.49        | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                     | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026                                       | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1603891.14   | 0.06%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                  | ROYAL BK SCOTLND GRP PLC(UNGTD 4.519%/VAR 06/25/2024                                              | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  10962000 | PA      | $10847434.38  | 0.39%             | 2024-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | AMERICAN TOWER CORP 1.3% 09/15/2025                                                               | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2163880.54   | 0.08%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                  | UST NOTES 1.25% 12/31/2026                                                                        | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89078600 | PA      | $80128984.41  | 2.92%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2020-2                                        | DELL EQUIPMENT FINANCE TRUST 2020-2 0.57% 10/23/2023 144A                                         | CUSIP: 24704GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2226893 | PA      | $2197485.62   | 0.08%             | 2023-10-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LTD / SLAM 2021-1 LLC                                          | SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A                                          | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11847677 | PA      | $9759749.04   | 0.36%             | 2046-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                      | JPMORGAN CHASE and CO 0.824/VAR 06/01/2025                                                        | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7855000 | PA      | $7305075.53   | 0.27%             | 2025-06-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST 2020                                                   | COMM MORTGAGE TRUST 2020 1.67% 01/10/2038 144A                                                    | CUSIP: 12598EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8241000 | PA      | $7229599.38   | 0.26%             | 2038-01-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                               | JDE PEETS BV 1.375% 01/15/2027 144A                                                               | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |  10440000 | PA      | $8816988.62   | 0.32%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                 | MONDELEZ INTL INC 2.125% 03/17/2024                                                               | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8194478.81   | 0.30%             | 2024-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                | APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A                                | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    689474 | PA      | $553328.36    | 0.02%             | 2040-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 6.50% 8/36 #AE0746                                                                           | CUSIP: 31419AZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22891 | PA      | $24010.87     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-1                                  | ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-1 0.87% 07/14/2028 144A                                   | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9803000 | PA      | $9002679.16   | 0.33%             | 2028-07-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 21-GS5                                         | LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A                                            | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7191548 | PA      | $6064660.00   | 0.22%             | 2067-07-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP OPERATING LP 3.375% 06/01/2025                                                                | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2886545.88   | 0.11%             | 2025-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CGDB COML MTG TR 2017-BIO                                                  | CGDB COML MTG TR 2019-MOB A 1ML+100 11/15/2036 144A                                               | CUSIP: 125284AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1313000 | PA      | $1275020.29   | 0.05%             | 2036-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                              | FHLG 30YR 8.5% 02/01/2027#                                                                        | CUSIP: 3128FLNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8144 | PA      | $8473.90      | 0.00%             | 2027-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                    | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                     | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5417884 | PA      | $4667352.09   | 0.17%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                    | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                     | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6734272 | PA      | $5955276.85   | 0.22%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORP 1.734%/VAR 07/22/2027                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7174000 | PA      | $6286038.15   | 0.23%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B MORTGAGE TRUST 2020                                       | BENCHMARK 2019-B MORTGAGE TRUST 2020 CSTR 03/15/2053                                              | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49375331 | PA      | $3053879.04   | 0.11%             | 2053-03-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | AIR LEASE CORP 4.25% 02/01/2024                                                                   | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2550985.32   | 0.09%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                            | FORD CR AUTO OWNER TR 2020-REV2 1.06% 04/15/2033 144A                                             | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14774000 | PA      | $13104121.37  | 0.48%             | 2033-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                      | JPMORGAN CHASE and CO 2.956/VAR 05/13/2031                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12053000 | PA      | $10050848.45  | 0.37%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EFF 2021-1                                                                 | EFF 2021-1 0.44% 12/21/2026 144A                                                                  | CUSIP: 29374EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1963472 | PA      | $1892421.02   | 0.07%             | 2026-12-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | ORACLE CORP 1.65% 03/25/2026                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3618000 | PA      | $3247474.07   | 0.12%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                             | SEMT 2004-6 A3B 6ML+44 7/34                                                                       | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       533 | PA      | $480.43       | 0.00%             | 2034-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | MORGAN STANLEY VAR/2.72 07/22/2025                                                                | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3953000 | PA      | $3771115.63   | 0.14%             | 2025-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                         | MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025                                                      | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   7200000 | PA      | $6761826.94   | 0.25%             | 2025-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                     | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 1.231% 12/15/2023                                       | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1827470.17   | 0.07%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                             | FEDERAL NAT MTG ASN GTD REM PA 2015-28 JE 3.0% 05/25/2045                                         | CUSIP: 3136ANVU8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1242231 | PA      | $1177756.45   | 0.04%             | 2045-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C22                                            | JPMBB COML MTG SECS TR 2014-C22 3.8012% 09/15/2047                                                | CUSIP: 46642NBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2537000 | PA      | $2446918.99   | 0.09%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL4 TR                                                          | CSMC 2020-RPL4 TR 2% 01/25/2060 144A                                                              | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1062044 | PA      | $897214.37    | 0.03%             | 2060-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT CORP 5.678% 10/01/2025                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5584000 | PA      | $5568699.84   | 0.20%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 6.50% 12/35 #AD0723                                                                          | CUSIP: 31418MYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32940 | PA      | $34537.41     | 0.00%             | 2035-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TR 2021-1                                           | UPSTART SECURITIZATION TR 2021-1 0.91% 06/20/2031 144A                                            | CUSIP: 91680FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1277683 | PA      | $1250355.31   | 0.05%             | 2031-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                     | IPALCO ENTERPRISES INC 3.7% 09/01/2024                                                            | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1079820.22   | 0.04%             | 2024-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                            | CAPITAL ONE BK (USA) NA 2.28%/VAR 01/28/2026                                                      | CUSIP: 14042TCT2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6512158.45   | 0.24%             | 2026-01-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                        | DOLLAR GEN CORP NEW 4.25% 09/20/2024                                                              | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3940580.08   | 0.14%             | 2024-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | CONSTELLATION BRANDS INC 3.6% 05/09/2024                                                          | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5881850.16   | 0.21%             | 2024-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                      | REPUBLIC SERVICES INC 0.875% 11/15/2025                                                           | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13422172.50  | 0.49%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | FORD MTR CR CO LLC 2.3% 02/10/2025                                                                | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4587500.00   | 0.17%             | 2025-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 144A                                                     | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    943000 | PA      | $903035.18    | 0.03%             | 2025-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                             | FEDERAL NAT MTG ASN GTD REM PA 2.5% 05/25/2045                                                    | CUSIP: 3136ANUP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1737492 | PA      | $1610821.38   | 0.06%             | 2045-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2019-NQM4                                        | NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A                                          | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1329974 | PA      | $1201631.09   | 0.04%             | 2059-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIG GLOBAL FDG                                                             | AIG GLOBAL FDG 0.9% 09/22/2025 144A                                                               | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6244314.44   | 0.23%             | 2025-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                | MOODYS CORP 4.875% 02/15/2024                                                                     | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3990459.76   | 0.15%             | 2024-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                             | MONDELEZ INTL HLDGS NETH B V 0.75% 09/24/2024 144A                                                | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   9342000 | PA      | $8618977.87   | 0.31%             | 2024-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 6.50% 7/32 #545762                                                                           | CUSIP: 31385JJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3286 | PA      | $3441.08      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 5/32 #545605                                                                           | CUSIP: 31385JDJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1340 | PA      | $1422.40      | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28                | MSBAM 2016-C28 3.272% 01/15/49                                                                    | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470759 | PA      | $1382623.80   | 0.05%             | 2049-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC                  | TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC 3ML+92 07/15/2030 144A                  | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11241174 | PA      | $11036617.98  | 0.40%             | 2030-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                             | BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025                                                    | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8062946.68   | 0.29%             | 2025-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                      | JACKSON FINANCIAL INC 1.125% 11/22/2023                                                           | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9588587.70   | 0.35%             | 2023-11-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                    | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10182463.10  | 0.37%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                             | OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023                                                  | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1195167.33   | 0.04%             | 2023-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NISOURCE INC 0.95% 08/15/2025                                                                     | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2873000 | PA      | $2590637.22   | 0.09%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                   | WILLIS NORTH AMERICA INC 4.5% 09/15/2028                                                          | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4724091.15   | 0.17%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027                                                           | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $8568038.40   | 0.31%             | 2027-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MARLETTE FDG TR 2021-2                                                     | MARLETTE FDG TR 2021-2 0.51% 09/15/2031 144A                                                      | CUSIP: 57108TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    318781 | PA      | $317862.84    | 0.01%             | 2031-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                            | EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024                                                   | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1098630.81   | 0.04%             | 2024-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                       | WESTERN UN CO 2.85% 01/10/2025                                                                    | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1181854.31   | 0.04%             | 2025-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | ALLY FINL INC 5.125% 09/30/2024                                                                   | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   9760000 | PA      | $9682913.57   | 0.35%             | 2024-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | AIR LEASE CORP 2.2% 01/15/2027                                                                    | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3110428.13   | 0.11%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 8/32 #639118                                                                           | CUSIP: 31389YAT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9145 | PA      | $9796.07      | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-HB7 LLC                                                          | CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A                                                         | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2397599 | PA      | $2240253.09   | 0.08%             | 2031-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                            | DOLLAR TREE INC 4% 05/15/2025                                                                     | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5878665.00   | 0.21%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                          | CEDAR FUNDING LTD 3ML+110 10/20/2032 144A                                                         | CUSIP: 15033XAJ5<br>LEI: 549300ZKTUZSV15HAV29 | Long             | ABS-CBDO         | CORP              | KY        |   2685000 | PA      | $2611667.28   | 0.10%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                      | TMTS 2003-4HE A 1ML+43 9/34                                                                       | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1693 | PA      | $1597.24      | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2021-SP1                                           | NEW YORK MORTGAGE TRUST 2021-SP1 1.6696% 08/25/2061 144A                                          | CUSIP: 62955RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2575805 | PA      | $2288169.51   | 0.08%             | 2061-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                       | BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026                                                        | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  18848000 | PA      | $17378131.37  | 0.63%             | 2026-05-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-8                                                    | ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A                                                     | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6006195 | PA      | $4960489.70   | 0.18%             | 2066-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | DANSKE BANK AS (UNGTD) 3.875% 09/12/2023 144A                                                     | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   6000000 | PA      | $5911853.58   | 0.22%             | 2023-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                               | 7 ELEVEN INC 1.3% 02/10/2028 144A                                                                 | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3614000 | PA      | $3024781.54   | 0.11%             | 2028-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | REALTY INCOME CORP 2.2% 06/15/2028                                                                | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    456000 | PA      | $391075.89    | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NATWEST MARKETS PLC 0.8% 08/12/2024 144A                                                          | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5141000 | PA      | $4743895.13   | 0.17%             | 2024-08-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION LLC 2021                                         | VCAT ASSET SECURITIZATION LLC 2021 2.2891% 12/26/2050 144A                                        | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1397312 | PA      | $1333816.56   | 0.05%             | 2050-12-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                           | GMF FLOORPLAN OWNER REVOLVING TR 0.68% 08/15/2025 144A                                            | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3438000 | PA      | $3326150.86   | 0.12%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                        | OTIS WORLDWIDE CORP 2.056% 04/05/2025                                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6557730.55   | 0.24%             | 2025-04-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                 | MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027                                                        | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $8650439.50   | 0.31%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                | GSMS 2021-IP A 1ML+105 10/15/2036 144A                                                            | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2682000 | PA      | $2496292.69   | 0.09%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                       | BARCLAYS BANK PLC 4.338/VAR 05/16/2024                                                            | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5045000 | PA      | $4998733.57   | 0.18%             | 2024-05-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                      | FEDERAL HOME LN MTG MLT CTF GT 3.0% 05/15/2045                                                    | CUSIP: 3137BJ3N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    571700 | PA      | $541183.28    | 0.02%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                    | BAYER US FIN II LLC 3.375% 07/15/2024 144A                                                        | CUSIP: 07274NAW3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4848624.05   | 0.18%             | 2024-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FDG 2 LLC                                               | DONLEN FLEET LEASE FDG 2 LLC 0.56% 12/11/2034 144A                                                | CUSIP: 257812AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3531465 | PA      | $3402831.48   | 0.12%             | 2034-12-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 1/28 #409486                                                                           | CUSIP: 31378U2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       933 | PA      | $967.81       | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LN EXTD NT TR 2020-1                                           | TOYOTA AUTO LN EXTD NT TR 2020-1 1.35% 05/25/2033 144A                                            | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-CBDO         | CORP              | US        |   3961000 | PA      | $3596872.40   | 0.13%             | 2033-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                | AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A                                                 | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    955000 | PA      | $909490.13    | 0.03%             | 2024-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | CONOCOPHILLIPS CO 2.4% 03/07/2025                                                                 | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3533000 | PA      | $3358562.58   | 0.12%             | 2025-03-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                                                    | MERCEDES BENZ RETAIL SA 0.75% 03/01/2024 144A                                                     | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  17889000 | PA      | $16932892.70  | 0.62%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                        | CARRIER GLOBAL CORP 2.242% 02/15/2025                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    548000 | PA      | $516928.95    | 0.02%             | 2025-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                    | GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A                                                    | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4323077 | PA      | $4234657.67   | 0.15%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-LGCY                                                            | BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A                                                     | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1624000 | PA      | $1616876.97   | 0.06%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                              | BX TRUST 2019-IMC A 1ML+105 04/15/34 144A                                                         | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614000 | PA      | $597587.17    | 0.02%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TR 2022-HB1                                            | RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A                                              | CUSIP: 76970HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1266060 | PA      | $1227375.96   | 0.04%             | 2032-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | DOMINION ENERGY INC VAR 08/15/2024                                                                | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4832049.90   | 0.18%             | 2024-08-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | HYUNDAI CAP AMER 1% 09/17/2024 144A                                                               | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9737000 | PA      | $8942357.78   | 0.33%             | 2024-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-C16                                 | J P MORGAN CHASE COML MTG SECS TR 2013-C16 4.5169% 12/15/2046                                     | CUSIP: 46641BAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8570171 | PA      | $8384488.82   | 0.31%             | 2046-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                            | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4327000 | PA      | $4175463.44   | 0.15%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025                                                           | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4842447.15   | 0.18%             | 2025-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC                  | TCI-FLATIRON CLO 2017-1A AR LTD/LLC 3ML+96 11/18/2030 144A                                        | CUSIP: 87231BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10490000 | PA      | $10312677.04  | 0.38%             | 2030-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                 | VERIZON COMMUNICATIONS INC 3% 03/22/2027                                                          | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    626000 | PA      | $587053.57    | 0.02%             | 2027-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | INTESA SANPAOLO SPA 3.25% 09/23/2024 144A                                                         | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  14000000 | PA      | $13175669.92  | 0.48%             | 2024-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT FINANCE CORP 1.162% 04/03/2026 144A                                                           | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   8933000 | PA      | $7934564.13   | 0.29%             | 2026-04-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                           | GMF FLOORPLAN OWNER REVOLVING TR 0.69% 10/15/2025 144A                                            | CUSIP: 361886CM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7860000 | PA      | $7513789.01   | 0.27%             | 2025-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-TY                                                          | BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A                                                   | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7152000 | PA      | $6959287.93   | 0.25%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                                                    | MERCEDES BENZ RETAIL SA 1.45% 03/02/2026 144A                                                     | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   6948000 | PA      | $6209395.99   | 0.23%             | 2026-03-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | ENERGY TRANSFER LP 4.25% 03/15/2023                                                               | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6314000 | PA      | $6293906.20   | 0.23%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                | ONE GAS INC 0.85% 03/11/2023                                                                      | CUSIP: 68235PAJ7<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2494486.00   | 0.09%             | 2023-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                   | GENERAL MTRS FINL CO INC 2.35% 02/26/2027                                                         | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6604546.28   | 0.24%             | 2027-02-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | BOEING CO 4.875% 05/01/2025                                                                       | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972173.29   | 0.11%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2019-AB1                                    | FINANCE OF AMERICA HECM BUYOUT 2019-AB1 VAR 02/25/2032 144A                                       | CUSIP: 31735JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5291922 | PA      | $5085524.57   | 0.19%             | 2032-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                        | EMERA US FINANCE LP 0.833% 06/15/2024                                                             | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4654000 | PA      | $4313664.43   | 0.16%             | 2024-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                               | DNB BANK ASA T5Y 1.535%/VAR 05/25/2027 144A                                                       | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   4643000 | PA      | $4050139.32   | 0.15%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW TRUST 2021-EB01                                                  | OCEANVIEW TRUST 2021-EB01 VAR 12/29/2051 144A                                                     | CUSIP: 67647NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |   2966943 | PA      | $2877931.61   | 0.10%             | 2051-12-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 5/27 #250912                                                                           | CUSIP: 31371FVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       104 | PA      | $106.78       | 0.00%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                     | US 2YR NOTE (CBT) FUT MAR23 TUH3                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       306 | NC      | $159571.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                           | BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A                                       | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2178000 | PA      | $2097986.38   | 0.08%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 7/27 #393501                                                                           | CUSIP: 31378BDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        78 | PA      | $78.31        | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-SITE                                                             | CSMC 2018-SITE 4.284% 04/15/2036 144A                                                             | CUSIP: 12690CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635000 | PA      | $1550727.03   | 0.06%             | 2036-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2013-GCJ16                                                  | GSMS 2013-GC16 AS 4.649% 11/46                                                                    | CUSIP: 36248GAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1861279.33   | 0.07%             | 2046-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | CITIGROUP INC 0.981%/VAR 5/01/2025                                                                | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $4963007.15   | 0.18%             | 2025-05-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3                               | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3 0.76% 08/18/2026                                     | CUSIP: 03066JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9667000 | PA      | $9149123.34   | 0.33%             | 2026-08-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2020-2 LLC                                           | ENTERPRISE FLEET FING 2020-2 LLC 0.61% 07/20/2026 144A                                            | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3952578 | PA      | $3839779.01   | 0.14%             | 2026-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                     | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A                                   | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6073000 | PA      | $5793328.63   | 0.21%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                             | GNMA 7.50% 10/28 #446737                                                                          | CUSIP: 36208CHN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1906 | PA      | $1982.60      | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                        | SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026                                                    | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $8695380.50   | 0.32%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                | TRUIST BANK 1.5% 03/10/2025                                                                       | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3242597.19   | 0.12%             | 2025-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                           | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $3598611.50   | 0.13%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                      | FLORIDA PWR and LT CO 2.85% 04/01/2025                                                            | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1447249.10   | 0.05%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | STATE STREET CORP 2.901%/VAR 03/30/2026                                                           | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $289978.34    | 0.01%             | 2026-03-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                              | SEMPRA ENERGY 3.3% 04/01/2025                                                                     | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $3181618.26   | 0.12%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                       | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9386740.90   | 0.34%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                               | WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060                                            | CUSIP: 95001FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3141541 | PA      | $3020046.39   | 0.11%             | 2060-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                            | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                             | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2859776 | PA      | $2273455.03   | 0.08%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                     | BOSTON SCIENTIFIC CORP 1.9% 06/01/2025                                                            | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4665874.30   | 0.17%             | 2025-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG TR                                                   | BENCHMARK MTG TR 2018-B2 A2 3.6623% 02/15/2051                                                    | CUSIP: 08161CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3204458 | PA      | $3180069.53   | 0.12%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                       | CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A                                                   | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4805000 | PA      | $4256695.40   | 0.15%             | 2025-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                      | JPMORGAN CHASE and CO 2.083/VAR 04/22/2026                                                        | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25219000 | PA      | $23428796.00  | 0.85%             | 2026-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL 2.95% 03/15/2023                                                             | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    730000 | PA      | $725896.31    | 0.03%             | 2023-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-C10                                 | JP MORGAN CHASE COML MTG SECS TR 2013-C10 A5 3.1425% 12/15/2047                                   | CUSIP: 46639JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1608052 | PA      | $1602681.31   | 0.06%             | 2047-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                        | UBS AG LON BRANCH 1.375% 01/13/2025 144A                                                          | CUSIP: 902674YU8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4628215.90   | 0.17%             | 2025-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 6/33 #712130                                                                           | CUSIP: 31401MEB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5642 | PA      | $6040.69      | 0.00%             | 2033-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA INC 3.125% 03/15/2027 144A                                                                    | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6458257.70   | 0.24%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                         | WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025                                                      | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13193851.44  | 0.48%             | 2025-10-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 9/27 #251191                                                                           | CUSIP: 31371F7C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        94 | PA      | $97.60        | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                         | MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024                                                  | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   7000000 | PA      | $6729395.12   | 0.24%             | 2024-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                  | UST NOTES 0.5% 10/31/2027                                                                         | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33950700 | PA      | $28903185.60  | 1.05%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | CROWN CASTLE INC 1.35% 07/15/2025                                                                 | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    566000 | PA      | $515088.50    | 0.02%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                               | BX 2021-BXMF 1ML+64 10/15/2026 144A                                                               | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4085000 | PA      | $3875631.09   | 0.14%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2020-HB4 LLC                                                          | CFMT 2020-HB4 A LLC 0% 12/26/2030 144A                                                            | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    985172 | PA      | $951783.50    | 0.03%             | 2030-12-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                   | GENERAL MTRS FINL CO INC FRN SOFR+120 11/17/2023                                                  | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9957497.20   | 0.36%             | 2023-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-LC22                                          | WELLS FARGO COML MTG TR 2015-LC22 3.571% 09/15/2058                                               | CUSIP: 94989TBA1<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |   3478143 | PA      | $3369093.88   | 0.12%             | 2058-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-HB7 LLC                                                          | CFMT 2021-HB7 LLC 3.3574% 07/25/2054 144A                                                         | CUSIP: 12527QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1733156 | PA      | $1692270.70   | 0.06%             | 2054-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 6/27 #391260                                                                           | CUSIP: 31377YTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       255 | PA      | $263.33       | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | ENERGY TRANSFER LP 4.2% 09/15/2023                                                                | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1430475.47   | 0.05%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                          | KIMCO REALTY CORP 3.3% 02/01/2025                                                                 | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5292292.34   | 0.19%             | 2025-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                   | GENERAL MTRS FINL CO INC 1.05% 03/08/2024                                                         | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2306000 | PA      | $2181459.07   | 0.08%             | 2024-03-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                   | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024 144A                                   | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $2978316.14   | 0.11%             | 2024-12-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE23 MORTGAGE TRUST                                            | COMM 2015-CCRE23 MORTGAGE TRUST 3.257% 05/10/2048                                                 | CUSIP: 12593AAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748935 | PA      | $728140.93    | 0.03%             | 2048-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2021-P2                                        | CARVANA AUTO RECEIVABLES TR 2021-P2 0.49% 03/10/2026                                              | CUSIP: 14687TAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7981219 | PA      | $7658202.01   | 0.28%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                               | SBA TOWER TR 2.836% 01/15/2050 144A                                                               | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2797000 | PA      | $2632157.41   | 0.10%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIMCO 2019                                                                 | AIMCO 2019 3ML+106 07/22/2032 144A                                                                | CUSIP: 00901AAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10230000 | PA      | $9977595.21   | 0.36%             | 2032-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC HOLDINGS PLC 1.645/VAR 04/18/2026                                                            | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6567000 | PA      | $5900970.26   | 0.21%             | 2026-04-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 20YR 4.5% 03/01/2039#FM1774                                                                  | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455471 | PA      | $453409.34    | 0.02%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC HOLDINGS PLC 3.95%/VAR 5/18/2024                                                             | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2964851.70   | 0.11%             | 2024-05-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TR 2021-1                                           | UPSTART SECURITIZATION TR 2021-1 0.87% 03/20/2031 144A                                            | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31598 | PA      | $31431.37     | 0.00%             | 2031-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A                                                       | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4311891.20   | 0.16%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIP FIN LLC 2019-B                                                  | MMAF EQUIP FIN LLC 2019-B 2.01% 12/12/2024 144A                                                   | CUSIP: 55316EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2131340 | PA      | $2088578.31   | 0.08%             | 2024-12-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                           | CITIZENS BANK NA 2.25% 04/28/2025                                                                 | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   4046000 | PA      | $3765958.62   | 0.14%             | 2025-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                             | CSMC 2019-ICE4 1ML+98.535 05/15/2036 144A                                                         | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4935444.00   | 0.18%             | 2036-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                          | CHASE ISSUANCE TR 3.97% 09/15/2027                                                                | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   7135000 | PA      | $6977248.00   | 0.25%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                              | WELLTOWER INC 3.625% 03/15/2024                                                                   | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3952961.35   | 0.14%             | 2024-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                       | VERIZON MASTER TRUST 2021-1 A 0.69% 05/20/2027                                                    | CUSIP: 92348KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7422964.80   | 0.27%             | 2027-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                      | FHR 3949 MK 4.5% 10/34                                                                            | CUSIP: 3137AFZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     48953 | PA      | $48620.94     | 0.00%             | 2034-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | ENBRIDGE INC 2.5% 02/14/2025                                                                      | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1440000 | PA      | $1362544.95   | 0.05%             | 2025-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT CAPITAL CORP 3.222% 08/15/2024                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6751112.27   | 0.25%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023                              | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1826000 | PA      | $1809591.87   | 0.07%             | 2023-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3                            | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 3.371% 09/15/2057                                 | CUSIP: 94989VAE9<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |    583014 | PA      | $561355.56    | 0.02%             | 2057-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | STARBUCKS CORP 3.8% 08/15/2025                                                                    | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2308830.17   | 0.08%             | 2025-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                              | FHLG 30YR 8.5% 08/01/2027#                                                                        | CUSIP: 31283HBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       582 | PA      | $604.80       | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                              | VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A                                               | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  15040000 | PA      | $13466199.81  | 0.49%             | 2025-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 10/32 #667440                                                                          | CUSIP: 31391HPZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       948 | PA      | $1010.35      | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 8.50% 9/25 #303563                                                                           | CUSIP: 31373UFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       467 | PA      | $477.61       | 0.00%             | 2025-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NIAGARA PARK CLO LLC                                                       | NIAGARA PARK CLO LLC 3ML+100 07/17/2032 144A                                                      | CUSIP: 65357LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10020000 | PA      | $9760952.94   | 0.36%             | 2032-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 11/32 #666787                                                                          | CUSIP: 31391GXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2783 | PA      | $2984.68      | 0.00%             | 2032-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7870000 | PA      | $6805764.93   | 0.25%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                             | GNMA 8.00% 6/24 #354843                                                                           | CUSIP: 36203PEQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9 | PA      | $9.00         | 0.00%             | 2024-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2019-1                                        | METLIFE SECURITIZATION TRUST 2019-1A A1A 3.75% 04/25/2058 144A                                    | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    386959 | PA      | $375442.88    | 0.01%             | 2058-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | SYNCHRONY FINANCIAL 4.375% 03/19/2024                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4922000 | PA      | $4834005.32   | 0.18%             | 2024-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                       | BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027                                                        | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4300574.00   | 0.16%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA 4% 09/12/2023 144A                                                                        | CUSIP: 05583JAF9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4913160.00   | 0.18%             | 2023-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 11/27 #313835                                                                          | CUSIP: 31374GSY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       236 | PA      | $243.96       | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                    | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2402087.95   | 0.09%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                        | SVB FINANCIAL GROUP 3.125% 06/05/2030                                                             | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   3077000 | PA      | $2517373.58   | 0.09%             | 2030-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-C27                                           | WELLS FARGO COML MTG TR 15-C27 ASB 3.278% 02/15/2048                                              | CUSIP: 94989DAX7<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |   1336961 | PA      | $1296120.50   | 0.05%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK AMER MERRILL LYNCH COML MTG TR 2015-UBS7                              | BANK AMER MERRILL LYNCH COML MTG TR 2015-UBS7 3.429% 09/15/2048                                   | CUSIP: 06054AAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6506109 | PA      | $6256568.11   | 0.23%             | 2048-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                              | CSMC 2020-NET 2.2569% 08/15/2037 144A                                                             | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2148147 | PA      | $1917360.03   | 0.07%             | 2037-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | ENBRIDGE INC 2.15% 02/16/2024                                                                     | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1379000 | PA      | $1329759.61   | 0.05%             | 2024-02-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                               | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   7394748 | NS      | $7396227.41   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 8/32 #254407                                                                           | CUSIP: 31371KR45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       268 | PA      | $286.07       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | SOCIETE GENERALE FRANCE 1.792/VAR 06/09/2027 144A                                                 | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6750000 | PA      | $5743104.59   | 0.21%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                      | BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A                                   | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4501000 | PA      | $4295113.01   | 0.16%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                             | DEUTSCHE BANK AG NEW YORK BNCH 2.222%/VAR 09/18/2024                                              | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  22621000 | PA      | $21702629.48  | 0.79%             | 2024-09-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                               | 7 ELEVEN INC 0.8% 02/10/2024 144A                                                                 | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   7321000 | PA      | $6945648.30   | 0.25%             | 2024-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 6.50% 12/32 #735415                                                                          | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3395 | PA      | $3555.14      | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | ALLY FINL INC 1.45% 10/02/2023                                                                    | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1178123.12   | 0.04%             | 2023-10-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TR                                                          | GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A                                                          | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3327934 | PA      | $2828470.62   | 0.10%             | 2066-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                          | BSABS 2005-HE2 M2 1ML+75 2/35                                                                     | CUSIP: 073879RA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95875 | PA      | $94494.96     | 0.00%             | 2035-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-EBO1 LLC                                                         | CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A                                                        | CUSIP: 12530AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1894581 | PA      | $1776391.28   | 0.06%             | 2050-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024                              | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1481000 | PA      | $1460058.16   | 0.05%             | 2024-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 8/28 #441271                                                                           | CUSIP: 31380JFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3524 | PA      | $3672.87      | 0.00%             | 2028-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPG TR 2021-PORT                                                           | OPG TR 2021-PORT 1ML+49.8 10/15/2036 144A                                                         | CUSIP: 67118AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6949694 | PA      | $6592604.48   | 0.24%             | 2036-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                          | SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A                                                       | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4056000 | PA      | $3875567.62   | 0.14%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                             | FEDERAL NAT MTG ASN GTD REM PA 3% 03/25/2048                                                      | CUSIP: 3136B45G9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   6234637 | PA      | $5865092.06   | 0.21%             | 2048-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT FINANCE CORP 0.583% 03/01/2024 144A                                                           | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4260000 | PA      | $4032306.20   | 0.15%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                | EXELON CORP 2.75% 03/15/2027 144A                                                                 | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    681000 | PA      | $627703.64    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                              | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                            | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $13296432.30  | 0.48%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                            | AASET 2019-2 TR 3.376% 10/16/2039 144A                                                            | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2339102 | PA      | $1663294.14   | 0.06%             | 2039-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC          | PALMER SQUARE LN FDG 2022-1 LTD 22-1A A1 3M CME+105 04/15/2030 144A                               | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8521387 | PA      | $8316268.47   | 0.30%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA 2.045/VAR 10/19/2027 144A                                                                 | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6865000 | PA      | $5883007.68   | 0.21%             | 2027-10-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANK and TRUST COMPANY                                      | FIRST CITIZENS BANK and TRUST CO 2.969%/VAR 09/27/2025                                            | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   6655000 | PA      | $6271757.52   | 0.23%             | 2025-09-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                        | UBS AG LON BRANCH 1.25% 06/01/2026 144A                                                           | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7010242.40   | 0.26%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP 4.5% 07/15/2023                                                                           | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    856000 | PA      | $850841.58    | 0.03%             | 2023-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC28                                                   | GS MTG SECS TR 2015-GC28 AAB 3.206% 02/10/2048                                                    | CUSIP: 36251FAX4<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    948343 | PA      | $921473.38    | 0.03%             | 2048-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | ENERGY TRANSFER LP 3.6% 02/01/2023                                                                | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2824000 | PA      | $2815041.17   | 0.10%             | 2023-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                     | US 5YR NOTE (CBT) FUT MAR23 FVH3                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1403 | NC      | $917902.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                 | MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024                                                       | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  17495000 | PA      | $16807028.72  | 0.61%             | 2024-09-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                  | UST NOTES 4.125% 10/31/2027                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $75955078.50  | 2.77%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                               | JDE PEETS BV 0.8% 09/24/2024 144A                                                                 | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $7295023.68   | 0.27%             | 2024-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | FORD MTR CR CO LLC 3.375% 11/13/2025                                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7381040.00   | 0.27%             | 2025-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 20YR 4.5% 06/01/2039#FM1045                                                                  | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223602 | PA      | $222590.44    | 0.01%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                         | ALCON FINANCE CORP 2.75% 09/23/2026 144A                                                          | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   4038000 | PA      | $3701046.71   | 0.13%             | 2026-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                | CANADIAN PAC RY CO 1.75% 12/02/2026                                                               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2099000 | PA      | $1875798.70   | 0.07%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 COML MTG TR                                                 | CSAIL 2019-C15 COML MTG TR 3.4505% 03/15/2052                                                     | CUSIP: 22945DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2924011 | PA      | $2826556.68   | 0.10%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC                            | AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A                                                  | CUSIP: 00900PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10545000 | PA      | $10337421.68  | 0.38%             | 2032-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                              | INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   7139000 | PA      | $6994566.61   | 0.25%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIII LTD                                                     | SYMPHONY CLO XXIII LTD 3ML+102 01/15/2034 144A                                                    | CUSIP: 87167NDC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9700000 | PA      | $9498482.50   | 0.35%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | CITIGROUP INC SOFR 2.014%/VAR 01/25/2026                                                          | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $6824084.13   | 0.25%             | 2026-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS GROUP AG 1.008%/VAR 07/30/2024 144A                                                           | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7594000 | PA      | $7360397.85   | 0.27%             | 2024-07-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                   | GENERAL MTRS FINL CO INC 1.7% 08/18/2023                                                          | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9734845.10   | 0.35%             | 2023-08-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK OF AMER MERRILL LYNCH TR 2014-C17                        | MSBAM 2014-C17 ASB 3.477% 8/47                                                                    | CUSIP: 61763UAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1562739 | PA      | $1533171.60   | 0.06%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHC COML MTG TR 2019-CHC                                                   | CHC COML MTG TR 2019-CHC A 1ML+112 06/15/2034                                                     | CUSIP: 162665AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4627061 | PA      | $4536791.20   | 0.17%             | 2034-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                            | PHILIP MORRIS INTL INC 1.5% 05/01/2025                                                            | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3501000 | PA      | $3238712.29   | 0.12%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMCC COML MTG SECS TR 2016-JP4                                            | JPMCC COML MTG SECS TR 2016-JP4 A2 2.984% 12/15/2049                                              | CUSIP: 46645UAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386384 | PA      | $385549.05    | 0.01%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 10/27 #401674                                                                          | CUSIP: 31378LFP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       933 | PA      | $948.83       | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2012-LC9                                 | J P MORGAN CHASE COML MTG SECS TR 2012-LC9 3.353% 12/15/2047 144A                                 | CUSIP: 46639EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1512793 | PA      | $1508897.43   | 0.05%             | 2047-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                            | PHILIP MORRIS INTL INC 0.875% 05/01/2026                                                          | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4502000 | PA      | $3962647.97   | 0.14%             | 2026-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                       | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.2% 03/11/2026 144A                                         | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   6674000 | PA      | $5950773.79   | 0.22%             | 2026-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                 | CIGNA CORP 0.613% 03/15/2024                                                                      | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2280463.51   | 0.08%             | 2024-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                             | EXTENDED STAY AMER TR 2021-ESH A 1ML+108 07/15/2038 144A                                          | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2043170 | PA      | $1965051.74   | 0.07%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                               | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  12000000 | PA      | $10819200.00  | 0.39%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                             | FEDERAL NAT MTG ASN GTD REM PA 2018-3 LP 3% 02/25/2047                                            | CUSIP: 3136B0VG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4620876 | PA      | $4321881.14   | 0.16%             | 2047-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2102000 | PA      | $1848278.93   | 0.07%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C16                                                 | WFRBS COML MTG TR 2013-C16 3.963% 09/15/2046                                                      | CUSIP: 92938EAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174523 | PA      | $172844.34    | 0.01%             | 2046-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 11/26 #358481                                                                          | CUSIP: 31376LFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        44 | PA      | $44.70        | 0.00%             | 2026-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                | VIATRIS INC 1.65% 06/22/2025                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    480000 | PA      | $434515.93    | 0.02%             | 2025-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                   | GENERAL MTRS FINL CO INC 3.25% 01/05/2023                                                         | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4991343.30   | 0.18%             | 2023-01-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                             | GNMA 7.00% 11/28 #781129                                                                          | CUSIP: 36225BHE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14377 | PA      | $14802.83     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR13-C17                                               | JPMBB 2013-C17 ASB 3.705% 01/47                                                                   | CUSIP: 46640UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189232 | PA      | $186901.49    | 0.01%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                       | BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025                                                       | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3858398.96   | 0.14%             | 2025-05-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                | PHILLIPS 66 3.85% 04/09/2025                                                                      | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6845095.95   | 0.25%             | 2025-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                               | AT and T INC 0.9% 03/25/2024                                                                      | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4746250.50   | 0.17%             | 2024-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                    | WESTERN GAS PARTNERS LP FRN 3ML+210 01/13/2023                                                    | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2035920.00   | 0.07%             | 2023-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                                 | EATON 2019-1A AR 3ML+108 04/15/2031 144A                                                          | CUSIP: 27830XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9586000 | PA      | $9377418.23   | 0.34%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                  | BENCHMARK 2019-B14 XA MORTGAGE TRUST VAR 12/15/2061                                               | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24628032 | PA      | $796606.01    | 0.03%             | 2062-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                   | AES CORP 3.3% 07/15/2025 144A                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $3868179.55   | 0.14%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NISOURCE INC 2.95% 09/01/2029                                                                     | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2630277.90   | 0.10%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT FINANCE CORP 1.591% 04/03/2028 144A                                                           | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $8458929.50   | 0.31%             | 2028-04-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | ENERGY TRANSFER LP 4.5% 04/15/2024                                                                | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562845.01    | 0.02%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                        | SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025                                                    | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9116658.20   | 0.33%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | ATHENE GLOBAL FUNDING 0.95% 01/08/2024 144A                                                       | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8877000 | PA      | $8416106.16   | 0.31%             | 2024-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                 | CAPITAL ONE FINANCIAL CORP 3.9% 01/29/2024                                                        | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2956849.92   | 0.11%             | 2024-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                 | CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6074405.54   | 0.22%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 11/27 #404745                                                                          | CUSIP: 31378PTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       702 | PA      | $728.81       | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                              | GOLDMAN SACHS GROUP INC (THE) 0.657%/VAR 09/10/2024                                               | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4312941.57   | 0.16%             | 2024-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                   | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                            | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  10575000 | PA      | $9918925.10   | 0.36%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                       | PARKER-HANNIFIN CORP 4.25% 09/15/2027                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   3086000 | PA      | $2992883.56   | 0.11%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                     | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                           | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4260255 | PA      | $3566224.39   | 0.13%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASS NO 10 PLC                                                            | BRASS NO 10 PLC VAR 04/16/2069 144A                                                               | CUSIP: 10554PAA1<br>LEI: 213800UCE3NFG8SQKH09 | Long             | ABS-CBDO         | CORP              | GB        |   1361031 | PA      | $1293023.45   | 0.05%             | 2069-04-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                            | BANK 2021-BNK33 VAR 05/15/2064                                                                    | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20590762 | PA      | $1192145.43   | 0.04%             | 2064-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 6/31 #668480                                                                           | CUSIP: 31391JUD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12649 | PA      | $13348.96     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | CITIGROUP INC 4.4% 06/10/2025                                                                     | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3018000 | PA      | $2968123.39   | 0.11%             | 2025-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 9/27 #398754                                                                           | CUSIP: 31378G5P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1280 | PA      | $1322.32      | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6035000 | PA      | $5460468.00   | 0.20%             | 2027-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | LLOYDS BANKING GROUP PLC 2.438%/VAR 02/05/2026                                                    | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2636000 | PA      | $2437987.90   | 0.09%             | 2026-02-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | NOMURA HOLDINGS INC 1.653% 07/14/2026                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  12500000 | PA      | $10902571.00  | 0.40%             | 2026-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                   | INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A                                            | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6187143.90   | 0.23%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                | VENTAS RLTY LTD PARTNERSHIP 3.5% 04/15/2024                                                       | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2079940.66   | 0.08%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 20                                                   | GREAT-WEST LIFECO FIN 20 0.904% 08/12/2025 144A                                                   | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3381000 | PA      | $3005283.13   | 0.11%             | 2025-08-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | ORACLE CORP 5.8% 11/10/2025                                                                       | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7170089.99   | 0.26%             | 2025-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026                               | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7095000 | PA      | $6259653.15   | 0.23%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2014-GC26                                                   | GS MTG SECS TR 2014-GC26 AAB 3.365% 11/10/2047                                                    | CUSIP: 36250HAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318027 | PA      | $1284434.67   | 0.05%             | 2047-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                    | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2935124 | PA      | $2524648.17   | 0.09%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                             | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   7028000 | PA      | $5870505.76   | 0.21%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                               | BX 2021-MFM1 A 1ML+0 01/15/2034 144A                                                              | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2027843.58   | 0.07%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | CITIGROUP INC 3.106%/VAR 04/08/2026                                                               | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9485284.50   | 0.35%             | 2026-04-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS BARCLAYS COML MTG TR 2013-C6                                           | UBS BARCLAYS COML MTG TR 2013-C6 A3FL 1ML+79 04/10/2046 144A                                      | CUSIP: 90349GAC9<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    755083 | PA      | $754020.66    | 0.03%             | 2046-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                          | TAMPA ELECTRIC CO 3.875% 07/12/2024                                                               | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4257204.17   | 0.15%             | 2024-07-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                             | CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A                                            | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1885097 | PA      | $1775503.65   | 0.06%             | 2036-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | ENBRIDGE INC 1.6% 10/04/2026                                                                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $8793569.70   | 0.32%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                   | ELANCO ANIMAL HEALTH INC STEP 08/28/2023                                                          | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    552000 | PA      | $549752.36    | 0.02%             | 2023-08-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                         | MITSUBISHI UFJ FIN GRP INC 1.412% 07/17/2025                                                      | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8000000 | PA      | $7248476.88   | 0.26%             | 2025-07-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                             | FORD CR FLOORPLN MAST OWN TR A 0.7% 09/15/2025                                                    | CUSIP: 34528QHK3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  12656000 | PA      | $12192152.54  | 0.44%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                                          | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5150979 | PA      | $4941361.84   | 0.18%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP 1.75% 03/01/2026                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  15044000 | PA      | $13428528.64  | 0.49%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | SYNCHRONY FINANCIAL 4.25% 08/15/2024                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2488233.92   | 0.09%             | 2024-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | ATHENE GLOBAL FUNDING 1% 04/16/2024 144A                                                          | CUSIP: 04685A2W0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7481987.60   | 0.27%             | 2024-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                       | VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027                                                     | CUSIP: 92348KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7466000 | PA      | $6964400.52   | 0.25%             | 2027-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                               | 7 ELEVEN INC 0.95% 02/10/2026 144A                                                                | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   7891000 | PA      | $6924725.43   | 0.25%             | 2026-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2013-GC13                                                   | GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A                                                  | CUSIP: 36198EAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9739000 | PA      | $9588905.45   | 0.35%             | 2046-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD 2021                                        | PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 3ML+80 05/20/2029 144A                              | CUSIP: 69702DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7205366 | PA      | $7103978.92   | 0.26%             | 2029-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                               | GUARDIAN LIFE GLOBAL FUNDING 1.1% 06/23/2025 144A                                                 | CUSIP: 40139LAG8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7117362.88   | 0.26%             | 2025-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                        | DOLLAR GEN CORP NEW 4.625% 11/01/2027                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3967808.08   | 0.14%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE7 MTG TR                                                     | COMM MTG TR 2013-CC7 AM 3.314% 03/10/2046                                                         | CUSIP: 12625FAS5<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |   1343000 | PA      | $1330510.37   | 0.05%             | 2046-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | EQUINOR ASA 2.875% 04/06/2025                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7000000 | PA      | $6732195.33   | 0.25%             | 2025-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                           | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                            | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280000 | PA      | $1245970.30   | 0.05%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A                                           | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7500000 | PA      | $6496155.45   | 0.24%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | ALTRIA GROUP INC 2.35% 05/06/2025                                                                 | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $940916.30    | 0.03%             | 2025-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                   | GENERAL MTRS FINL CO INC 4.15% 06/19/2023                                                         | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5231000 | PA      | $5195962.92   | 0.19%             | 2023-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                             | PACIFIC LIFE GF II 1.2% 06/24/2025 144A                                                           | CUSIP: 6944PL2B4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4494000 | PA      | $4083737.39   | 0.15%             | 2025-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANK and TRUST COMPANY                                      | FIRST CITIZENS BANK and TRUST CO 3.929/VAR 06/19/2024                                             | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    815000 | PA      | $804365.88    | 0.03%             | 2024-06-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                             | BLOX 2021-BLOX A 1ML+80 09/15/2026 144A                                                           | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5047000 | PA      | $4750335.32   | 0.17%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                         | VALERO ENERGY CORP 2.85% 04/15/2025                                                               | CUSIP: 91913YAY6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2319161.06   | 0.08%             | 2025-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   5031000 | PA      | $4860687.22   | 0.18%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 6/32 #646311                                                                           | CUSIP: 31390HAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       209 | PA      | $223.39       | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE TRUST OF AMERICA HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.5% 08/01/2026                                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    621000 | PA      | $581355.96    | 0.02%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | EQUINOR ASA 1.75% 01/22/2026                                                                      | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1120000 | PA      | $1027257.54   | 0.04%             | 2026-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 8/32 #657322                                                                           | CUSIP: 31390VG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11723 | PA      | $12434.30     | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                      | FREDDIE MAC REMICS 3% 10/25/2048                                                                  | CUSIP: 3137FN3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3003463 | PA      | $2782051.68   | 0.10%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERIT 2021                                                                 | MERIT 2021-STOR A 1ML+75 07/15/2038 144A                                                          | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2266000 | PA      | $2166578.12   | 0.08%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 12 LTD                                                           | AIMCO CLO 12 LTD TSFR3M+117 01/17/2032 144A                                                       | CUSIP: 00140LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4906495.00   | 0.18%             | 2032-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA SOFR 1.652%/VAR 10/06/2026 144A                                                           | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  20000000 | PA      | $17604765.00  | 0.64%             | 2026-10-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | SOCIETE GENERALE FRANCE 3.875% 03/28/2024 144A                                                    | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6015000 | PA      | $5874932.18   | 0.21%             | 2024-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                             | GNMA 7.50% 2/28 #462544                                                                           | CUSIP: 36208VZH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16 | PA      | $16.17        | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2022-2                                              | MARLETTE FUNDING TRUST 2022-2 4.25% 08/15/2032 144A                                               | CUSIP: 57107LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5084716 | PA      | $5008672.43   | 0.18%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 TR                                                          | CSMC 2021-RPL9 TR 2.43639% 02/25/2061 144A                                                        | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8414595 | PA      | $7754890.86   | 0.28%             | 2061-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                             | MCDONALDS CORP 3.3% 07/01/2025                                                                    | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1011499.82   | 0.04%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                             | BRANDYWINE OPER PARTNERSHIP LP 3.95% 02/15/2023                                                   | CUSIP: 105340AM5<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   3334000 | PA      | $3315359.57   | 0.12%             | 2023-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                             | MAGALLANES INC 3.755% 03/15/2027 144A                                                             | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $1867218.50   | 0.07%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                | AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A                                                | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7180000 | PA      | $6591411.17   | 0.24%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/23/2023                                | CUSIP: 00774MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7000000 | PA      | $6978898.71   | 0.25%             | 2023-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                              | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 4.11% 08/17/2026                                    | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4905000 | PA      | $4795273.19   | 0.17%             | 2026-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                           | AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025                                                    | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   3334000 | PA      | $3148034.38   | 0.11%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C15                           | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 3.654% 04/15/2047                              | CUSIP: 61763KAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455142 | PA      | $448393.52    | 0.02%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                               | DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1401849.83   | 0.05%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                      | JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8680111.20   | 0.32%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                  | MYLAN INC 3.125% 01/15/2023 144A                                                                  | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   5791000 | PA      | $5771427.17   | 0.21%             | 2023-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2016-GC36                                            | CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049                                             | CUSIP: 17324TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1567948 | PA      | $1503946.69   | 0.05%             | 2049-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                    | GA GLOBAL FUNDING TRUST 1.25% 12/08/2023 144A                                                     | CUSIP: 36143L2F1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9085655.98   | 0.33%             | 2023-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 1/33 #555279                                                                           | CUSIP: 31385W2L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       242 | PA      | $257.29       | 0.00%             | 2033-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 6/32 #642643                                                                           | CUSIP: 31390C5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4633 | PA      | $4926.79      | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                        | SUMITOMO MITSUI FINL GRP INC 0.508% 01/12/2024                                                    | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    989000 | PA      | $939222.19    | 0.03%             | 2024-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024                               | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5760000 | PA      | $5300154.49   | 0.19%             | 2024-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2021-4                                        | UPSTART SECURITIZATION TRUST 2021-4 0.84% 09/20/2031 144A                                         | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3958189 | PA      | $3819741.83   | 0.14%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 6.50% 8/36 #888034                                                                           | CUSIP: 31410FSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5710 | PA      | $5973.27      | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                 | VMWARE INC 1% 08/15/2024                                                                          | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   6564000 | PA      | $6111924.26   | 0.22%             | 2024-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                    | SANTANDER HLDGS USA INC SOFR 5.807%/VAR 09/09/2026                                                | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2986982.01   | 0.11%             | 2026-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                       | MCCORMICK and CO INC 0.9% 02/15/2026                                                              | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13183946.55  | 0.48%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                             | CAPITAL ONE MULTI-ASST EXEC TR 3.49% 05/15/2027                                                   | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4829621.00   | 0.18%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                         | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 144A                           | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5515000 | PA      | $4806984.30   | 0.18%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                              | DTE ENERGY CO STEP 11/01/2024                                                                     | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8073929.43   | 0.29%             | 2024-11-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                    | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                                      | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4400079.80   | 0.16%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.00% 12/32 #703756                                                                          | CUSIP: 31401BZV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       123 | PA      | $124.45       | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                            | ROSS STORES INC 0.875% 04/15/2026                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   7357000 | PA      | $6471066.53   | 0.24%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                             | AMERICAN EXPRESS CR ACC MST TR 4.95% 10/15/2027                                                   | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4504000 | PA      | $4521610.19   | 0.16%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                               | SBA TOWER TR 1.884% 07/15/2050 144A                                                               | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1204000 | PA      | $1058864.66   | 0.04%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                               | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3525000 | PA      | $3146062.50   | 0.11%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                | IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A                                                 | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  13000000 | PA      | $12409074.99  | 0.45%             | 2025-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-1 LTD                                                        | VOYA CLO 2017-1 LTD 3ML+95 04/17/2030 144A                                                        | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9451900 | PA      | $9291472.62   | 0.34%             | 2030-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                         | S and P GLOBAL INC 2.45% 03/01/2027 144A                                                          | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   7508000 | PA      | $6904234.87   | 0.25%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-5 LLC                                                            | PRPM 2021-5 LLC VAR 06/25/2026 144A                                                               | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5520938 | PA      | $4820002.20   | 0.18%             | 2026-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES LII CLO LTD                                                           | ARES LII CLO LTD 3ML+105 04/22/2031 144A                                                          | CUSIP: 04009AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8959000 | PA      | $8770681.82   | 0.32%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                         | WELLS FARGO and CO NEW 2.188/VAR 04/30/2026                                                       | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4656972.90   | 0.17%             | 2026-04-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 7.50% 11/27 #313853                                                                          | CUSIP: 31374GTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        56 | PA      | $57.81        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                             | CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025                                                      | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3668000 | PA      | $3423516.61   | 0.12%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                               | GUARDIAN LIFE GLOBAL FUNDING 1.4% 07/06/2027 144A                                                 | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   8010000 | PA      | $6861230.07   | 0.25%             | 2027-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                 | FNMA 4.50% 3/35 #816100                                                                           | CUSIP: 31406PUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2530 | PA      | $2504.20      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | KEURIG DR PEPPER INC 0.75% 03/15/2024                                                             | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9466097.40   | 0.34%             | 2024-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                  | HESS CORP 4.3% 04/01/2027                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4325465.84   | 0.16%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                      | CELANESE US HLDGS LLC 5.9% 07/05/2024                                                             | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7553531.70   | 0.27%             | 2024-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                               | THERMO FISHER SCIENTIFIC INC 1.215% 10/18/2024                                                    | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9356864.20   | 0.34%             | 2024-10-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer