# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0001752724-23-014743
**Filing Date:** 2023-1
**Character Count:** 514024
**Document Hash:** ccb57095f516e54fd4b29e357497aafa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014743.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014743

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 23556605

**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

## Series and Classes Contracts Data

### Strategic Advisers Short Duration Fund (Series ID: S000035122)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000108059 | Strategic Advisers Short Duration Fund | FAUDX           |

## 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 Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

- **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:** Strategic Advisers Short Duration Fund

- **b. EDGAR series identifier (if any):** S000035122

- **c. LEI of Series:** EYHV2YUODIOTIT965C53

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

- **a. Date of fiscal year-end:** 2023-05-31

- **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:** $4140878724.20

**Total Liabilities:** $37332801.52

**Net Assets:** $4103545922.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34290.06372175 | **1-Year:** 134315.23419468 | **5-Year:** 77169.66679009 | **10-Year:** 5927.55388248 | **30-Year:** 1216.39038015

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

- **3-Month:** 2207.35868264 | **1-Year:** 6706.23346354 | **5-Year:** 5903.47739028 | **10-Year:** 0.21159270 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000108059 | -0.52%               | -0.08%               | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4719970.86             | $-26599974.14                              |
| Month 2  | $-10347047.56            | $-4625659.35                               |
| Month 3  | $-2414150.75             | $19337468.45                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4% 04/20/2050#BS9717                                                                                | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66992 | PA      | $64506.15     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5.00% 11/39 #004578                                                                                 | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167748 | PA      | $170314.49    | 0.00%             | 2039-11-20      | Fixed         | 0.05%                 | 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        |   4073443 | PA      | $4006275.60   | 0.10%             | 2030-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.00% 4/38 #974532                                                                                     | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5535 | PA      | $5617.79      | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | 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        |   1200000 | PA      | $1191476.12   | 0.03%             | 2025-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 30YR 6.0% 09/01/2034#A26586                                                                            | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2470 | PA      | $2561.75      | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                          | GENERAL MOTORS CO 4.875% 10/02/2023                                                                         | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    730000 | PA      | $726605.05    | 0.02%             | 2023-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                               | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    375000 | PA      | $322231.85    | 0.01%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                 | NASDAQ INC 0.445% 12/21/2022                                                                                | CUSIP: 63111XAC5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1708199.98   | 0.04%             | 2022-12-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 0.976%/VAR 04/22/2025                                                                  | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $980816.08    | 0.02%             | 2025-04-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                     | UNITEDHEALTH GROUP INC 5.25% 02/15/2028                                                                     | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $658334.85    | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2019-NQM5                                                        | NEW RESIDENTIAL MTG LN TR 2019-NQM5 A1 2.70986% 11/25/2059 144A                                             | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    327859 | PA      | $294656.06    | 0.01%             | 2059-11-25      | 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        |   1100000 | PA      | $1040202.48   | 0.03%             | 2024-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4% 07/01/2052#MA4655                                                                              | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823001 | PA      | $779179.85    | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2021-GR2                                                             | GS MTG-BACKED SECS TR 2021-GR2 VAR 02/25/2052 144A                                                          | CUSIP: 36262JAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    907648 | PA      | $775045.97    | 0.02%             | 2052-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBOR RLTY COML REAL ESTATE NTS 2021-FL3 LTD / ARBOR RLTY COML REAL                        | ARBOR RLTY COML REAL ESTATE NTS 2021-FL3 LTD / ARBOR RLTY COML REAL 1ML+107 08/15/2034 144A                 | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1043872.28   | 0.03%             | 2034-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 4/36 #745418                                                                                     | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10459 | PA      | $10821.42     | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FINL CORP                                                                      | FIRST AMERN FINL CORP 4.6% 11/15/2024                                                                       | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348710.26    | 0.01%             | 2024-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                               | THERMO FISHER SCIENTIFIC INC FRN SFRIX+53 10/18/2024                                                        | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2388700.20   | 0.06%             | 2024-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+130 02/25/2042 144A                                         | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    498500 | PA      | $489956.35    | 0.01%             | 2042-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                    | BAYER US FIN II LLC 3.875% 12/15/2023 144A                                                                  | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738004.60    | 0.02%             | 2023-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 3.5% 02/20/2052#                                                                                    | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1108600 | PA      | $1032415.81   | 0.03%             | 2052-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 6.00% 9/35 #G01899                                                                                     | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15758 | PA      | $16420.48     | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                                   | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 2.55% 09/15/2028                                                   | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $556267.98    | 0.01%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2022-1                                                            | OCTANE RECEIVABLES TRUST 2022-1A B 4.9% 05/22/2028 144A                                                     | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780000 | PA      | $749595.37    | 0.02%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                 | ECOLAB INC 5.25% 01/15/2028                                                                                 | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1077105.34   | 0.03%             | 2028-01-15      | 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        |   1150000 | PA      | $1113436.69   | 0.03%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                           | CROWN CASTLE INC 2.9% 03/15/2027                                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    955000 | PA      | $872739.73    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TR 2019-3                                                            | ALLY AUTO RECEIVABLES TR 2019-3 1.96% 12/16/2024                                                            | CUSIP: 02007RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $594095.94    | 0.01%             | 2024-12-16      | Fixed         | 0.02%                 | 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        |   4581659 | PA      | $4500934.28   | 0.11%             | 2036-10-15      | Variable      | 0.05%                 | 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        |    594430 | PA      | $592006.82    | 0.01%             | 2023-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                                                         | NXP BV/NXP FDG LLC 4.875% 03/01/2024                                                                        | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    895000 | PA      | $885378.75    | 0.02%             | 2024-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1                                               | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 C 0.89% 10/19/2026                                             | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    755000 | PA      | $692428.17    | 0.02%             | 2026-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 12ML+1.7 5/38 #908482                                                                              | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2395 | PA      | $2398.43      | 0.00%             | 2038-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                         | AVIS BUDGET RENTCAR FDG AE LLC 2017-2A A 2.97% 03/20/2024 144A                                              | CUSIP: 05377RCU6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    603333 | PA      | $600807.42    | 0.01%             | 2024-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 3.826% 10/33 #763199                                                                               | CUSIP: 31404A3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21378 | PA      | $21217.69     | 0.00%             | 2033-10-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                             | CSMC 2019-ICE4 1ML+143 05/15/2036 144A                                                                      | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $986838.72    | 0.02%             | 2036-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                                        | SHERWIN WILLIAMS CO 4.25% 08/08/2025                                                                        | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413692.49    | 0.01%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                   | VISTRA OPERATIONS CO LLC 5.125% 05/13/2025 144A                                                             | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1178683.19   | 0.03%             | 2025-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2020-A OWNER TR                                                    | NISSAN AUTO RECEIVABLES 2020-A OWNER TR 1.38% 12/16/2024                                                    | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159889 | PA      | $157575.58    | 0.00%             | 2024-12-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.00% 10/33 #254903                                                                                    | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230426 | PA      | $232067.63    | 0.01%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                      | JPMORGAN CHASE and CO 4.08%/VAR 04/26/2026                                                                  | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1666897.55   | 0.04%             | 2026-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                               | ANGEL OAK MORTGAGE TRUST LLC 2020-3 A3 2.872% 04/25/2065 144A                                               | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    517547 | PA      | $463685.26    | 0.01%             | 2065-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                         | CNO GLOBAL FUNDING 1.75% 10/07/2026 144A                                                                    | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1198204.36   | 0.03%             | 2026-10-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                                       | BARCLAYS PLC (UNGTD) 7.325%/VAR 11/02/2026                                                                  | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    645000 | PA      | $663219.66    | 0.02%             | 2026-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 5.0% 06/01/39#AL7319                                                                              | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103294 | PA      | $104175.41    | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 15YR 4.5% 09/01/2037#SB8186                                                                            | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262543 | PA      | $261843.56    | 0.01%             | 2037-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                                 | SOUTHERN CALIFORNIA GAS CO 2.95% 04/15/2027                                                                 | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    815000 | PA      | $754454.41    | 0.02%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 3.737%/VAR 04/24/2024                                                                        | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4965472.70   | 0.12%             | 2024-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP SVCS INC                                                                       | HYUNDAI CAP SVCS INC 2.125% 04/24/2025 144A                                                                 | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    380000 | PA      | $346491.24    | 0.01%             | 2025-04-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MTG LN TR 2021-NQM1                                                               | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1 1.747% 09/25/2051 144A                                               | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1030406 | PA      | $853352.86    | 0.02%             | 2051-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA                                               | BBIRD 2016-1A AA 2.487% 12/16/2041 144A                                                                     | CUSIP: 09228YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    391536 | PA      | $356293.94    | 0.01%             | 2041-12-16      | 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        |   5722000 | PA      | $5576111.89   | 0.14%             | 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        |   2265000 | PA      | $2160174.37   | 0.05%             | 2024-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                          | SYDNEY ARPT FIN CO PTY LTD 3.9% 03/22/2023 144A                                                             | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1133000 | PA      | $1128506.61   | 0.03%             | 2023-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 1/37 #906064                                                                                     | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2703 | PA      | $2837.41      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | 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        |   1838000 | PA      | $1762474.19   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY SOFR 0.731%/VAR 04/05/2024                                                                   | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    985000 | PA      | $965450.91    | 0.02%             | 2024-04-05      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                              | MARRIOTT INTERNATIONAL INC/MD 4.15% 12/01/2023                                                              | CUSIP: 571903BA0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173308.30    | 0.00%             | 2023-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                            | PERKINELMER INC 0.55% 09/15/2023                                                                            | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |  10675000 | PA      | $10279565.44  | 0.25%             | 2023-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 5.77% 8/37 #949782                                                                                 | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       838 | PA      | $848.59       | 0.00%             | 2037-08-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK AS (UNGTD) 5.375% 01/12/2024 144A                                                               | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    775000 | PA      | $769345.68    | 0.02%             | 2024-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2021-3                                                           | DRIVE AUTO RECEIVABLES TR 2021-3 0.52% 01/15/2025                                                           | CUSIP: 262081AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20004 | PA      | $19970.60     | 0.00%             | 2025-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                              | GOLDMAN SACHS GROUP INC (THE) 3.5% 04/01/2025                                                               | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $972519.72    | 0.02%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                                                            | MADISON PARK FUNDING XXXIII LTD CME+129 10/15/2032 144A                                                     | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1910000 | PA      | $1859153.89   | 0.05%             | 2032-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 5/37 #888608                                                                                     | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6369 | PA      | $6666.84      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4% 01/01/2047#AL9717                                                                              | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186544 | PA      | $180297.96    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY .56/VAR 11/10/2023                                                                           | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $6142512.65   | 0.15%             | 2023-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-5                                                          | VERUS SECURITIZATION TRUST 2021-5 1.373% 09/25/2066 144A                                                    | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    396242 | PA      | $299952.43    | 0.01%             | 2066-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 5% 07/01/2045#FM2792                                                                              | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48477 | PA      | $49338.30     | 0.00%             | 2045-07-01      | Fixed         | 0.05%                 | 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        |   1690000 | PA      | $1652017.13   | 0.04%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR FRN SOFR+68 09/29/2023                                   | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9823000 | PA      | $9618816.47   | 0.23%             | 2023-09-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR CLO 13 LTD / KKR CLO 13 LLC                                                            | KKR CLO 13 A1R 3ML+80 01/16/2028 144A                                                                       | CUSIP: 48250VAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    417405 | PA      | $413776.07    | 0.01%             | 2028-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                                | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 A3 1.26% 04/25/2066 144A                                        | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    224735 | PA      | $178151.19    | 0.00%             | 2066-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                                            | FORD CR AUTO OWNER TR 2020-REV2 1.74% 04/15/2033 144A                                                       | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $487503.90    | 0.01%             | 2033-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                    | BPCE SA 5.7% 10/22/2023 144A                                                                                | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3145000 | PA      | $3112392.55   | 0.08%             | 2023-10-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 3/36 #745354                                                                                     | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5529 | PA      | $5720.37      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2020-INV1                                                          | VERUS SECURITIZATION TR 2020-INV1 1.977% 03/25/2060 144A                                                    | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116812 | PA      | $112813.60    | 0.00%             | 2060-03-25      | Fixed         | 0.02%                 | 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        |   2698000 | PA      | $2632933.36   | 0.06%             | 2024-05-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2020                                                                   | CNH EQUIPMENT TRUST 2020-A A4 1.51% 04/15/2027                                                              | CUSIP: 12597PAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $558292.52    | 0.01%             | 2027-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                        | CARDINAL HEALTH INC 3.5% 11/15/2024                                                                         | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1142346.02   | 0.03%             | 2024-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                           | BRIXMOR OPERATING PARTNERSHIP LP 3.65% 06/15/2024                                                           | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    965000 | PA      | $934892.29    | 0.02%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                                  | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A1 1.241% 09/25/2066 144A                                         | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    397782 | PA      | $305648.91    | 0.01%             | 2066-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2020-2                                                        | HOMEWARD OPPORTUNITIES FD TR 2020-2 A1 VAR 05/25/2065 144A                                                  | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19618 | PA      | $19389.90     | 0.00%             | 2065-05-25      | Variable      | 0.02%                 | 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        |   1763640 | PA      | $1688462.27   | 0.04%             | 2038-06-15      | Variable      | 0.05%                 | 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        |   1600000 | PA      | $1531790.08   | 0.04%             | 2038-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                         | DIAGEO CAPITAL PLC 1.375% 09/29/2025                                                                        | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $622607.88    | 0.02%             | 2025-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                               | UBS GROUP AG 4.488/VAR 05/12/2026 144A                                                                      | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    370000 | PA      | $360536.41    | 0.01%             | 2026-05-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TR                                                                           | OBX 2020-EXP2 TR 3% 05/25/2060 144A                                                                         | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107299 | PA      | $91591.63     | 0.00%             | 2060-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 30YR 4% 12/49#RA1906                                                                                   | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139721 | PA      | $134530.11    | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                                                     | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 A1 4.767% 06/25/2067 144A                                            | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1526707 | PA      | $1481491.09   | 0.04%             | 2067-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                                       | CREDIT SUISSE GRP AG 2.997%/VAR 12/14/2023 144A                                                             | CUSIP: 225401AD0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $247500.00    | 0.01%             | 2023-12-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-R1                                                            | VERUS SECURITIZATION TR 2021-R1 1.057% 10/25/2063 144A                                                      | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104653 | PA      | $90076.46     | 0.00%             | 2063-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DLLMT 2021-1 LLC                                                                           | DLLMT 2021-1 LLC 0.6% 03/20/2024 144A                                                                       | CUSIP: 23345FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4254480 | PA      | $4195058.40   | 0.10%             | 2024-03-20      | Fixed         | 0.01%                 | 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        |    410000 | PA      | $382630.16    | 0.01%             | 2025-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 TR                                                                           | OBX 2021-NQM1 TR A1 1.072% 02/25/2066 144A                                                                  | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    593456 | PA      | $470546.60    | 0.01%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-CHOP A                                                                           | CSMC 2017-CHOP A 1ML+75 07/15/2032                                                                          | CUSIP: 12651QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4189000 | PA      | $3920041.90   | 0.10%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TR 2021-B                                                | HYUNDAI AUTO LEASE SECURITIZATION TR 2021-B 0.19% 10/16/2023 144A                                           | CUSIP: 44891VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580409 | PA      | $579463.06    | 0.01%             | 2023-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                   | ISRAEL ELECTRIC CORP LTD 5% 11/12/2024 144A REGS                                                            | CUSIP: 465077AK1<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   1365000 | PA      | $1346213.33   | 0.03%             | 2024-11-12      | Fixed         | 0.05%                 | 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        |   1115000 | PA      | $1062832.72   | 0.03%             | 2025-01-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                      | JPMORGAN CHASE and CO FRN SOFR+53.5 06/01/2025                                                              | CUSIP: 46647PCG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9793873.00   | 0.24%             | 2025-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4.50% 7/41 #005115                                                                                  | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271138 | PA      | $269523.61    | 0.01%             | 2041-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC 1.214%/VAR 03/23/2025 144A                                                           | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187459.64    | 0.00%             | 2025-03-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN EXCHANGE-TRADED FD TR                                                           | JPMorgan Ultra-Short Income ETF                                                                             | CUSIP: 46641Q837<br>LEI: 549300IQ1GP3T78IEG61 | Long             | EC               | RF                | US        |   6440760 | NS      | $323648190.00 | 7.89%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT FUNDING LLC                                                                           | COLT FUNDING LLC 21-1 A2 1.167% 06/25/2066 144A                                                             | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    467513 | PA      | $371128.21    | 0.01%             | 2066-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                              | MARRIOTT INTERNATIONAL INC/MD 3.125% 02/15/2023                                                             | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288805.74    | 0.01%             | 2023-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                     | US 10YR NOTE FUT (CBT)MAR23 TYH3                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -86 | NC      | $-77387.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4.5% 09/46#AL9107                                                                                 | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359374 | PA      | $359768.85    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                           | CROWN CASTLE INC 3.15% 07/15/2023                                                                           | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    985000 | PA      | $973629.82    | 0.02%             | 2023-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 6% 02/01/2049#FM1095                                                                              | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    763040 | PA      | $798345.81    | 0.02%             | 2049-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SKY PLC                                                                                    | SKY PLC 3.75% 09/16/2024 144A                                                                               | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |   3870000 | PA      | $3778034.13   | 0.09%             | 2024-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+210 03/25/2042 144A                                         | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1475179 | PA      | $1458212.48   | 0.04%             | 2042-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5.00% 2/40 #004637                                                                                  | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11582 | PA      | $11761.89     | 0.00%             | 2040-02-20      | Fixed         | 0.05%                 | 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        |    692000 | PA      | $615814.48    | 0.02%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 5.5% 10/01/2035#735912                                                                            | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21802 | PA      | $22540.30     | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 12/39 #AE0392                                                                                    | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20330 | PA      | $21101.93     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                                     | SES SA 3.6% 04/04/2023 144A                                                                                 | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |   1850000 | PA      | $1828374.06   | 0.04%             | 2023-04-04      | Fixed         | 0.04%                 | 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        |   1601000 | PA      | $1562026.06   | 0.04%             | 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        |   1220000 | PA      | $1128015.56   | 0.03%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                 | HUMANA INC 5.75% 03/01/2028                                                                                 | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306955.25    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                | CANADIAN PAC RY CO 1.35% 12/02/2024                                                                         | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   7739000 | PA      | $7206600.68   | 0.18%             | 2024-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE                                                              | FANNIE MAE CONN 2017-C04 2ED2 1ML+110 11/25/2029                                                            | CUSIP: 30711XMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    830366 | PA      | $810633.35    | 0.02%             | 2029-11-25      | Variable      | 0.05%                 | 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   | 0.12%             | 2024-12-06      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                              | Baird Short-Term Bond Inst                                                                                  | CUSIP: 057071409<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |  14846389 | NS      | $136883710.99 | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FWD SECURITIZATION TR 2020-INV1                                                            | FWD SECURITIZATION TR 2020-INV1 A1 2.24% 01/25/2050 144A                                                    | CUSIP: 302985AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    487991 | PA      | $428206.90    | 0.01%             | 2050-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.00% 12/23 #970859                                                                               | CUSIP: 31414NB45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1291 | PA      | $1285.36      | 0.00%             | 2023-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 TR                                                                           | OBX 2020-EXP1 TR 1ML+95 02/25/2060 144A                                                                     | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203678 | PA      | $186427.81    | 0.00%             | 2060-02-25      | Variable      | 0.05%                 | 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        |   1644659 | PA      | $1595624.31   | 0.04%             | 2029-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 4.25% 09/30/2024                                                                                  | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17250000 | PA      | $17198115.28  | 0.42%             | 2024-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                        | AMERICAN EXPRESS CO FRN SOFR+93 03/04/2025                                                                  | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8001294.24   | 0.19%             | 2025-03-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA ELEC POWER CORP                                                                      | KOREA ELEC POWER CORP 5.375% 04/06/2026 144A                                                                | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |    860000 | PA      | $866260.79    | 0.02%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 2.976% 07/01/2035#1G0809                                                                           | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5079 | PA      | $5110.38      | 0.00%             | 2035-07-01      | Variable      | 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        |   1068818 | PA      | $1060967.55   | 0.03%             | 2025-12-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA GTD MTG PASS THRU CTF SOFR30A+200 22-R04 1M1 03/25/2042 144A                                           | CUSIP: 20753YCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    619950 | PA      | $614480.36    | 0.01%             | 2042-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                         | MITSUBISHI UFJ FIN GRP INC 4.788%/VAR 07/18/2025                                                            | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9895701.40   | 0.24%             | 2025-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                | NATIONWIDE BUILDING SOC(UNGTD) STEP 03/08/2024 144A                                                         | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $496001.76    | 0.01%             | 2024-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY TRUST 2020                                                                | AMERICOLD REALTY TRUST 2020 1.28854% 11/15/2025 144A                                                        | CUSIP: 193051AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705489 | PA      | $1641288.68   | 0.04%             | 2037-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 8/37 #995024                                                                                     | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50097 | PA      | $51708.47     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4.5% 10/01/2048#CA2483                                                                            | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489622 | PA      | $485608.67    | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                 | VMWARE INC 0.6% 08/15/2023                                                                                  | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4644000 | PA      | $4497102.34   | 0.11%             | 2023-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                       | BANK OF MONTREAL QUE 3.7% 06/07/2025                                                                        | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1451837.32   | 0.04%             | 2025-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                         | DIAGEO CAPITAL PLC 5.2% 10/24/2025                                                                          | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $613350.51    | 0.01%             | 2025-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2022-N1                                                        | CARVANA AUTO RECEIVABLES TR 2022-N1 3.32% 12/11/2028 144A                                                   | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580000 | PA      | $557198.17    | 0.01%             | 2028-12-11      | 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        |   7435000 | PA      | $7413294.19   | 0.18%             | 2023-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                               | WP CAREY INC 4% 02/01/2025                                                                                  | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1400672.66   | 0.03%             | 2025-02-01      | Fixed         | 0.04%                 | 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        |   1070000 | PA      | $992283.20    | 0.02%             | 2026-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2021-1                                                        | DEEPHAVEN RESIDENTIAL MTG TR 2021-1 0.973% 05/25/2065 144A                                                  | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105066 | PA      | $92488.47     | 0.00%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                               | PRINCIPAL LIFE GLOBAL FDG II 0.75% 04/12/2024 144A                                                          | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    930000 | PA      | $875117.62    | 0.02%             | 2024-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.5% 01/01/2024#995766                                                                            | CUSIP: 31416CFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       215 | PA      | $214.58       | 0.00%             | 2024-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.0% 05/01/2023#AD0364                                                                            | CUSIP: 31418MMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        71 | PA      | $70.69        | 0.00%             | 2023-05-01      | Fixed         | 0.05%                 | 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        |   3117000 | PA      | $3044470.53   | 0.07%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE                                                              | CAS 2017-C05 1ED3 1ML+120 01/30                                                                             | CUSIP: 30711XQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     27235 | PA      | $27116.92     | 0.00%             | 2030-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINL MTG TR 2019-2                                                               | ELLINGTON FINL MTG TR 2019-2 3.046% 11/25/2059 144A                                                         | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93361 | PA      | $84146.78     | 0.00%             | 2059-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                  | CHESAPEAKE FUNDING II LLC 1ML+23 04/15/2033 144A                                                            | CUSIP: 165183CT9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   2061981 | PA      | $2052906.05   | 0.05%             | 2033-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                       | ENEL FINANCE INTL NV 1.375% 07/12/2026 144A                                                                 | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1105000 | PA      | $957097.09    | 0.02%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                              | Baird Ultra Short Bond Institutional                                                                        | CUSIP: 057071722<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |  34042705 | NS      | $339746192.04 | 8.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-R2                                                            | VERUS SECURITIZATION TRUST 0.918% 02/25/2064 144A                                                           | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    343115 | PA      | $289548.18    | 0.01%             | 2064-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                   | GENERAL MTRS FINL CO INC FRN SOFR+76 03/08/2024                                                             | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4061000 | PA      | $3981394.37   | 0.10%             | 2024-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                                  | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A3 1.55% 09/25/2066 144A                                          | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282958 | PA      | $210152.39    | 0.01%             | 2066-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                              | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    840000 | PA      | $806436.59    | 0.02%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK AS (UNGTD) 1.226% 06/22/2024 144A                                                               | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1610000 | PA      | $1493559.18   | 0.04%             | 2024-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 6/36 #190370                                                                                     | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1941 | PA      | $2030.27      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2017-1                                                        | METLIFE SECURITIZATION TR 2017-1 3% 04/25/2055 144A                                                         | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    177586 | PA      | $163972.50    | 0.00%             | 2055-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BSREP COML MTG TR 2021-DC                                                                  | BSREP COML MTG TR 2021-DC 1ML+190 08/15/2038 144A                                                           | CUSIP: 05591UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $307320.22    | 0.01%             | 2038-08-15      | Variable      | 0.06%                 | 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        |    365000 | PA      | $343823.61    | 0.01%             | 2024-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P                                              | CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P CSTR 05/10/2035 144A                                          | CUSIP: 17320QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $519509.20    | 0.01%             | 2035-05-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                                  | SANTANDER BANK NA - SBCLN 22-B C 5.916% 08/16/2032 144A                                                     | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    355351 | PA      | $353373.66    | 0.01%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 5.50% 10/38 #G05979                                                                                    | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1778 | PA      | $1848.60      | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 LTD / BDS 2021-FL10 LLC                                                      | BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/16/2036 144A                                               | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $742112.06    | 0.02%             | 2036-12-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2020-A                                                         | HYUNDAI AUTO RECEIVABLES TR 2020-A 1.41% 11/15/2024                                                         | CUSIP: 44891LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317216 | PA      | $312807.92    | 0.01%             | 2024-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 12/34 #735115                                                                                    | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2041 | PA      | $2123.45      | 0.00%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR 2022-B                                                      | SANTANDER RETAIL AUTO LEASE TR 2022-B 3.85% 03/22/2027 144A                                                 | CUSIP: 80287UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445000 | PA      | $427686.61    | 0.01%             | 2027-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                                | WORKDAY INC 3.5% 04/01/2027                                                                                 | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    525000 | PA      | $496313.42    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                                                  | CREDIT SUISSE AG NY BRNCH FRN SFRIX+38 08/09/2023                                                           | CUSIP: 22550UAD3<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4874657.50   | 0.12%             | 2023-08-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+220 05/25/2042 144A                                         | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1331935 | PA      | $1322803.85   | 0.03%             | 2042-05-25      | Variable      | 0.06%                 | 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        |    715000 | PA      | $680413.96    | 0.02%             | 2025-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2019-2 RECEIVABLES FDG LLC                                                | SIERRA TIMESHARE 2019-2 RECEIVABLES FDG LLC 2.59% 05/20/2036 144A                                           | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    614741 | PA      | $590995.38    | 0.01%             | 2036-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                             | AIR LEASE CORP 2.25% 01/15/2023                                                                             | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3792238.85   | 0.09%             | 2023-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                 | PENSKE TRUCK LEASING CO LP /CORP 3.45% 07/01/2024 144A                                                      | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $375918.63    | 0.01%             | 2024-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.00% 6/40 #AD6438                                                                                     | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84289 | PA      | $85795.13     | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2020-609M                                                | J P MORGAN CHASE COML MTG SECS TR 2020-609M 1ML+177 10/15/2033 144A                                         | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $940037.79    | 0.02%             | 2033-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                 | FIDELITY NATL INFORMN SVCS INC 0.6% 03/01/2024                                                              | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    555000 | PA      | $525019.85    | 0.01%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1                                            | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 1.8% 12/18/2025                                             | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $648119.42    | 0.02%             | 2025-12-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COML MTG SEC CORP                                                          | JP MORGAN CHASE CML MTG SEC CO VAR 05/15/2035 144A                                                          | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1940000 | PA      | $1879023.28   | 0.05%             | 2035-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SEC TR                                                              | FREDDIE MAC WHOLE LOAN SEC TR 17-SC02 M1 CSTR 05/25/2047 144A                                               | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     50919 | PA      | $49498.27     | 0.00%             | 2047-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-ROSS                                                              | GS MTG SECS CORP TR 2021-ROSS 1ML+160 05/15/2026 144A                                                       | CUSIP: 36264YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $625741.47    | 0.02%             | 2026-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-1 TR                                                                             | PSMC 2021-1 TR VAR 03/25/2051 144A                                                                          | CUSIP: 693650AL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1311362 | PA      | $1146247.41   | 0.03%             | 2051-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                                                  | CREDIT SUISSE AG NY BRNCH 1% 05/05/2023                                                                     | CUSIP: 22550L2D2<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |   6590000 | PA      | $6324868.42   | 0.15%             | 2023-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH4                                                                    | SEQUOIA MTG TR 2018-CH4 A2 4% 10/25/2048 144A                                                               | CUSIP: 81747LAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5876 | PA      | $5798.53      | 0.00%             | 2048-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPDR NYSE TECHNOLOGY ETF                                                                   | SPDR Blmbg 1-3 Mth T-Bill ETF                                                                               | CUSIP: 78468R663<br>LEI: 549300PS44ZVKSLTMI64 | Long             | EC               | RF                | US        |    382848 | NS      | $35095676.16  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS TR 2017-A                                                           | HGVT 17-AA A 2.66% 12/28                                                                                    | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87780 | PA      | $86137.60     | 0.00%             | 2028-12-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.00% 6/24 #995957                                                                                | CUSIP: 31416CME3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8027 | PA      | $7992.38      | 0.00%             | 2024-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                                                 | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST 5.27% 01/15/2026                                                 | CUSIP: 89239HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3850000 | PA      | $3847507.51   | 0.09%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5% 12/34 #003651                                                                                    | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12757 | PA      | $12853.66     | 0.00%             | 2034-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 3% 09/01/2028#AU6682                                                                              | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384436 | PA      | $370958.25    | 0.01%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRT 2021-C A2                                                                              | SRT 2021-C A2 0.29% 04/22/2024 144A                                                                         | CUSIP: 80286CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    557200 | PA      | $555447.08    | 0.01%             | 2024-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5% 1/36 #003805                                                                                     | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6079 | PA      | $6137.17      | 0.00%             | 2036-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                                            | ANGEL OAK MORTGAGE TRUST 2021-1 0.909% 01/25/2066 144A                                                      | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597761 | PA      | $471539.75    | 0.01%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2020-I                                                            | NAVIENT PRIVATE ED LN TR 2020-I 1.33% 04/15/2069 144A                                                       | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    471559 | PA      | $400768.85    | 0.01%             | 2069-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2017-3                                                                      | TOWD PT MTG TR 2017-3 VAR 07/25/2057 144A                                                                   | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189037 | PA      | $181379.05    | 0.00%             | 2057-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                               | FORTINET INC 1% 03/15/2026                                                                                  | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $594004.41    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                                 | HASBRO INC 3% 11/19/2024                                                                                    | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1832360.72   | 0.04%             | 2024-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B                                                      | HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.64% 05/15/2025                                                      | CUSIP: 44918MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4064000 | PA      | $4020605.83   | 0.10%             | 2025-05-15      | Fixed         | 0.04%                 | 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        |   1631730 | PA      | $1568290.73   | 0.04%             | 2038-03-15      | Variable      | 0.05%                 | 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 B 1ML+135 09/15/2029 144A                                      | CUSIP: 46591JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1750031.56   | 0.04%             | 2029-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD                                                             | MADISON PARK FUNDING XXIII LTD 3ML+97 07/27/2031 144A                                                       | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1222582.96   | 0.03%             | 2031-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                 | CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026                                                            | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1072427.07   | 0.03%             | 2026-03-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2022-R05                                                           | CONNECTICUT AVE SECS TR 2022-R05 SOFR30A+190 04/25/2042 144A                                                | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28086 | PA      | $27751.51     | 0.00%             | 2042-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2019-1                                                                      | TOWD PT MTG TR 2019-1 3.75% 03/25/2058 144A                                                                 | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    514495 | PA      | $476109.04    | 0.01%             | 2058-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                             | GNMA II 4% 04/20/2050#BT2983                                                                                | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26149 | PA      | $25178.51     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BSPRT 2022-FL8 ISSUER LTD / BSPRT 2022-FL8 CO-ISSUER LLC                                   | BSPRT 2022-FL8 ISSUER LTD / BSPRT 2022-FL8 CO-ISSUER LLC SOFR30A+150 02/15/2037 144A                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1447357.20   | 0.04%             | 2037-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TR 2017-1                                                                        | MVW OWNER TR 2017-1A A 2.42% 12/20/2034 144A                                                                | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    223952 | PA      | $218094.45    | 0.01%             | 2034-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 3% 07/31/2024                                                                                     | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20900000 | PA      | $20406074.27  | 0.50%             | 2024-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST 2021-B                                                   | SANTANDER RETAIL AUTO LEASE TRUST 2021-B 0.31% 01/22/2024 144A                                              | CUSIP: 80286DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    509073 | PA      | $505935.20    | 0.01%             | 2024-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                          | GENERAL MOTORS CO 5.4% 10/02/2023                                                                           | CUSIP: 37045VAW0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1131486.55   | 0.03%             | 2023-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2020-H1                                                                  | GALTON FDG MTG TR 2020-H1 3.092% 01/25/2060 144A                                                            | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $454005.25    | 0.01%             | 2060-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                       | CHENIERE CORPUS CHRISTI HOLDINGS LLC 7% 06/30/2024                                                          | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027800.06   | 0.05%             | 2024-06-30      | Fixed         | 0.07%                 | 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        |    760000 | PA      | $738539.14    | 0.02%             | 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        |   2790000 | PA      | $2768947.78   | 0.07%             | 2023-02-04      | 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        |   3229000 | PA      | $3169244.13   | 0.08%             | 2031-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-2                                                          | VERUS SECURITIZATION TRUST 2021-2 A1 1.031% 02/25/2066 144A                                                 | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330331 | PA      | $266501.74    | 0.01%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 5.5% 05/01/2040#AL0474                                                                            | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492658 | PA      | $511742.19    | 0.01%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VEH OWNER TR 2022-A                                                                    | BMW VEH OWNER TR 2022-A SOFR30A+95 12/26/2024                                                               | CUSIP: 05602RAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4742867 | PA      | $4737443.59   | 0.12%             | 2024-12-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAP AMER 0.875% 06/14/2024 144A                                                                     | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $961453.35    | 0.02%             | 2024-06-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                               | ENBRIDGE INC FRN SOFR+40 02/17/2023                                                                         | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1892000 | PA      | $1890224.38   | 0.05%             | 2023-02-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.50% 2/23 #889327                                                                                | CUSIP: 31410KA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $1.97         | 0.00%             | 2023-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2015-GC27                                                            | CITIGROUP COML MTG TR 2015-GC27 2.944% 02/10/2048                                                           | CUSIP: 17323CAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2085580 | PA      | $2029633.44   | 0.05%             | 2048-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRT 2021-C A2                                                                              | SRT 2021-C A2 1.11% 03/20/2026 144A                                                                         | CUSIP: 80286CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630000 | PA      | $579365.20    | 0.01%             | 2026-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TR 2017-A                                                           | HILTON GRAND VACATIONS TR 2017-A 2.96% 12/26/2028 144A                                                      | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133881 | PA      | $130242.58    | 0.00%             | 2028-12-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4.5% 09/01/2048#MA3468                                                                            | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49296 | PA      | $48702.87     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                             | EXTENDED STAY AMER TR 2021-ESH C 1ML+170 07/15/2038 144A                                                    | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795597 | PA      | $755705.36    | 0.02%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2020-A                                                           | WORLD OMNI SELECT AUTO TR 2020-A 0.84% 06/15/2026                                                           | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $491215.32    | 0.01%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                                                                          | APT PIPELINES LTD 4.2% 03/23/2025 144A                                                                      | CUSIP: 00205GAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   2090000 | PA      | $2018200.24   | 0.05%             | 2025-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                       | DUKE ENERGY CORP NEW FRN SOFR+25 06/10/2023                                                                 | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2989136.92   | 0.07%             | 2023-06-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2                                               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2 2.93% 10/21/2024                                               | CUSIP: 36266FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3104611 | PA      | $3060925.62   | 0.07%             | 2024-10-21      | Fixed         | 0.03%                 | 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        |    255000 | PA      | $240515.46    | 0.01%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                         | STEEL DYNAMICS INC 2.8% 12/15/2024                                                                          | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    395000 | PA      | $375637.07    | 0.01%             | 2024-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2020-EXP2                                                              | CITIGROUP MORTGAGE LOAN TRUST INC 2.5% 08/25/2050 144A                                                      | CUSIP: 17328PAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220378 | PA      | $182504.66    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2021-PJ5                                                             | GS MTG-BACKED SECS TR 2021-PJ5 2.5%/VAR 10/25/2051 144A                                                     | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1244621 | PA      | $1100905.98   | 0.03%             | 2051-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021-INV1                                                       | BINOM SECURITIZATION TRUST 2021-INV1 A3 2.625% 06/25/2056 144A                                              | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    366218 | PA      | $304085.43    | 0.01%             | 2056-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                               | AUTOZONE INC 3.625% 04/15/2025                                                                              | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $471659.94    | 0.01%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5% 01/20/2048#MA4965                                                                                | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63115 | PA      | $64265.33     | 0.00%             | 2048-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CYTEC INDUSTRIES INC                                                                       | CYTEC INDUSTRIES INC 3.5% 04/01/2023                                                                        | CUSIP: 232820AJ9<br>LEI: 549300CC16G1Y2NHCH33 | Long             | DBT              | CORP              | US        |    919000 | PA      | $917870.18    | 0.02%             | 2023-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-7 LTD                                                                         | OCP CLO 2014-7 LTD/CORP 3ML+112 07/20/2029 144A                                                             | CUSIP: 67107KAZ9<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |   2373402 | PA      | $2336441.13   | 0.06%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH2                                                                    | SEQUOIA MTG TR 2018-CH2 A3 4% 06/25/2048 144A                                                               | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115719 | PA      | $105804.89    | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINL MTG TR 2021-1                                                               | ELLINGTON FINL MTG TR 2021-1 1.106% 02/25/2066 144A                                                         | CUSIP: 31574XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104442 | PA      | $81030.92     | 0.00%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2020-5                                                             | VERUS SECURITIZATION TR 2020-5 1.733% 05/25/2065 144A                                                       | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156294 | PA      | $137446.65    | 0.00%             | 2065-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                        | SCHWAB CHARLES CORP 2.45% 03/03/2027                                                                        | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1976987.78   | 0.05%             | 2027-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                             | STARBUCKS CORP FRN SFRIX+0 02/14/2024                                                                       | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4193000 | PA      | $4168365.50   | 0.10%             | 2024-02-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                               | SABINE PASS LIQUEFACTION LLC VAR 04/15/2023                                                                 | CUSIP: 785592AD8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2023807.44   | 0.05%             | 2023-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 19 LTD                                                                        | HPHT FINANCE 19 LTD 2.875% 11/05/2024 REGS                                                                  | CUSIP: N/A<br>LEI: 254900U58MWSWY66P584       | Long             | DBT              | CORP              | KY        |   1625000 | PA      | $1547609.38   | 0.04%             | 2024-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                                  | QORVO INC 1.75% 12/15/2024 144A                                                                             | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    510000 | PA      | $467392.05    | 0.01%             | 2024-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY FRN SOFR+116.5 04/17/2025                                                                    | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4958278.90   | 0.12%             | 2025-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMCAR 2020-1                                                                               | GMCAR 2020-2 A3 1.49% 12/16/2024                                                                            | CUSIP: 36258VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107396 | PA      | $106177.69    | 0.00%             | 2024-12-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5% 05/01/2048#MA5194                                                                                | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21505 | PA      | $21876.63     | 0.00%             | 2048-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021-INV1                                                       | BINOM SECURITIZATION TRUST 2021-INV1 A2 2.37% 06/25/2056 144A                                               | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1167319 | PA      | $971302.31    | 0.02%             | 2056-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                               | PIONEER NATURAL RESOURCES CO 0.55% 05/15/2023                                                               | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   3182000 | PA      | $3119332.48   | 0.08%             | 2023-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                            | CVS HEALTH CORP 2.875% 06/01/2026                                                                           | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $446905.33    | 0.01%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2014-A                                                                | SMB PRIVATE ED LN TR 2014-A 1ML+ 04/15/2032 144A                                                            | CUSIP: 784456AD7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-CBDO         | CORP              | US        |    640516 | PA      | $639147.30    | 0.02%             | 2032-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                      | JPMORGAN CHASE and CO FRN SOFR+58 03/16/2024                                                                | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4969784.75   | 0.12%             | 2024-03-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 5.5% 08/01/2037#AD0762                                                                            | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55081 | PA      | $56844.00     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST                                       | AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 3.7% 04/15/2027                                        | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425117 | PA      | $384098.56    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                           | MORGAN STANLEY CAP I TR 2018-BOP A 1ML+85 06/15/2035 144A                                                   | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3654512 | PA      | $3446532.34   | 0.08%             | 2033-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                               | SBA TOWER TR 1.631% 05/15/2051 144A                                                                         | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    495000 | PA      | $420013.69    | 0.01%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                  | STELLANTIS FINANCE US INC 1.711% 01/29/2027 144A                                                            | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    675000 | PA      | $582971.36    | 0.01%             | 2027-01-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.5% 09/15/2023                                          | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1450000 | PA      | $1432046.88   | 0.03%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                                               | 7 ELEVEN INC 0.625% 02/10/2023 144A                                                                         | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1062512.80   | 0.03%             | 2023-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC 1.822%/VAR 11/23/2025 144A                                                           | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $432393.48    | 0.01%             | 2025-11-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+80 08/25/2033                                               | CUSIP: 35564KCU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     85617 | PA      | $85372.88     | 0.00%             | 2033-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN WEST FDS                                                                      | Metropolitan West Low Duration Bd M                                                                         | CUSIP: 592905202<br>LEI: 549300APUP7QV16M4J34 | Long             | EC               | RF                | US        |  24477387 | NS      | $200469796.89 | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+210 10/25/2033 144A                                         | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    690000 | PA      | $651504.83    | 0.02%             | 2033-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+70 08/25/2033 144A                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     95823 | PA      | $95510.97     | 0.00%             | 2033-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO and NUCLE PWR CO LTD                                                           | KOREA HYDRO and NUCLE PWR CO LTD 4.25% 07/27/2027 144A                                                      | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |    630000 | PA      | $601460.72    | 0.01%             | 2027-07-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2021-INV2                                                        | NEW RESIDENTIAL MTG LN TR 2021-INV2 2.5% 09/25/2051 144A                                                    | CUSIP: 64831GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1596058 | PA      | $1361886.18   | 0.03%             | 2051-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SVCS CORP                                                                      | HEALTH CARE SVCS CORP 1.5% 06/01/2025 144A                                                                  | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1652245.92   | 0.04%             | 2025-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.5% 11/04/2024                                                                    | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $468331.20    | 0.01%             | 2024-11-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-6                                                                    | ANGEL OAK MORTGAGE TRUST 2021-6 1.714% 09/25/2066 144A                                                      | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    412230 | PA      | $304712.90    | 0.01%             | 2066-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 30YR 4.5% 05/50#RA2607                                                                                 | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123681 | PA      | $121391.85    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TR 2021-A                                                                 | TESLA AUTO LEASE TR 2021-A A2 0.36% 03/20/2025 144A                                                         | CUSIP: 88161FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1571171 | PA      | $1553751.75   | 0.04%             | 2025-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                                     | IMPERIAL FUND MORTGAGE TRUST 1.516% 09/25/2056 144A                                                         | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    473792 | PA      | $346653.89    | 0.01%             | 2056-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                              | MARRIOTT INTERNATIONAL INC/MD 3.6% 04/15/2024                                                               | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1717049.97   | 0.04%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 30YR 5% 12/01/2041#ZS3941                                                                              | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253627 | PA      | $258161.98    | 0.01%             | 2041-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                 | ABBVIE INC 3.2% 05/14/2026                                                                                  | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166350.80    | 0.00%             | 2026-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                   | NEW YORK LIFE GLOBAL FDG FRN 3ML+28 01/10/2023 144A                                                         | CUSIP: 64952WDM2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6945000 | PA      | $6941047.25   | 0.17%             | 2023-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINL MTG TR 2021-2                                                               | ELLINGTON FINL MTG TR 2021-2 A1 VAR 06/25/2066 144A                                                         | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    293913 | PA      | $229134.48    | 0.01%             | 2066-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 2.5% 01/01/2052#                                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878506 | PA      | $751618.45    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                           | SOUTHERN COMPANY 0.6% 02/26/2024                                                                            | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1432879.97   | 0.03%             | 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        |     25896 | PA      | $27126.24     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2014-EB1                                                             | GS MTG-BACKED SECS TR 2014-EB1A 2A1 CSTR 07/25/2044 144A                                                    | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8488 | PA      | $8491.05      | 0.00%             | 2044-07-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 12ML+1.8 4/38 #956679                                                                              | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13317 | PA      | $13438.50     | 0.00%             | 2038-04-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2020-SFR2 TRUST                                                       | PROGRESS RESIDENTIAL 2020-SFR2 TRUST 2.078% 06/17/2037 144A                                                 | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269667 | PA      | $247002.69    | 0.01%             | 2037-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                              | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $1848657.30   | 0.05%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                                    | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 07/07/2025 144A                                                | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    116000 | PA      | $105131.48    | 0.00%             | 2025-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                | FIDELITY SAI SHORT-TERM BOND FUND                                                                           | CUSIP: 31635T674<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |  18457830 | NS      | $174795651.41 | 4.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO  | BANCO SANTANDER MEXICO SA SAB DE CV 5.375% 04/17/2025 REGS                                                  | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1285375.00   | 0.03%             | 2025-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MTG TR                                                                      | ALEN 2021-ACEN MTG TR 1ML+ 04/15/2038 144A                                                                  | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $557478.94    | 0.01%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                         | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $682738.60    | 0.02%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                                            | QNB FINANCE LTD 2.625% 05/12/2025 REGS                                                                      | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |    500000 | PA      | $468843.75    | 0.01%             | 2025-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                 | HUMANA INC 4.5% 04/01/2025                                                                                  | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1191583.28   | 0.03%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 0.38% 01/10/2025                                                             | CUSIP: 14687JAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1014215 | PA      | $1002393.46   | 0.02%             | 2025-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                               | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06 1M1 SOFR30A+275 05/25/2042 144A                                | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595864 | PA      | $595863.56    | 0.01%             | 2042-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                                                | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 5.26% 10/15/2025                                                | CUSIP: 58768PAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3639000 | PA      | $3634259.11   | 0.09%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORPORATION 0.523%/VAR 06/14/2024                                                           | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1174272.27   | 0.03%             | 2024-06-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                                          | SMBC AVIATION CAPITAL FINANCE DAC 3.55% 04/15/2024 144A                                                     | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    815000 | PA      | $786782.12    | 0.02%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 0.0% 05/01/2037#1G1921                                                                             | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2434 | PA      | $2448.41      | 0.00%             | 2037-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 3% 11/01/2051#MA4467                                                                              | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2063430 | PA      | $1833986.20   | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORP NV                                                                          | LEASEPLAN CORP NV 2.875% 10/24/2024 144A                                                                    | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $938590.98    | 0.02%             | 2024-10-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 1.162%/VAR 11/22/2024                                                                     | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $710133.46    | 0.02%             | 2024-11-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2019-3                                                               | SG RESIDENTIAL MTG TR 2019-3 2.877% 09/25/2059 144A                                                         | CUSIP: 78432BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249669 | PA      | $239218.07    | 0.01%             | 2059-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                                                  | CREDIT SUISSE AG NY BRNCH 0.495% 02/02/2024                                                                 | CUSIP: 22550L2E0<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |    810000 | PA      | $739860.50    | 0.02%             | 2024-02-02      | Fixed         | 0.00%                 | 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        |    952748 | PA      | $940166.44    | 0.02%             | 2023-10-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                           | CROWN CASTLE INC 1.05% 07/15/2026                                                                           | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $869690.54    | 0.02%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                               | ANGEL OAK MORTGAGE TRUST LLC VAR 01/25/2067 144A                                                            | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1808173 | PA      | $1622000.39   | 0.04%             | 2067-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TR 2019-HNLA                                                             | NEW ORLEANS HOTEL TR 2019-HNLA 1ML+128.871 04/15/2032 144A                                                  | CUSIP: 647622AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216977 | PA      | $1140494.13   | 0.03%             | 2032-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA LONDON BRANCH                                                           | CREDIT AGRICOLE SA LONDON BRH FRN 3ML+102 04/24/2023 144A                                                   | CUSIP: 22535WAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $675986.82    | 0.02%             | 2023-04-24      | Variable      | 0.05%                 | 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        |    965000 | PA      | $897440.85    | 0.02%             | 2025-06-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2020-1                                                         | STARWOOD MTG RESIDENTIAL TR 2020-1 2.408% 02/25/2050 144A                                                   | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    443247 | PA      | $396446.82    | 0.01%             | 2050-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                      | DEVON ENERGY CORP NEW 8.25% 08/01/2023                                                                      | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533632.67    | 0.01%             | 2023-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 TRUST                                                                        | NLT 2021-INV2 TRUST 1.52% 08/25/2056 144A                                                                   | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    415121 | PA      | $331034.84    | 0.01%             | 2056-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                         | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.15% 02/15/2024                                         | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $149531.17    | 0.00%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 SOFR30A+215 09/25/2042 144A                                         | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    386387 | PA      | $384938.51    | 0.01%             | 2042-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2020-3                                               | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.06% 08/18/2026                                                   | CUSIP: 03066PAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $392488.07    | 0.01%             | 2026-08-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                         | WELLS FARGO and CO NEW FRN SOFR+132 04/25/2026                                                              | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5955951.48   | 0.15%             | 2026-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 TR                                                                           | OBX 2019-EXP2 TR 1ML+120 07/25/2059 144A                                                                    | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166511 | PA      | $157175.65    | 0.00%             | 2059-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                          | EVERSOURCE ENERGY 4.2% 06/27/2024                                                                           | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1099702.04   | 0.03%             | 2024-06-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.00% 6/35 #735591                                                                                     | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10165 | PA      | $10255.43     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 COML MTG TR                                                                 | CSAIL 2019-C16 COML MTG TR 2.3595% 06/15/2052                                                               | CUSIP: 12596WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268183 | PA      | $259115.32    | 0.01%             | 2052-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2020-PT-B                                                             | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB 1.6% 09/15/2054 144A                                              | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1839938 | PA      | $1624500.86   | 0.04%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORPORATION 3.841%/VAR 04/25/2025                                                           | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $794802.66    | 0.02%             | 2025-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                   | VISTRA OPERATIONS CO LLC 3.55% 07/15/2024 144A                                                              | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4405596.17   | 0.11%             | 2024-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TR 2020-INV1                                                                           | CIM TR 2020-INV1 2.5% 04/25/2050 144A                                                                       | CUSIP: 12560AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200524 | PA      | $165806.37    | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 4.375% 10/31/2024                                                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8920000 | PA      | $8917909.33   | 0.22%             | 2024-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE                                                              | FANNIE MAE CONNECTICUT AVENUE 1ML+135 09/25/2029                                                            | CUSIP: 30711XHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     39104 | PA      | $38728.24     | 0.00%             | 2029-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC 3.95% 01/11/2023 144A                                                                | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1840000 | PA      | $1835652.54   | 0.04%             | 2023-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 MTG TR                                                                    | COMM 2014-CR19 AM 4.08% 08/47                                                                               | CUSIP: 12592GBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1846434 | PA      | $1764273.04   | 0.04%             | 2047-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC                                                | CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC 3ML+105 07/15/2033 144A                                         | CUSIP: 12547DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1334720.32   | 0.03%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.00% 3/23 #890121                                                                                | CUSIP: 31410K4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $5.68         | 0.00%             | 2023-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                 | FIDELITY NATL INFORMN SVCS INC 4.5% 07/15/2025                                                              | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591175.11    | 0.01%             | 2025-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 6.00% 2/35 #G01777                                                                                     | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48843 | PA      | $50834.00     | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                                          | CELULOSA ARAUCO Y CONSTITUCION SA 4.5% 08/01/2024                                                           | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    635000 | PA      | $623212.81    | 0.02%             | 2024-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                                       | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 0.6% 06/28/2023 144A                                                   | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    845000 | PA      | $821819.68    | 0.02%             | 2023-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                    | BECTON DICKINSON and CO 3.734% 12/15/2024                                                                   | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321981.45    | 0.01%             | 2024-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                 | FISERV INC 2.75% 07/01/2024                                                                                 | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    395000 | PA      | $380193.43    | 0.01%             | 2024-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                        | HILTON GRAND VACATIONS TRUST 2020-A 4.22% 02/25/2039 144A                                                   | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610691 | PA      | $586700.54    | 0.01%             | 2039-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                              | TAKE-TWO INTERACTV SOFTWR INC 3.55% 04/14/2025                                                              | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308575.99    | 0.01%             | 2025-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                                                                | CARMAX AUTO OWNER TR 2022-3 3.81% 09/15/2025                                                                | CUSIP: 14318MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3648000 | PA      | $3604373.93   | 0.09%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF                                                     | iShares US ETF Trust: BlackRock Ultra Short-Term Bond ETF                                                   | CUSIP: 46434V878<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |   2733249 | NS      | $136881109.92 | 3.34%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |   1033000 | PA      | $1003119.55   | 0.02%             | 2036-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2020-INV1                                                                | J P MORGAN MTG TR 2020-INV1 3.5% 08/25/2050 144A                                                            | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    173881 | PA      | $148561.67    | 0.00%             | 2050-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TR 2021-INV1                                                                           | CIM TRUST 2021-INV1 2.5% 07/01/2051 144A                                                                    | CUSIP: 12566PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    414624 | PA      | $354309.09    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD                                                             | MADISON PARK FUNDING XXIII LTD 23A BR 3ML+155 07/27/2031 144A                                               | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $776693.60    | 0.02%             | 2031-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-MEAD                                                          | MORGAN STANLEY CAP I TR 2019-MEAD D 3.17709% 11/10/2036 144A                                                | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $968982.07    | 0.02%             | 2036-11-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 1/38 #961181                                                                                     | CUSIP: 31414BJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2290 | PA      | $2381.58      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAE FDG LLC                                                                                | DAE FDG LLC 1.55% 08/01/2024 144A                                                                           | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    465000 | PA      | $431175.90    | 0.01%             | 2024-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2017-A LLC                                                      | ELARA HGV TIMESHARE ISSUER 2017-A LLC 2.69% 03/25/2030 144A                                                 | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    324302 | PA      | $310349.52    | 0.01%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2020-3 LTD                                                               | PALMER SQUARE CLO 2020-3A A1AR LTD 3ML+108 11/15/2031 144A                                                  | CUSIP: 69701RAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2570000 | PA      | $2519594.59   | 0.06%             | 2031-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 1ML+ 09/15/2034 144A                                                       | CUSIP: 78449KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398030 | PA      | $395882.67    | 0.01%             | 2034-09-15      | Variable      | 0.05%                 | 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        |    765000 | PA      | $670312.13    | 0.02%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-3                                                            | ANGEL OAK MORTGAGE TRUST 2021-3 1.068% 05/25/2066 144A                                                      | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    391886 | PA      | $312388.01    | 0.01%             | 2066-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 4.9% 02/01/2024                                                                          | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616194.39    | 0.02%             | 2024-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS SPV LLC                                                                             | WHEELS SPV LLC 1ML+28 08/20/2029 144A                                                                       | CUSIP: 96328DBX1<br>LEI: 54930087O4PHK5ODMW30 | Long             | ABS-CBDO         | CORP              | US        |   1905559 | PA      | $1891206.05   | 0.05%             | 2029-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3                                                  | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 1.699% 04/25/2060 144A                                            | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    582021 | PA      | $504771.34    | 0.01%             | 2060-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-1                                                                   | GALTON FDG MTG TR 2019-1 4.5% 02/25/2059 144A                                                               | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66536 | PA      | $63392.52     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 26                                                      | NEUBERGER BERMAN LOAN ADVISERS CLO 26 3ML+92 10/18/2030 144A                                                | CUSIP: 64131QAJ9<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $811452.68    | 0.02%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                    | SIMON PROPERTY GROUP LP 2% 09/13/2024                                                                       | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    380000 | PA      | $359945.31    | 0.01%             | 2024-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                            | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    525000 | PA      | $499495.50    | 0.01%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 30YR 2.5% 01/01/2052#RA6623                                                                            | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960572 | PA      | $826333.59    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                   | TOYOTA MOTOR CREDIT CORP FRN SOFR+62 03/22/2024                                                             | CUSIP: 89236TJY2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4990858.10   | 0.12%             | 2024-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A                                                           | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135964 | PA      | $106597.83    | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | 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        |    760785 | PA      | $733254.64    | 0.02%             | 2026-12-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                 | ABBVIE INC 2.95% 11/21/2026                                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2073846.16   | 0.05%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                                | SWEDBANK AB 0.6% 09/25/2023 144A                                                                            | CUSIP: 87020PAL1<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $480681.00    | 0.01%             | 2023-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.00% 9/25 #AL1373                                                                                | CUSIP: 3138EHQ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        61 | PA      | $60.69        | 0.00%             | 2025-09-01      | Fixed         | 0.05%                 | 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        |    830000 | PA      | $799157.13    | 0.02%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A                                           | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A 1.57% 01/15/2027 144A                                      | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    801000 | PA      | $718621.64    | 0.02%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2021-INV1                                                        | NEW RESIDENTIAL MTG LN TR 2021-INV1 2.5% 06/25/2051 144A                                                    | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    539676 | PA      | $460495.44    | 0.01%             | 2051-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                        | CARDINAL HEALTH INC 3.079% 06/15/2024                                                                       | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    695000 | PA      | $674164.70    | 0.02%             | 2024-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                                  | SANTANDER BANK NA - SBCLN 1.833% 12/15/2031 144A                                                            | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163780 | PA      | $157164.48    | 0.00%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.00% 6/35 #735578                                                                                     | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171890 | PA      | $173662.06    | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLIDE 2018-FUN                                                                             | SLIDE 2018-FUN 1ML+185 06/15/2031 144A                                                                      | CUSIP: 831350AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751122 | PA      | $729941.47    | 0.02%             | 2031-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 4.60% 6/38 #1G2860                                                                                 | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9903 | PA      | $9942.04      | 0.00%             | 2038-06-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                             | GNMA II 4% 03/48#BE6823                                                                                     | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80020 | PA      | $77300.73     | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 5.78% 2/37 #1Q0196                                                                                 | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2623 | PA      | $2645.25      | 0.00%             | 2037-02-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                             | PUBLIC STORAGE FRN SOFR+47 04/23/2024                                                                       | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491940.77    | 0.01%             | 2024-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.00% 2/36 #745275                                                                                     | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13340 | PA      | $13496.46     | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                            | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC 1.34% 11/20/2037 144A                                       | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202542 | PA      | $184836.71    | 0.00%             | 2037-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2022-1 TR                                                               | HOME PARTNERS AMER 2022-1 TR 3.93% 04/17/2039 144A                                                          | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1927921 | PA      | $1801656.01   | 0.04%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                                                    | KT CORP 4% 08/08/2025 144A                                                                                  | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1525000 | PA      | $1470469.14   | 0.04%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-TY                                                                          | BPR TRUST 2021-TY 1ML+ 09/23/2023 144A                                                                      | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $726709.31    | 0.02%             | 2038-09-15      | Variable      | 0.05%                 | 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        |   2665000 | PA      | $2625411.48   | 0.06%             | 2024-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 12ML+1.6 5/38 #979931                                                                              | CUSIP: 31414YEC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4829 | PA      | $4887.20      | 0.00%             | 2038-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BCP TR 2021-330N                                                                           | BCP TR 2021-330N 1ML+97.5 06/15/2038 144A                                                                   | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469156.90    | 0.01%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 4.5% 11/30/2024                                                                                   | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3861429.69   | 0.09%             | 2024-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 6.5% 12/01/2032#995629                                                                            | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24581 | PA      | $25694.43     | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                 | HUMANA INC 2.9% 12/15/2022                                                                                  | CUSIP: 444859BJ0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159893.88    | 0.00%             | 2022-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TR 2017-1                                                                        | MVW OWNER TR 2017-1A C 2.99% 12/20/2034 144A                                                                | CUSIP: 553896AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31617 | PA      | $30584.90     | 0.00%             | 2034-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 3.5% 01/20/2047#MA4196                                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80746 | PA      | $76276.10     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | 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        |    900000 | PA      | $861857.54    | 0.02%             | 2025-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% #AE0801                                                                                          | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75899 | PA      | $79836.72     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                              | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 3.98% 01/15/2025                                              | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1931000 | PA      | $1916783.40   | 0.05%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5% 5/36 #003850                                                                                     | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7290 | PA      | $7360.43      | 0.00%             | 2036-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                        | HILTON GRAND VACATIONS TRUST 2020-AA A 2.74% 02/25/2039 144A                                                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    396373 | PA      | $372004.84    | 0.01%             | 2039-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2019-4                                                                    | ANGEL OAK MORTGAGE TRUST I LLC 2019-4 3.301% 07/26/2049 144A                                                | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31012 | PA      | $30702.36     | 0.00%             | 2049-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                                    | ENI SPA 4% 09/12/2023 144A                                                                                  | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1610000 | PA      | $1585497.28   | 0.04%             | 2023-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                         | MITSUBISHI UFJ FIN GRP INC FRN 3ML+74 03/02/2023                                                            | CUSIP: 606822AS3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4624000 | PA      | $4628242.01   | 0.11%             | 2023-03-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2021-B                                                         | MERCEDES-BENZ AUTO LEASE TR 2021-B 0.22% 01/16/2024                                                         | CUSIP: 58769KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1915048 | PA      | $1907890.99   | 0.05%             | 2024-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2019-D                                                            | NAVIENT PRIVATE ED LN TR 2019-D 3.01% 12/15/2059 144A                                                       | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350830 | PA      | $319897.42    | 0.01%             | 2059-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                 | PENSKE TRUCK LEASING CO LP /CORP 4.25% 01/17/2023 144A                                                      | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284611.88    | 0.01%             | 2023-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TR 2019-WOLF                                                                    | GREAT WOLF TR 2019-WOLF 1ML+ 12/15/2029 144A                                                                | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $571320.96    | 0.01%             | 2036-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2021-1                                                        | DRIVE AUTO RECEIVABLES TRUST 2021-1 D 1.45% 01/16/2029                                                      | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630000 | PA      | $586504.80    | 0.01%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC FRN SOFR+58 11/22/2024                                                                    | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9749680.00   | 0.24%             | 2024-11-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORP                                                               | NISSAN MOTOR ACCEPTANCE CORP 3.875% 09/21/2023 144A                                                         | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220354.12    | 0.01%             | 2023-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                              | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 C 3.76% 07/16/2029                                            | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1990000 | PA      | $1871074.22   | 0.05%             | 2029-07-16      | Fixed         | 0.04%                 | 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        |   4563712 | PA      | $4480665.72   | 0.11%             | 2030-07-15      | Variable      | 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        |   5631000 | PA      | $5399333.73   | 0.13%             | 2023-11-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                    | BPCE SA FRN SOFR+57 01/14/2025 144A                                                                         | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3533000 | PA      | $3447397.81   | 0.08%             | 2025-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                 | ZOETIS INC 5.4% 11/14/2025                                                                                  | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    765000 | PA      | $776556.69    | 0.02%             | 2025-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORPORATION FRN SOFR+110 04/25/2025                                                         | CUSIP: 06051GKT5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9927438.20   | 0.24%             | 2025-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                | PACIFIC GAS and ELECTRIC CO 3.5% 06/15/2025                                                                 | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    955000 | PA      | $902064.93    | 0.02%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR6 TR                                                          | PROGRESS RESIDENTIAL 2022-SFR6 TR 4.451% 07/20/2039 144A                                                    | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $949462.20    | 0.02%             | 2039-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                          | AMCOR FLEXIBLES NORTH AMERICA INC 4% 05/17/2025                                                             | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    805000 | PA      | $781534.11    | 0.02%             | 2025-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 12ML+1.84 5/38#963117                                                                              | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7867 | PA      | $7952.06      | 0.00%             | 2038-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                             | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC 3.28% 09/26/2033 144A                                        | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150801 | PA      | $141682.70    | 0.00%             | 2033-09-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2017-2                                                                      | TPMT 2017-2 A1 2.75% 04/57                                                                                  | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52669 | PA      | $51207.90     | 0.00%             | 2057-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                         | WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1033620.08   | 0.03%             | 2026-08-15      | Variable      | 0.05%                 | 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        |   1905000 | PA      | $1812747.56   | 0.04%             | 2025-01-10      | Fixed         | 0.03%                 | 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        |   1089000 | PA      | $1059257.23   | 0.03%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD 2013-I                                                                      | BABSON CLO LTD 2013-I 3ML+80 01/20/2028 144A                                                                | CUSIP: 06760EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    691302 | PA      | $684061.21    | 0.02%             | 2028-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                                       | GOLDEN ST TOBAC 1.711% 6/1/2024                                                                             | CUSIP: 38122NC34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $758943.20    | 0.02%             | 2024-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                        | NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 144A                                                            | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4248000 | PA      | $4197310.99   | 0.10%             | 2025-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR 2021-A                                                      | SANTANDER RETAIL AUTO LEASE TR 2021-A 0.32% 02/20/2024 144A                                                 | CUSIP: 80286TAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    592499 | PA      | $589128.71    | 0.01%             | 2024-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                            | NXP B V/NXP FDG LLC/NXP USA INC 2.7% 05/01/2025                                                             | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    750000 | PA      | $699984.38    | 0.02%             | 2025-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 15YR 3% 11/01/2034#SB0222                                                                              | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228350 | PA      | $217418.41    | 0.01%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELTER GROWTH CRE 2021-FL3 ISSUER LTD / SHELTER GROWT GROWTH CRE 2021-FL3 CO-ISSUER (LLC) | SHELTER GROWTH CRE ISSUER LTD STEP 09/15/2036 144A                                                          | CUSIP: 822866AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    371720 | PA      | $358803.06    | 0.01%             | 2036-09-15      | Variable      | 0.05%                 | 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        |    370000 | PA      | $341420.19    | 0.01%             | 2024-08-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                             | GNMA II 4% 04/20/2050#BU2156                                                                                | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51593 | PA      | $49678.52     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                            | MVW 2021-1W LLC 1.94% 01/22/2041 144A                                                                       | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197411 | PA      | $175832.25    | 0.00%             | 2041-01-22      | 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        |   1480000 | PA      | $1431850.86   | 0.03%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORPORATION FRN SOFR+66 02/04/2025                                                          | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9825341.30   | 0.24%             | 2025-02-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR INDL PORTFOLIO TR 2021-KDIP                                                            | KKR INDL PORTFOLIO TR 2021-KDIP D 1ML+125 12/15/2037 144A                                                   | CUSIP: 48254CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198750 | PA      | $185519.73    | 0.00%             | 2037-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2020-4                                                                | CARMAX AUTO OWNER TR 2020-4 1.75% 04/15/2027                                                                | CUSIP: 14316HAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $490388.31    | 0.01%             | 2027-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                                        | BANCO BILBAO VIZ ARGENTARIA SA 0.875% 09/18/2023                                                            | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1930767.64   | 0.05%             | 2023-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2022-1                                           | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2022-1 A5 2.5% 12/25/2051 144A                                    | CUSIP: 67648BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    844057 | PA      | $721273.15    | 0.02%             | 2051-12-25      | Fixed         | 0.03%                 | 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        |   1000000 | PA      | $936818.65    | 0.02%             | 2025-04-05      | Fixed         | 0.02%                 | 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        |   1087000 | PA      | $1011733.84   | 0.02%             | 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        |    660000 | PA      | $653947.31    | 0.02%             | 2024-05-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4                                                 | SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4 1.67% 10/15/2027                                                 | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1196757.84   | 0.03%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+295 06/25/2042 144A                                         | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1293277 | PA      | $1304543.92   | 0.03%             | 2042-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                                            | ROCHE HLDGS INC FRN SOFR+33 09/11/2023 144A                                                                 | CUSIP: 771196BZ4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9982980.00   | 0.24%             | 2023-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                              | BX TRUST 2019-XL B 1ML+110 10/15/2036 144A                                                                  | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382500 | PA      | $373354.20    | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST A2 1.052% 01/25/2066 144A                                                        | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230093 | PA      | $182614.43    | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINL MTG TR 2021-1                                                               | ELLINGTON FINL MTG TR 2021-1 0.797% 02/25/2066 144A                                                         | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125331 | PA      | $98717.97     | 0.00%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                             | GNMA II 3.5% 08/20/2044#784101                                                                              | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186670 | PA      | $177326.88    | 0.00%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                        | AMERICAN TOWER CORP 5% 02/15/2024                                                                           | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374451.41    | 0.01%             | 2024-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO and NUCLE PWR CO LTD                                                           | KOREA HYDRO and NUCLE PWR CO LTD 1.25% 04/27/2026 144A                                                      | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |   1421000 | PA      | $1247636.66   | 0.03%             | 2026-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KKR CLO 29 LTD / KKR CLO 29 LLC                                                            | KKR CLO 29 LTD / KKR CLO 29 LLC 3ML+120 01/15/2032 144A                                                     | CUSIP: 48254GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1224922.50   | 0.03%             | 2032-01-15      | Variable      | 0.05%                 | 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        |    265000 | PA      | $252371.61    | 0.01%             | 2024-07-01      | Fixed         | 0.04%                 | 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        |    259000 | PA      | $244314.96    | 0.01%             | 2025-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                               | SBA TOWER TR 3.448% 03/15/2048 144A                                                                         | CUSIP: 78403DAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $880000.00    | 0.02%             | 2048-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-B                                             | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-B SOFR30A+0 10/15/2024 144A                                    | CUSIP: 44934LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1809731 | PA      | $1807633.10   | 0.04%             | 2024-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.00% 7/35 #735676                                                                                     | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76217 | PA      | $76895.33     | 0.00%             | 2035-07-01      | Fixed         | 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        |    644000 | PA      | $641175.35    | 0.02%             | 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        |   2135000 | PA      | $2077929.32   | 0.05%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                  | BANK IRELAND GROUP PLC 4.5% 11/25/2023 144A                                                                 | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   3145000 | PA      | $3080299.83   | 0.08%             | 2023-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.00% 6/35 #735580                                                                                     | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26982 | PA      | $27216.99     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                         | CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 04/07/2025                                                         | CUSIP: 13607HR38<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4942786.70   | 0.12%             | 2025-04-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 30YR 7.5% 06/38#G62031                                                                                 | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98945 | PA      | $105132.31    | 0.00%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU                                                  | FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU 3.447% 12/10/2036 144A                                            | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $999857.18    | 0.02%             | 2036-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC                                                | SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC 3.51% 07/20/2037 144A                                           | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197712 | PA      | $186109.30    | 0.00%             | 2037-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                                    | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.5% 11/17/2023 144A                                                | CUSIP: 29449WAC1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4777319.05   | 0.12%             | 2023-11-17      | Fixed         | 0.01%                 | 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        |    445000 | PA      | $408683.29    | 0.01%             | 2024-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2022-B                                                                 | JOHN DEERE OWNER TR 2022-B 3.73% 06/16/2025                                                                 | CUSIP: 47800AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5413000 | PA      | $5341983.06   | 0.13%             | 2025-06-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4.50% 9/40 #004801                                                                                  | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56143 | PA      | $55804.42     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 3/37 #889506                                                                                     | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5461 | PA      | $5713.75      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2                                        | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2 A5 2.5% 06/25/2051 144A                                 | CUSIP: 07336LAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    804203 | PA      | $687216.83    | 0.02%             | 2051-06-25      | Fixed         | 0.03%                 | 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        |    425000 | PA      | $411608.01    | 0.01%             | 2025-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                          | HYATT HOTELS CORP 1.3% 10/01/2023                                                                           | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    565000 | PA      | $545693.57    | 0.01%             | 2023-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                                       | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024 144A                                                     | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1037023.84   | 0.03%             | 2024-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+165 01/25/2034 144A                                         | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    364262 | PA      | $356447.97    | 0.01%             | 2034-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2022-R08                                                           | CONNECTICUT AVE SECS TR 2022-R08 SOFR30A+255 07/25/2042 144A                                                | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    427653 | PA      | $424201.34    | 0.01%             | 2042-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                                 | NUCOR CORP 2% 06/01/2025                                                                                    | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326582.63    | 0.01%             | 2025-06-01      | Fixed         | 0.02%                 | 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        |   4292000 | PA      | $4219448.03   | 0.10%             | 2030-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                         | WELLS FARGO and CO NEW 1.654%/VAR 06/02/2024                                                                | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5935000 | PA      | $5827700.66   | 0.14%             | 2024-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                               | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 SOFR30A+100 12/25/2041 144A                                    | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1713520 | PA      | $1682561.47   | 0.04%             | 2041-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C18                                           | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C18 4.11% 10/15/2047                                           | CUSIP: 61763XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $350957.14    | 0.01%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG BACKED SECS TR 2021-HP1                                                             | GS MTG BACKED SECS TR 2021-HP1 2.5%/VAR 01/25/2052 144A                                                     | CUSIP: 36262RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    521627 | PA      | $445420.90    | 0.01%             | 2052-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TR 2021-B                                                                 | TESLA AUTO LEASE TR 2021-B 0.36% 09/22/2025 144A                                                            | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3123838 | PA      | $3050894.18   | 0.07%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 15YR 5.50% 4/23 #G18253                                                                                | CUSIP: 3128MMH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       698 | PA      | $697.58       | 0.00%             | 2023-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 3.5% 11/20/2046#MA4069                                                                              | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76374 | PA      | $72145.91     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                   | GENERAL MTRS FINL CO INC FRN SOFR+0 10/15/2024                                                              | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4075768.75   | 0.10%             | 2024-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQ PLC                                                                            | TRINITY ACQ PLC 4.625% 08/15/2023                                                                           | CUSIP: 89641UAA9<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   1054000 | PA      | $1044867.45   | 0.03%             | 2023-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                  | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A                                                              | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1365000 | PA      | $1273725.79   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                 | MIZUHO FINL GROUP INC FRN SOFR+96 05/22/2026                                                                | CUSIP: 60687YBY4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4873018.10   | 0.12%             | 2026-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                        | NATWEST MARKETS PLC 3.479% 03/22/2025 144A                                                                  | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $340095.30    | 0.01%             | 2025-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                 | VERIZON COMMUNICATIONS INC 2.625% 08/15/2026                                                                | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1503054.35   | 0.04%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 3.5% 11/01/2026#AJ5340                                                                            | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86030 | PA      | $84394.58     | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                               | PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+45 04/12/2024 144A                                                    | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1749266.23   | 0.04%             | 2024-04-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLM STRCTRD ACR DBT NTS                                                                   | STACR 14-DN3 M3 1ML+400 8/24                                                                                | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    121736 | PA      | $122689.75    | 0.00%             | 2024-08-25      | Variable      | 0.08%                 | 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        |   3238000 | PA      | $3095375.17   | 0.08%             | 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        |   3529000 | PA      | $3433910.39   | 0.08%             | 2037-04-15      | Variable      | 0.06%                 | 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        |   1795000 | PA      | $1789287.56   | 0.04%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                        | PPL ELEC UTILS CORP FRN 3ML+25 09/28/2023                                                                   | CUSIP: 69351UAX1<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1773245.08   | 0.04%             | 2023-09-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                         | ESSEX PORTFOLIO LP 3.875% 05/01/2024                                                                        | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1937540.74   | 0.05%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                                | SWEDBANK AB 1.3% 06/02/2023 144A                                                                            | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1150000 | PA      | $1126379.00   | 0.03%             | 2023-06-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                                 | SHIRE ACQ INV IRELAND DA 2.875% 09/23/2023                                                                  | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    728000 | PA      | $714159.96    | 0.02%             | 2023-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                          | ATMOS ENERGY CORP FRN 3ML+38 03/09/2023                                                                     | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   6117000 | PA      | $6110528.89   | 0.15%             | 2023-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                             | GNMA 30YR 6.0% 7/15/36 #783564                                                                              | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123686 | PA      | $128319.05    | 0.00%             | 2036-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UWM 2021-INV2 A4                                                                           | UWM 2021-INV2 A4 2.5% 09/25/2051 144A                                                                       | CUSIP: 90354TAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274681 | PA      | $234379.95    | 0.01%             | 2051-09-25      | Fixed         | 0.03%                 | 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        |   3369442 | PA      | $3238026.16   | 0.08%             | 2032-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 4/35 #735502                                                                                     | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12996 | PA      | $13535.31     | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07                                               | CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 SOFR30A+295 06/25/2042 144A                                    | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1029177 | PA      | $1033685.19   | 0.03%             | 2042-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                 | ABBVIE INC 2.6% 11/21/2024                                                                                  | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3352457.75   | 0.08%             | 2024-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                 | HUMANA INC 1.35% 02/03/2027                                                                                 | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103524.14    | 0.00%             | 2027-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                       | ENEL FINANCE INTL NV 6.8% 10/14/2025 144A                                                                   | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207104.14    | 0.01%             | 2025-10-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                               | BANQUE FED CRED MUTUEL PARIS 0.65% 02/27/2024 144A                                                          | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    860000 | PA      | $812470.09    | 0.02%             | 2024-02-27      | Fixed         | 0.01%                 | 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        |       568 | NC      | $319185.23    | 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        |   1014000 | PA      | $976748.48    | 0.02%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2022-A                                                       | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070 144A                                      | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1610771 | PA      | $1398899.92   | 0.03%             | 2070-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                                | TRUIST BANK FRN SOFR+20 01/17/2024                                                                          | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9908945.70   | 0.24%             | 2024-01-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 6.00% 2/23 #889634                                                                                | CUSIP: 31410KLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        57 | PA      | $56.87        | 0.00%             | 2023-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2020-2                                                          | VERUS SECURITIZATION TRUST 2020-2 2.226% 05/25/2060 144A                                                    | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249716 | PA      | $238768.37    | 0.01%             | 2060-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2019-3 RECEIVABLES FDG LLC                                                | SIERRA TIMESHARE 2019-3 RECEIVABLES FDG LLC 2.34% 08/20/2036 144A                                           | CUSIP: 82652NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145073 | PA      | $135992.41    | 0.00%             | 2036-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.65% 02/01/2026                                | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $480335.64    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2020-4                                                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4 1.01% 01/15/2026                                              | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485646 | PA      | $479740.02    | 0.01%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                     | ROPER TECHNOLOGIES INC 1% 09/15/2025                                                                        | CUSIP: 776743AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    235000 | PA      | $211386.06    | 0.01%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5.5% 03/20/2048#MA5081                                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50496 | PA      | $52707.25     | 0.00%             | 2048-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                              | CITIGROUP INC 0.981%/VAR 5/01/2025                                                                          | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1753844.63   | 0.04%             | 2025-05-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH3                                                                    | SEQUOIA MTG TR 2018-CH3 4.5% 08/25/2048 144A                                                                | CUSIP: 81746WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9048 | PA      | $8768.49      | 0.00%             | 2048-08-25      | Fixed         | 0.04%                 | 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        |   1683033 | PA      | $1635002.67   | 0.04%             | 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        |   2555000 | PA      | $2437338.16   | 0.06%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST 2021-INV1                                                          | HUNDRED ACRE WOOD TRUST 2021-INV1 A9 VAR 07/25/2051 144A                                                    | CUSIP: 44590HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    806378 | PA      | $688066.80    | 0.02%             | 2051-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C                                                      | HYUNDAI AUTO RECEIVABLES TRUST 2022-C 5.35% 11/17/2025                                                      | CUSIP: 44933DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3530000 | PA      | $3527278.72   | 0.09%             | 2025-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                                   | AMPHENOL CORPORATION NEW 2.05% 03/01/2025                                                                   | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    910000 | PA      | $857051.78    | 0.02%             | 2025-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                            | PHILIP MORRIS INTL INC 5.125% 11/15/2024                                                                    | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5980000 | PA      | $5978281.95   | 0.15%             | 2024-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 2% 10/01/2050#                                                                                    | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243316 | PA      | $201295.80    | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                    | SIMON PROPERTY GROUP LP FRN SFRIX+0 01/11/2024                                                              | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3589000 | PA      | $3564218.71   | 0.09%             | 2024-01-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                         | WELLS FARGO and CO NEW 3.908%/VAR 04/25/2026                                                                | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1172389.65   | 0.03%             | 2026-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                             | DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+50 11/08/2023                                                       | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9925500.00   | 0.24%             | 2023-11-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                 | PENSKE TRUCK LEASING CO LP /CORP 2.7% 03/14/2023 144A                                                       | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1738092.05   | 0.04%             | 2023-03-14      | Fixed         | 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        |    760000 | PA      | $733180.68    | 0.02%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                         | ROYALTY PHARMA PLC 0.75% 09/02/2023                                                                         | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $839724.20    | 0.02%             | 2023-09-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2019-INV2                                                          | VERUS SECURITIZATION TR 2019-INV2 A2 3.117% 07/25/2059 144A                                                 | CUSIP: 92537HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    318385 | PA      | $303097.46    | 0.01%             | 2059-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                     | UNITEDHEALTH GROUP INC 5.15% 10/15/2025                                                                     | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    880000 | PA      | $893993.75    | 0.02%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB8 LLC                                                                          | CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A                                                                     | CUSIP: 12526WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3420717 | PA      | $3292439.98   | 0.08%             | 2025-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                               | SBA TOWER TR 3.869% 10/08/2049 144A                                                                         | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $760679.23    | 0.02%             | 2049-10-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                                     | SKYWORKS SOLUTIONS INC 0.9% 06/01/2023                                                                      | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297997.29    | 0.01%             | 2023-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2019-5                                                                | NELNET STUDENT LN TR 2020-1A A 1ML+ 74 03/26/2068 144A                                                      | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263069 | PA      | $255193.99    | 0.01%             | 2068-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                              | MARTIN MARIETTA MATERIALS INC 0.65% 07/15/2023                                                              | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    405000 | PA      | $393504.72    | 0.01%             | 2023-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TR                                                                           | OBX 2021-NQM3 TR 1.054% 07/25/2061 144A                                                                     | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    374849 | PA      | $280395.85    | 0.01%             | 2061-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS2 MTG TR                                                                      | COMM 2014-UBS2 MTG TR 4.701% 03/10/2047                                                                     | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915000 | PA      | $883309.62    | 0.02%             | 2047-03-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RLGH TR 2021-TROT                                                                          | RLGH TR 2021-TROT VAR 04/15/2026 144A                                                                       | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $624130.46    | 0.02%             | 2036-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 5.5% 08/01/2037#889633                                                                            | CUSIP: 31410KLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39206 | PA      | $40510.85     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC T1Y 0.991%/VAR 01/12/2025 144A                                                       | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $350324.24    | 0.01%             | 2025-01-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VISTA PT SECURITIZATION TR 2020-2                                                          | VISTA POINT SECURITIZATION TRUST 2.496% 04/25/2065 144A                                                     | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    886430 | PA      | $789379.56    | 0.02%             | 2065-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-D                                                                | NELNET STUDENT LOAN TRUST 2021-D 1.63% 04/20/2062 144A                                                      | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    459078 | PA      | $408091.84    | 0.01%             | 2062-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                             | GNMA II 4% 04/20/2050#BU2157                                                                                | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52212 | PA      | $50274.87     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | 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        |   1870000 | PA      | $1737255.58   | 0.04%             | 2026-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                              | WESTLAKE CORP 0.875% 08/15/2024                                                                             | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167021.34    | 0.00%             | 2024-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 2.75% 05/15/2025                                                                                  | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21130000 | PA      | $20413560.94  | 0.50%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 TR                                                                           | OBX 2021-NQM1 TR A2 1.175% 02/25/2066 144A                                                                  | CUSIP: 67114BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    315908 | PA      | $248667.17    | 0.01%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                       | EDISON INTERNATIONAL 2.95% 03/15/2023                                                                       | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452442.22    | 0.01%             | 2023-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                                  | GATX CORP 4.35% 02/15/2024                                                                                  | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    965000 | PA      | $952923.15    | 0.02%             | 2024-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4.5% 06/01/2052#MA4684                                                                            | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1952965 | PA      | $1903999.43   | 0.05%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                             | MONDELEZ INTL HLDGS NETH B V 4.25% 09/15/2025 144A                                                          | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $731262.61    | 0.02%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 6.01% 11/36 #1G1326                                                                                | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2609 | PA      | $2624.22      | 0.00%             | 2036-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                    | HCA INC 3.125% 03/15/2027 144A                                                                              | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1036959.69   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 3.5% 01/01/2048#MA3276                                                                            | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547899 | PA      | $510896.74    | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                         | CANADIAN IMPERIAL BK OF COMM FRN SOFR+34 06/22/2023                                                         | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5885000 | PA      | $5869599.48   | 0.14%             | 2023-06-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                 | CAPITAL ONE FINANCIAL CORP FRN SOFR+135 05/09/2025                                                          | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7880840.00   | 0.19%             | 2025-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1                                               | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 D 1.21% 12/18/2026                                             | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $417987.12    | 0.01%             | 2026-12-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 4.50% 5/41 #AI1888                                                                                     | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146049 | PA      | $145268.71    | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.00% 1/24 #970997                                                                                | CUSIP: 31414NGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3692 | PA      | $3674.34      | 0.00%             | 2024-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-1                                                          | VERUS SECURITIZATION TRUST 2022-1 A3 3.288% 01/25/2067 144A                                                 | CUSIP: 92538WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1742830 | PA      | $1431189.20   | 0.03%             | 2067-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4% 12/01/2049#CA4823                                                                              | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25268 | PA      | $24171.43     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                             | PACIFIC LIFE GF II FRN SOFR+38 04/12/2024 144A                                                              | CUSIP: 6944PL2F5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9849062.60   | 0.24%             | 2024-04-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                       | ENEL FINANCE INTL NV 2.65% 09/10/2024 144A                                                                  | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1775000 | PA      | $1696262.56   | 0.04%             | 2024-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG BACKED SECS TR 2022-GR1                                                             | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR1 2.5% 06/25/2052 144A                                           | CUSIP: 36266TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1787420 | PA      | $1516234.54   | 0.04%             | 2052-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ARIA                                                                            | BX TR 2021-ARIA 1ML+ 10/15/2036 144A                                                                        | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $545640.79    | 0.01%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                              | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+70 01/24/2025                                                        | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9819600.00   | 0.24%             | 2025-01-24      | Variable      | 0.04%                 | 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        |   1715000 | PA      | $1627100.93   | 0.04%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                        | NISSAN MOTOR CO LTD 3.043% 09/15/2023 144A                                                                  | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2360000 | PA      | $2306350.26   | 0.06%             | 2023-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 TR                                                                           | OBX 2020-EXP1 TR VAR 02/25/2060 144A                                                                        | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    358963 | PA      | $314524.05    | 0.01%             | 2060-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 2.5% 05/31/2024                                                                                   | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2660000 | PA      | $2579888.27   | 0.06%             | 2024-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 6.0% 02/37#AB0299                                                                                 | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5818 | PA      | $6083.72      | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EFF 2021-2                                                                                 | EFF 2021-2 0.48% 05/20/2027 144A                                                                            | CUSIP: 29374YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2556388 | PA      | $2428841.34   | 0.06%             | 2027-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                              | DISCOVER BANK 4.2% 08/08/2023                                                                               | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1067428.45   | 0.03%             | 2023-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                               | SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024                                                               | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1452317.85   | 0.04%             | 2024-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                 | HUMANA INC 0.65% 08/03/2023                                                                                 | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4151000 | PA      | $4028193.99   | 0.10%             | 2023-08-03      | 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        |   5000000 | PA      | $4978748.60   | 0.12%             | 2023-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR 2020-A                                                      | SANTANDER RETAIL AUTO LEASE TR 2020-A 2.52% 11/20/2024 144A                                                 | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $708853.25    | 0.02%             | 2024-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2021-P4                                                        | CARVANA AUTO RECEIVABLES TR 2021-P4 1.98% 02/10/2028                                                        | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445000 | PA      | $380818.54    | 0.01%             | 2028-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DLLAD 2021-1A A2                                                                           | DLLAD 2021-1A A2 0.35% 09/20/2024 144A                                                                      | CUSIP: 233262AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1212193 | PA      | $1190182.52   | 0.03%             | 2024-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF                                                     | iShares Short Treasury Bond ETF                                                                             | CUSIP: 464288679<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    318877 | NS      | $35108357.70  | 0.86%             |  |  |  | No            |                  1 | 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        |    859784 | PA      | $839502.13    | 0.02%             | 2054-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2020-A                                                      | WORLD OMNI AUTO RECEIVABLES TR 2020-A 1.64% 08/17/2026                                                      | CUSIP: 98163MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $453779.52    | 0.01%             | 2026-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                                      | POSCO 2.375% 01/17/2023 144A                                                                                | CUSIP: 693483AG4<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   1870000 | PA      | $1863024.90   | 0.05%             | 2023-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 30YR 3.5% 12/01/2047#G08792                                                                            | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644050 | PA      | $601515.11    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | 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        |    280000 | PA      | $277954.98    | 0.01%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                      | CELANESE US HLDGS LLC 6.05% 03/15/2025                                                                      | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2422770.21   | 0.06%             | 2025-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                             | FEDERAL NATL MTG AS GTD RE PTT 2017-90 KA 3% 11/25/2047                                                     | CUSIP: 3136AYQK2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    463910 | PA      | $436288.15    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2018-1                                                                   | GALTON FUNDING MORTGAGE TRUST 2017-1 3.5% 11/25/2057 144A                                                   | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70213 | PA      | $62287.40     | 0.00%             | 2057-11-25      | 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        |      -220 | NC      | $-144687.31   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 3% 03/01/2050#                                                                                    | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239719 | PA      | $214861.68    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-NUGS                                                          | MORGAN STANLEY CAP I TR 2019-NUGS D 1ML+180 12/15/2036 144A                                                 | CUSIP: 61692AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $403380.42    | 0.01%             | 2036-12-15      | Variable      | 0.06%                 | 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        |   1065000 | PA      | $989983.36    | 0.02%             | 2024-12-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                         | MITSUBISHI UFJ FIN GRP INC 5.063%/VAR 09/12/2025                                                            | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    755000 | PA      | $750436.62    | 0.02%             | 2025-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A                                                | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A 2.88% 12/16/2058 144A                                           | CUSIP: 63939XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    354402 | PA      | $347175.16    | 0.01%             | 2058-12-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                 | CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    885000 | PA      | $877271.99    | 0.02%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-7                                                             | VERUS SECURITIZATION TRUST 2021-7 1.829% 10/25/2066 144A                                                    | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1523490 | PA      | $1261943.95   | 0.03%             | 2066-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 6/39 #AD0527                                                                                     | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20526 | PA      | $21299.07     | 0.00%             | 2039-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2017-1                                                                      | TPMT 17-1 A1 2.75% 10/56                                                                                    | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80320 | PA      | $78799.06     | 0.00%             | 2056-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4% 08/20/2050#MA6822                                                                                | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33945 | PA      | $32595.61     | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | 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        |   1590000 | PA      | $1496292.56   | 0.04%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                               | FEDERATION DES CAISE DESJARDIN FRN SOFR+43 05/21/2024 144A                                                  | CUSIP: 31429KAF0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   5316000 | PA      | $5250094.57   | 0.13%             | 2024-05-21      | Variable      | 0.04%                 | 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        |   4100000 | PA      | $3998840.70   | 0.10%             | 2032-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                             | MVW 2020-1 LLC 2.73% 10/20/2037 144A                                                                        | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    299861 | PA      | $274538.59    | 0.01%             | 2037-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2022-B                                                          | MMAF EQUIPMENT FINANCE LLC 2022-B 5.57% 09/09/2025 144A                                                     | CUSIP: 606940AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1507000 | PA      | $1507357.76   | 0.04%             | 2025-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                   | MICROCHIP TECHNOLOGY INC 2.67% 09/01/2023                                                                   | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1085502.30   | 0.03%             | 2023-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                         | AVIS BUDGET RENTCAR FDG AE LLC 2.33% 08/20/2026 144A                                                        | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $494320.64    | 0.01%             | 2026-08-20      | Fixed         | 0.02%                 | 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        |    850000 | PA      | $763792.41    | 0.02%             | 2026-04-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                              | GOLDMAN SACHS GROUP INC (THE) 0.673%/VAR 03/08/2024                                                         | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1162545.33   | 0.03%             | 2024-03-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2019-1 RECEIVABLES FDG LLC                                                | SIERRA TIMESHARE 2019-1 RECEIVABLES FDG LLC 3.2% 01/20/2036 144A                                            | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98675 | PA      | $94633.48     | 0.00%             | 2036-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 4/40 #AE0349                                                                                     | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51743 | PA      | $54419.38     | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                             | CANADIAN NATL RESOURCES LTD 3.8% 04/15/2024                                                                 | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $722957.59    | 0.02%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                       | VERIZON MASTER TRUST 3.72% 07/20/2027                                                                       | CUSIP: 92348KAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1588000 | PA      | $1558051.11   | 0.04%             | 2027-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3                                               | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3 0.41% 02/18/2025                                               | CUSIP: 03066JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2347610 | PA      | $2328130.99   | 0.06%             | 2025-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 LTD/LLC                                           | ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 LTD/LLC 1ML+135 11/15/2036 144A                                    | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    845000 | PA      | $819880.85    | 0.02%             | 2036-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4.5% 08/47#MA4654                                                                                   | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156900 | PA      | $156535.94    | 0.00%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2020                                                             | KUBOTA CREDIT OWNER TRUST 2020 1.96% 03/15/2024 144A                                                        | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122255 | PA      | $121212.03    | 0.00%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                                     | CDW LLC / CDW FIN CORP 5.5% 12/01/2024                                                                      | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $319552.00    | 0.01%             | 2024-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                         | CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025                                                              | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1935000 | PA      | $1882332.72   | 0.05%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF                                                     | iShares 1-3 Year Treasury Bond ETF                                                                          | CUSIP: 464287457<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    243457 | NS      | $19822268.94  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4.5% 11/01/2048#MA3522                                                                            | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76365 | PA      | $75404.53     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROWE T PRICE SHORT TERM BD FD INC                                                          | T. Rowe Price Ultra Short-Term Bond                                                                         | CUSIP: 77957P303<br>LEI: O3EF15Z749ITOPZMGX97 | Long             | EC               | RF                | US        |  47030349 | NS      | $230448710.74 | 5.62%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC 7.776%/VAR 11/16/2025 144A                                                           | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $381646.12    | 0.01%             | 2025-11-16      | Variable      | 0.08%                 | 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        |   5485000 | PA      | $5414182.07   | 0.13%             | 2036-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4% 04/20/2050#BS6833                                                                                | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4699 | PA      | $4524.77      | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 TRUST                                                                        | NLT 2021-INV2 TRUST 1.162% 08/25/2056 144A                                                                  | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1610667 | PA      | $1291212.13   | 0.03%             | 2056-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 5% 09/01/2052#MA4761                                                                              | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273318 | PA      | $272238.39    | 0.01%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 3% 12/01/2034#CA4885                                                                              | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614260 | PA      | $584854.88    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXV LTD                                                                          | MAGNETITE XXV LTD 3ML+120 01/25/2032 144A                                                                   | CUSIP: 55955GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1015000 | PA      | $997455.73    | 0.02%             | 2032-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                                                    | QVC INC 4.85% 04/01/2024                                                                                    | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1313904.90   | 0.03%             | 2024-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                               | ENBRIDGE INC 2.5% 02/14/2025                                                                                | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $581920.24    | 0.01%             | 2025-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                             | GNMA II 4% 04/20/2050#BT2982                                                                                | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23696 | PA      | $22816.94     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                 | VERIZON COMMUNICATIONS INC 1.45% 03/20/2026                                                                 | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1044738.03   | 0.03%             | 2026-03-20      | Fixed         | 0.01%                 | 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        |   1025000 | PA      | $1015789.52   | 0.02%             | 2023-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2022-1                                                         | DAIMLER TRUCKS RETAIL TRUST 2022-1 5.07% 09/16/2024                                                         | CUSIP: 233869AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2994639.30   | 0.07%             | 2024-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                  | UST BILLS 0% 04/20/2023                                                                                     | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9830483.30   | 0.24%             | 2023-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4.5% 07/01/2049#MA3694                                                                            | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5265 | PA      | $5186.86      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5.5% 02/20/2049#MA5766                                                                              | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95532 | PA      | $98610.86     | 0.00%             | 2049-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                             | CSMC 2019-ICE4 1ML+ 05/15/2036                                                                              | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $754425.05    | 0.02%             | 2036-05-15      | Variable      | 0.05%                 | 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        |   4100000 | PA      | $3994002.70   | 0.10%             | 2032-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.5% 01/01/2025#AL0464                                                                            | CUSIP: 3138EGQS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       128 | PA      | $128.07       | 0.00%             | 2025-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                        | NATWEST MARKETS PLC FRN SOFR+53 08/12/2024 144A                                                             | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5905000 | PA      | $5811016.02   | 0.14%             | 2024-08-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 3% 02/30#AS4509                                                                                   | CUSIP: 3138WEAK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11561 | PA      | $11115.92     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSL UK HOLDINGS LTD                                                                        | CSL UK HOLDINGS LTD 3.85% 04/27/2027 144A                                                                   | CUSIP: 12661PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    395000 | PA      | $380246.04    | 0.01%             | 2027-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 0.0% 05/01/2038#847962                                                                             | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5161 | PA      | $5178.61      | 0.00%             | 2038-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                     | CENTERPOINT ENERGY INC FRN SFRIX+65 05/13/2024                                                              | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2851482.96   | 0.07%             | 2024-05-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                              | CITIGROUP INC FRN SOFR+69.4 01/25/2026                                                                      | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9735095.50   | 0.24%             | 2026-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 11/34 #735061                                                                                    | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7904 | PA      | $8231.28      | 0.00%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                                 | MONDELEZ INTL INC 2.625% 03/17/2027                                                                         | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    815000 | PA      | $741157.67    | 0.02%             | 2027-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2                                          | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 2.52% 05/16/2025                                          | CUSIP: 362585AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3093955 | PA      | $3052779.58   | 0.07%             | 2025-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E                                                   | MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A                                             | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1167316.79   | 0.03%             | 2032-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-SOAR                                                                               | BX TRUST 2021-SOAR D 1ML+140 06/15/2026 144A                                                                | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $618631.01    | 0.02%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 3% 06/30/2024                                                                                     | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7795000 | PA      | $7611086.72   | 0.19%             | 2024-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3                                               | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3 2.13% 07/18/2025                                               | CUSIP: 03066NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208749 | PA      | $208296.33    | 0.01%             | 2025-07-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 20221                                                | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2022-1 D 3.23% 02/18/2028                                             | CUSIP: 03066TAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1830000 | PA      | $1668146.38   | 0.04%             | 2028-02-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                  | UST BILLS 0% 06/15/2023                                                                                     | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48815153.00  | 1.19%             | 2023-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2022-A                                                        | FORD CREDIT AUTO LEASE TRUST 2022-A C 4.18% 10/15/2025                                                      | CUSIP: 34528LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2030000 | PA      | $1962997.01   | 0.05%             | 2025-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                               | CITI GLB MK VCP SOFR+65 9/22/23                                                                             | CUSIP: 1730QPAK3<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000004.50   | 0.12%             | 2023-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FDG 2 LLC                                                               | DONLEN FLEET LEASE FDG 2 LLC 1ML+33 12/11/2034 144A                                                         | CUSIP: 257812AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2358198 | PA      | $2345927.30   | 0.06%             | 2034-12-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                     | ROPER TECHNOLOGIES INC 2.35% 09/15/2024                                                                     | CUSIP: 776743AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    365000 | PA      | $349309.14    | 0.01%             | 2024-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KNDR 2021-KIND F                                                                           | KNDR 2021-KIND F 1ML+175 08/15/2026 144A                                                                    | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972968 | PA      | $875950.07    | 0.02%             | 2038-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                                            | BANK 2019-BNK19 2.263% 08/15/2061                                                                           | CUSIP: 06540WBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263330 | PA      | $245561.67    | 0.01%             | 2061-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 5.52% 12/35 #848476                                                                                | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4580 | PA      | $4604.97      | 0.00%             | 2035-12-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 5.92% 12/36 #905196                                                                                | CUSIP: 31411DUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1122 | PA      | $1137.46      | 0.00%             | 2036-12-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TR 2017-1                                                                        | MVW OWNER TR 2017-1A B 2.75% 12/20/2034 144A                                                                | CUSIP: 553896AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13174 | PA      | $12770.54     | 0.00%             | 2034-12-20      | Fixed         | 0.03%                 | 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        |    760000 | PA      | $659532.82    | 0.02%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                               | NEXTERA ENERGY CAP HLDGS INC FRN SFRIX+54 03/01/2023                                                        | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3472000 | PA      | $3469246.11   | 0.08%             | 2023-03-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 3% 09/20/2047#MA4718                                                                                | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1055051 | PA      | $966682.17    | 0.02%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                            | RABOBANK NEDERLAND NY BRH 3.875% 08/22/2024                                                                 | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4915110.75   | 0.12%             | 2024-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A                                                                | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1764333.66   | 0.04%             | 2025-01-07      | Fixed         | 0.02%                 | 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        |    444680 | PA      | $396905.74    | 0.01%             | 2037-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 1.625% 10/31/2023                                                                                 | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9880000 | PA      | $9606756.25   | 0.23%             | 2023-10-31      | Fixed         | 0.02%                 | 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 C 1ML+160 09/15/2029 144A                                      | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $541635.80    | 0.01%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                               | Fidelity Cash Central Fund                                                                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  71207569 | NS      | $71221810.38  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                   | GENERAL MTRS FINL CO INC 2.9% 02/26/2025                                                                    | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1922841.26   | 0.05%             | 2025-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                                | AMERICAN HONDA FINANCE CORP FRN 3ML+15 02/22/2023                                                           | CUSIP: 02665WDV0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3342955.28   | 0.08%             | 2023-02-22      | Variable      | 0.05%                 | 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        |   1872000 | PA      | $1786370.04   | 0.04%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4% 04/20/2050#BS6831                                                                                | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22216 | PA      | $21392.19     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5.00% 3/41 #004979                                                                                  | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6354 | PA      | $6462.02      | 0.00%             | 2041-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                               | PERRIGO FINANCE UNLIMITED CO 3.9% 12/15/2024                                                                | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2790000 | PA      | $2650500.00   | 0.06%             | 2024-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                      | GRAY OAK PIPELINE LLC 2% 09/15/2023 144A                                                                    | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $587974.11    | 0.01%             | 2023-09-15      | Fixed         | 0.02%                 | 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        |  10000000 | PA      | $9594018.60   | 0.23%             | 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        |   1448000 | PA      | $1373760.24   | 0.03%             | 2024-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                              | NORDSTROM INC 2.3% 04/08/2024                                                                               | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141090.00    | 0.00%             | 2024-04-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                                | ARCELORMITTAL SA LUXEMBOURG 3.6% 07/16/2024                                                                 | CUSIP: 03938LBB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    390000 | PA      | $378688.91    | 0.01%             | 2024-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CGDB COML MTG TR 2017-BIO                                                                  | CGDB COML MTG TR 2017-BIO 1ML+165 11/15/2036 144A                                                           | CUSIP: 125284AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1545000 | PA      | $1471171.71   | 0.04%             | 2036-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                         | AVIS BUDGET RENTCAR FDG AE LLC 4.95% 03/20/2025 144A                                                        | CUSIP: 05377RDE1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    430000 | PA      | $419269.05    | 0.01%             | 2025-03-20      | Fixed         | 0.05%                 | 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        |    850000 | PA      | $837980.71    | 0.02%             | 2024-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                    | BANK OF NOVA SCOTIA 1.45% 01/10/2025                                                                        | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1720000 | PA      | $1601583.62   | 0.04%             | 2025-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                              | TAKE-TWO INTERACTV SOFTWR INC 3.3% 03/28/2024                                                               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    955000 | PA      | $929607.70    | 0.02%             | 2024-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2020-2                                                       | SG RESIDENTIAL MORTGAGE TRUST 2020-2 1.381% 05/25/2065 144A                                                 | CUSIP: 81882JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192589 | PA      | $165340.55    | 0.00%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                              | LOWES COS INC 3.35% 04/01/2027                                                                              | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    345000 | PA      | $327393.48    | 0.01%             | 2027-04-01      | Fixed         | 0.03%                 | 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        |   2816888 | PA      | $2672150.34   | 0.07%             | 2036-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-G                                                       | NAVIENT PRIVATE ED REFI LN TR 2019-GA A 2.4% 10/15/2068 144A                                                | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    268615 | PA      | $245318.29    | 0.01%             | 2068-10-15      | Fixed         | 0.02%                 | 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        |   1753000 | PA      | $1675017.27   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL A-1                                                                   | MTG PASS THRU CTF CL A-1 VAR 01/25/2056 144A                                                                | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    242399 | PA      | $210592.46    | 0.01%             | 2056-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 0.529%/VAR 01/25/2024                                                                        | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3994000 | PA      | $3955626.61   | 0.10%             | 2024-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 4.58% 7/35 #826362                                                                                 | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3298 | PA      | $3320.06      | 0.00%             | 2035-07-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2021-JACX                                                           | BAMLL COML MTG SECS TR 2021-JACX 1ML+200 09/15/2038 144A                                                    | CUSIP: 05493LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $749295.13    | 0.02%             | 2038-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                           | FIMM MM Government Portfolio - Instl Cl                                                                     | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |  48385759 | NS      | $48385759.47  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4.5% 05/20/2052#MA8046                                                                              | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    574424 | PA      | $563127.90    | 0.01%             | 2052-05-20      | Fixed         | 0.04%                 | 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        |   2184000 | PA      | $2067266.84   | 0.05%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINL MTG TR 2021-2                                                               | ELLINGTON FINL MTG TR 2021-2 A3 1.291% 06/25/2066 144A                                                      | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    284223 | PA      | $213128.39    | 0.01%             | 2066-06-25      | Fixed         | 0.01%                 | 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        |    885000 | PA      | $784489.51    | 0.02%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2021-2                                                           | DRIVE AUTO RECEIVABLES TR 2021-2 1.39% 03/15/2029                                                           | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785000 | PA      | $714665.57    | 0.02%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                        | DOMINION ENERGY INC FRN 3ML+53 09/15/2023                                                                   | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2327000 | PA      | $2322266.98   | 0.06%             | 2023-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                         | MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025                                                            | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1660000 | PA      | $1539504.85   | 0.04%             | 2025-07-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK CINN OH                                                                   | FIFTH THIRD BANK CINN OH 5.852%/VAR 10/27/2025                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1239922.47   | 0.03%             | 2025-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDO 2022-B A2B                                                                           | FORDO 2022-B A2B SOFR30A+184 02/15/2025                                                                     | CUSIP: 34534LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3348000 | PA      | $3347988.28   | 0.08%             | 2025-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                        | PPL ELEC UTILS CORP FRN SOFR+33 06/24/2024                                                                  | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   4059000 | PA      | $4001937.32   | 0.10%             | 2024-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                 | HUMANA INC 3.15% 12/01/2022                                                                                 | CUSIP: 444859BA9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315000.00    | 0.01%             | 2022-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 5.93% 12/36 #1G1353                                                                                | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4649 | PA      | $4663.82      | 0.00%             | 2036-12-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                  | TORONTO DOMINION BANK FRN SOFR+91 03/08/2024                                                                | CUSIP: 89114TZS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5948000 | PA      | $5933011.04   | 0.14%             | 2024-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2020-609M                                                | J P MORGAN CHASE COML MTG SECS TR 2020-609M 1ML+ 10/15/2033 144A                                            | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $752430.04    | 0.02%             | 2033-10-15      | Variable      | 0.06%                 | 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        |    515000 | PA      | $469617.15    | 0.01%             | 2024-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HARDEES FDG LLC / CARLS JR FDG LLC                                                         | HARDEES FDG LLC / CARLS JR FDG LLC AII 4.959% 06/21/2048 144A                                               | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211200 | PA      | $198174.66    | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                              | SOUTHERN CALIFORNIA EDISON CO FRN SFRIX+64 04/03/2023                                                       | CUSIP: 842400HA4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4989521.95   | 0.12%             | 2023-04-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                               | ENBRIDGE INC 0.55% 10/04/2023                                                                               | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4805846.05   | 0.12%             | 2023-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                                                  | CREDIT SUISSE AG NY BRNCH FRN SFRIX+126 02/21/2025                                                          | CUSIP: 22550UAF8<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4621265.15   | 0.11%             | 2025-02-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2022-2                                                                   | DELL EQUIP FIN TR 2022-2 4.03% 07/22/2027 144A                                                              | CUSIP: 24702CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4947100.00   | 0.12%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 3/34 #725229                                                                                     | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79920 | PA      | $82849.65     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCL AMERICA INC                                                                            | HCL AMERICA INC 1.375% 03/10/2026 144A                                                                      | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1591650.00   | 0.04%             | 2026-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                   | MICROCHIP TECHNOLOGY INC 0.972% 02/15/2024                                                                  | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1102289.42   | 0.03%             | 2024-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                              | VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A                                                        | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    355000 | PA      | $351710.56    | 0.01%             | 2023-05-12      | 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        |    580000 | PA      | $518324.56    | 0.01%             | 2026-12-02      | Fixed         | 0.02%                 | 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        |   4342000 | PA      | $4256527.73   | 0.10%             | 2032-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2022-C                                                                 | JOHN DEERE OWNER TR 2022-C 4.98% 08/15/2025                                                                 | CUSIP: 47800BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1992518.80   | 0.05%             | 2025-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                         | CNO GLOBAL FUNDING 1.65% 01/06/2025 144A                                                                    | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1205423.60   | 0.03%             | 2025-01-06      | Fixed         | 0.02%                 | 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        |   6116000 | PA      | $5988940.10   | 0.15%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                                          | State Street Instl US Govt MMkt Premier                                                                     | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |   7198818 | NS      | $7198818.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                                | CENTERPOINT ENERGY RES CORP FRN 3ML+50 03/02/2023                                                           | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $2007385.09   | 0.05%             | 2023-03-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-H1                                                                  | GALTON FUNDING MORTGAGE TRUST 2019-H1 3.455% 10/25/2059 144A                                                | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $510681.84    | 0.01%             | 2059-10-25      | Fixed         | 0.03%                 | No            |                  3 | On Loan: No      |
| COMM 2014-CCRE15 MTG TR                                                                    | COMM 2014-CCRE15 MTG TR VAR 02/10/2047                                                                      | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $888404.72    | 0.02%             | 2047-02-10      | Variable      | 0.05%                 | 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        |   7118000 | PA      | $6899040.28   | 0.17%             | 2024-07-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                         | NORTHWESTERN MUTUAL GLOBAL FUNDING FRN SOFR+33 03/25/2024 144A                                              | CUSIP: 66815L2C2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   4063000 | PA      | $4028759.60   | 0.10%             | 2024-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 5.5% 10/01/2024#890205                                                                            | CUSIP: 31410LAE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       969 | PA      | $966.95       | 0.00%             | 2024-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                           | COMCAST CORP NEW 5.25% 11/07/2025                                                                           | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386485.97    | 0.01%             | 2025-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 30YR 7% 03/39#G62030                                                                                   | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102895 | PA      | $109329.11    | 0.00%             | 2039-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                      | FEDERAL HOME LN MTG MLT CTF GT 2% 02/15/2040                                                                | CUSIP: 3137A0UA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    155473 | PA      | $154248.18    | 0.00%             | 2040-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC          | NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC A 3ML+106 04/16/2033 144A | CUSIP: 64134JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $445529.63    | 0.01%             | 2033-04-16      | Variable      | 0.05%                 | 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        |   3714948 | PA      | $3642473.06   | 0.09%             | 2034-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 4.5% 11/15/2025                                                                                   | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3190000 | PA      | $3225887.50   | 0.08%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 0.0% 02/01/2037#1G1496                                                                             | CUSIP: 3128QJUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1994 | PA      | $1989.09      | 0.00%             | 2037-02-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                                                                    | DAIMLER FIN NORTH AMER LLC FRN 3ML+84 05/04/2023 144A                                                       | CUSIP: 233851DM3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3242298.49   | 0.08%             | 2023-05-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4% 04/20/2050#BS9707                                                                                | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13555 | PA      | $13052.21     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                                                        | LSEGA FINANCING PLC 0.65% 04/06/2024 144A                                                                   | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1355000 | PA      | $1272549.05   | 0.03%             | 2024-04-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6                                                 | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6 C 4.96% 11/15/2028                                               | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1735319.52   | 0.04%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                    | BANK OF NOVA SCOTIA FRN SFRIX+44.5 04/15/2024                                                               | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9909200.00   | 0.24%             | 2024-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                                     | APTIV PLC / APTIV CORP 2.396% 02/18/2025                                                                    | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    815000 | PA      | $766536.97    | 0.02%             | 2025-02-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 15YR 5.00% 10/23 #G13276                                                                               | CUSIP: 3128MB2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       954 | PA      | $952.33       | 0.00%             | 2023-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                                 | NUCOR CORP 3.95% 05/23/2025                                                                                 | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514002.60    | 0.01%             | 2025-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH2                                                                    | SEQUOIA MTG TR 2018-CH2 A21 4% 06/25/2048 144A                                                              | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51638 | PA      | $47120.68     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                               | DNB BANK ASA FRN SFRIX+83 03/28/2025 144A                                                                   | CUSIP: 25601B2C8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $9960450.00   | 0.24%             | 2025-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-E                                                       | NAVIENT PRIVATE ED REFI LN TR 2019-E 2.64% 05/15/2068 144A                                                  | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710580 | PA      | $667939.95    | 0.02%             | 2068-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                                 | CIGNA CORP 0.613% 03/15/2024                                                                                | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   5967000 | PA      | $5646276.26   | 0.14%             | 2024-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 COML MTG TR                                                                  | CSAIL 2015-C3 A4 3.7182% 08/15/2048                                                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $635389.14    | 0.02%             | 2048-08-15      | Fixed         | 0.04%                 | 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        |   1198764 | PA      | $1152930.51   | 0.03%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 3% 07/01/2050#                                                                                    | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142949 | PA      | $127902.62    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                    | KEYCORP 3.878%/VAR 05/23/2025                                                                               | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436326.69    | 0.01%             | 2025-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                                          | SMBC AVIATION CAPITAL FINANCE DAC 4.125% 07/15/2023 144A                                                    | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $889333.24    | 0.02%             | 2023-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5% 02/20/2048#MA5022                                                                                | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220709 | PA      | $225212.91    | 0.01%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 12ML+2 2/38 #1J0889                                                                                | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10511 | PA      | $10574.92     | 0.00%             | 2038-02-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 3.5% 06/01/2032#BE3725                                                                            | CUSIP: 3140FPD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17847 | PA      | $17362.66     | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021                                              | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 D 1.29% 06/18/2027                                          | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995000 | PA      | $890162.12    | 0.02%             | 2027-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                           | NTT FINANCE CORP 4.239% 07/25/2025 144A                                                                     | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $231300.21    | 0.01%             | 2025-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 7/34 #725594                                                                                     | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43416 | PA      | $44678.50     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                         | BANCO SANTANDER SA 3.496% 03/24/2025                                                                        | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1346610.80   | 0.03%             | 2025-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2021-2                                                            | OCTANE RECEIVABLES TRUST 2021-2A A 1.21% 09/20/2028 144A                                                    | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    423295 | PA      | $403299.40    | 0.01%             | 2028-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                      | GRAY OAK PIPELINE LLC 2.6% 10/15/2025 144A                                                                  | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $349290.50    | 0.01%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXXV LTD / MADISON PK FDG XXXV LLC                                          | MADISON PK FDG XXXV LTD / MADISON PK FDG XXXV LLC 3ML+99 04/20/2032 144A                                    | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1615252.65   | 0.04%             | 2032-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S/IHOP FUNDING LLC                                                                | APPLEBEE'S/IHOP FUNDING LLC 4.194% 06/05/2049 144A                                                          | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2262150 | PA      | $2140663.50   | 0.05%             | 2049-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 1.75% 03/15/2025                                                                                  | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17440000 | PA      | $16498407.42  | 0.40%             | 2025-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PIMCO FDS PAC INVT MGMT SER                                                                | PIMCO Short-Term Instl                                                                                      | CUSIP: 693390601<br>LEI: 549300F3V4IM7FBY9U59 | Long             | EC               | RF                | US        |  51760051 | NS      | $493790887.47 | 12.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BX COML MTG TR 2022-CSMO                                                                   | BX COML MTG TR 2022-CSMO TSFR1M+314.07 06/15/2027                                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1077023.99   | 0.03%             | 2027-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MHC TR 2021-MHC2                                                                           | MHC TR 2021-MHC2 1ML+110 05/15/2023 144A                                                                    | CUSIP: 55293AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $627616.37    | 0.02%             | 2023-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4% 05/01/2052#CB3627                                                                              | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856694 | PA      | $811613.91    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+200 04/25/2042 144A                                         | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1211263 | PA      | $1196966.46   | 0.03%             | 2042-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                               | JACKSON NATL LIFE GLOBAL FDG 1.75% 01/12/2025 144A                                                          | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1060770.38   | 0.03%             | 2025-01-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                | VIATRIS INC 1.65% 06/22/2025                                                                                | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543144.91    | 0.01%             | 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   | 0.12%             | 2023-01-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TR 2020-A                                                                    | VERIZON OWNER TR 2020-A 1.85% 07/22/2024                                                                    | CUSIP: 92348TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1046400 | PA      | $1041557.35   | 0.03%             | 2024-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                           | NTT FINANCE CORP 0.373% 03/03/2023 144A                                                                     | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4100000 | PA      | $4052358.00   | 0.10%             | 2023-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                        | AMERICAN EXPRESS CO FRN SFRIX+72 05/03/2024                                                                 | CUSIP: 025816CU1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5517000 | PA      | $5497779.43   | 0.13%             | 2024-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                     | CONOCOPHILLIPS CO 2.125% 03/08/2024                                                                         | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9676789.70   | 0.24%             | 2024-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                  | NELNET STUDENT LOAN TRUST 3ML+18 03/22/2032                                                                 | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470091 | PA      | $455276.98    | 0.01%             | 2032-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 5/36 #745516                                                                                     | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7213 | PA      | $7463.36      | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                         | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                           | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874000 | PA      | $2787557.84   | 0.07%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LN ENHANCED TR 2021-1                                                      | VOLKSWAGEN AUTO LN ENHANCED TR 2021-1 0.49% 10/21/2024                                                      | CUSIP: 92868KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3437378 | PA      | $3397740.79   | 0.08%             | 2024-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 A3                                                                             | COLT 2021-3 A3 VAR 09/27/2066 144A                                                                          | CUSIP: 19688FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    361908 | PA      | $271304.94    | 0.01%             | 2066-09-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                            | CVS HEALTH CORP 3% 08/15/2026                                                                               | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $390110.16    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                             | PLAINS ALL AM PIPELN/PAA FIN C 2.85% 01/31/2023                                                             | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1270075.29   | 0.03%             | 2023-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2021-2                                                               | HPEFS EQUIPMENT TRUST 2021-2 0.3% 09/20/2028 144A                                                           | CUSIP: 40441JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    624146 | PA      | $619834.77    | 0.02%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 1/37 #888688                                                                                     | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1630 | PA      | $1687.54      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TR 2020-A                                                                  | ARI FLEET LEASE TR 2020-A 2.06% 11/15/2028 144A                                                             | CUSIP: 00217TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $766158.32    | 0.02%             | 2028-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                                            | ANGEL OAK MORTGAGE TRUST 2021-1 1.115% 01/25/2066 144A                                                      | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174813 | PA      | $137736.34    | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE CANADA LTD                                                            | SCHLUMBERGER FINANCE CANADA LTD 1.4% 09/17/2025                                                             | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $265595.81    | 0.01%             | 2025-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY FRN SOFR+62.5 01/24/2025                                                                     | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7872000.00   | 0.19%             | 2025-01-24      | Variable      | 0.04%                 | 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        |   3935000 | PA      | $3849378.34   | 0.09%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                           | KILROY REALTY LP 4.375% 10/01/2025                                                                          | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    755000 | PA      | $727469.96    | 0.02%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2022-A                                                        | FORD CREDIT AUTO LEASE TRUST 2022-A SOFR30A+119 10/15/2024                                                  | CUSIP: 34528LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2359505 | PA      | $2356863.58   | 0.06%             | 2024-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                             | NRG ENERGY INC 3.75% 06/15/2024 144A                                                                        | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    535000 | PA      | $517042.62    | 0.01%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                           | RELX CAPITAL INC 3.5% 03/16/2023                                                                            | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572425.40    | 0.01%             | 2023-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 8/37 #AE0188                                                                                     | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16860 | PA      | $17398.15     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BIG COMMERCIAL MORTGAGE TRUST 2022-BIG                                                     | BIG COMMERCIAL MORTGAGE TRUST 2022-BIG C TSFR1M+ 02/15/2039 144A                                            | CUSIP: 05551UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $381957.89    | 0.01%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                      | TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025                                                                | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10710000 | PA      | $10462813.20  | 0.25%             | 2025-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 1/35 #735141                                                                                     | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251216 | PA      | $258810.18    | 0.01%             | 2035-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                     | COX COMMUNICATIONS INC 3.15% 08/15/2024 144A                                                                | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $1944275.63   | 0.05%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 15YR 6.00% 3/23 #889390                                                                                | CUSIP: 31410KC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $3.82         | 0.00%             | 2023-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                   | AES CORP 3.3% 07/15/2025 144A                                                                               | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    820000 | PA      | $767458.80    | 0.02%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 3.5% 10/20/2046#MA4004                                                                              | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1258 | PA      | $1188.57      | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVNAVIENT PRIVATE ED REFI LN TR 2019-ATE EDUCATION REFI LOAN TRUST 2019-A        | NAVIENT PRIVATE ED REFI LN TR 2019-A A2A 3.42% 01/15/2043 144A                                              | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880798 | PA      | $837356.76    | 0.02%             | 2043-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-NXS2                                                          | WFCM TR 2015-NXS2 3.02% 7/58                                                                                | CUSIP: 94989MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144854 | PA      | $139715.22    | 0.00%             | 2058-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                   | TOYOTA MOTOR CREDIT CORP 3.05% 03/22/2027                                                                   | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    640000 | PA      | $601179.91    | 0.01%             | 2027-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-C                                                                | NELNET STUDENT LN TR 2021-C 1.32% 04/20/2062 144A                                                           | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1304470 | PA      | $1147006.08   | 0.03%             | 2062-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2022-2                                                    | EXETER AUTOMOBILE RECEIVABLES TRUST 3.85% 07/17/2028                                                        | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1285000 | PA      | $1217618.84   | 0.03%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 6.00% 5/38 #889579                                                                                     | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3358 | PA      | $3531.08      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                     | US ULTRA BOND CBT FUT MAR23 WNH3                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -6 | NC      | $1678.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                                   | SVENSKA HANDELSBANKEN AB 0.55% 06/11/2024 144A                                                              | CUSIP: 86959LAG8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    720000 | PA      | $672964.16    | 0.02%             | 2024-06-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                                       | MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024                                                                   | CUSIP: 605417CC6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   5297000 | PA      | $5176195.72   | 0.13%             | 2024-06-28      | Variable      | 0.04%                 | 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        |   3469000 | PA      | $3288889.52   | 0.08%             | 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        |    505000 | PA      | $497736.40    | 0.01%             | 2024-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-2                                                       | MCMLT 17-2 2.75% 08/25/2056 144A                                                                            | CUSIP: 59980AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68120 | PA      | $66216.17     | 0.00%             | 2059-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK AS (UNGTD)3.773%/VAR 03/28/2025 144A                                                            | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $770189.81    | 0.02%             | 2025-03-28      | Variable      | 0.04%                 | 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        |    725000 | PA      | $694862.81    | 0.02%             | 2024-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 6.0% 01/01/2041#AL1793                                                                            | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15650 | PA      | $16454.76     | 0.00%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                                         | COCA-COLA EUROPACIFIC PARTNERS PLC 0.8% 05/03/2024 144A                                                     | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   2405000 | PA      | $2256066.41   | 0.05%             | 2024-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                                            | QNB FINANCE LTD 3.5% 03/28/2024 REGS                                                                        | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $976437.50    | 0.02%             | 2024-03-28      | 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        |    556786 | PA      | $528964.15    | 0.01%             | 2069-04-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                              | GOLDMAN SACHS GROUP INC (THE) 0.925%/VAR 10/21/2024                                                         | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    555000 | PA      | $529338.28    | 0.01%             | 2024-10-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 0.0% 11/01/2034#1H1218                                                                             | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6520 | PA      | $6662.95      | 0.00%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| KKR INDL PORTFOLIO TR 2021-KDIP                                                            | KKR INDL PORTFOLIO TR 2021-KDIP 1ML+100 12/15/2037                                                          | CUSIP: 48254CAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1061250 | PA      | $1001550.23   | 0.02%             | 2037-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                               | ENBRIDGE INC FRN SFRIX+63 02/16/2024                                                                        | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4149000 | PA      | $4108464.68   | 0.10%             | 2024-02-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 5.21% 2/37 #1J0248                                                                                 | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2552 | PA      | $2549.56      | 0.00%             | 2037-02-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                         | BMW US CAPITAL LLC FRN SFRIX+53 04/01/2024 144A                                                             | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5886279.77   | 0.14%             | 2024-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2022-R02                                                           | CONNECTICUT AVE SECS TR 2022-R02 SOFR30A+120 12/25/2041 144A                                                | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43632 | PA      | $42745.92     | 0.00%             | 2042-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                | AKER BP ASA 3% 01/15/2025 144A                                                                              | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1185000 | PA      | $1121209.12   | 0.03%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 4% 04/20/2050#BS6832                                                                                | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23453 | PA      | $22582.85     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC                                                      | DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R 3ML+110 07/17/2034 144A                                       | CUSIP: 26245XAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1055000 | PA      | $1023639.07   | 0.02%             | 2034-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP TR 2021-C                                                                        | CNH EQUIP TR 2021-C 0.33% 01/15/2025                                                                        | CUSIP: 12598LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1979507 | PA      | $1944605.29   | 0.05%             | 2025-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                           | SOUTHERN COMPANY FRN SOFR+37 05/10/2023                                                                     | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3257000 | PA      | $3246572.16   | 0.08%             | 2023-05-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                        | ELEVANCE HEALTH INC 5.35% 10/15/2025                                                                        | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309278.83    | 0.01%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC                                                  | OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC 1.67375% 07/15/2030                                               | CUSIP: 67097LAM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1268669.16   | 0.03%             | 2030-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                                | PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025                                                               | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $169877.76    | 0.00%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                               | Fidelity Securities Lending Cash Central Fund                                                               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  26831181 | NS      | $26833863.62  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                                           | SOCIETE GENERALE FRANCE FRN SOFR+105 01/21/2026 144A                                                        | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9584000.00   | 0.23%             | 2026-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                | ORACLE CORP 5.8% 11/10/2025                                                                                 | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $522392.27    | 0.01%             | 2025-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTG BACKED SECS 2021-RR1 TR                                                    | WELLS FARGO MTG BACKED SECS 2021-RR1 TR A3 VAR 12/25/2050 144A                                              | CUSIP: 95003JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1082955 | PA      | $926096.02    | 0.02%             | 2050-12-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 5.50% 5/39 #995838                                                                                     | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19421 | PA      | $20143.99     | 0.00%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GCT COMMERCIAL MORTGAGE TRUST 2021-GCT                                                     | GCT COMMERCIAL MORTGAGE TRUST 2021-GCT 1ML+ 02/15/2023 144A                                                 | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $516566.69    | 0.01%             | 2038-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 TR                                                                           | OBX 2021-J1 A4 2.5% 05/25/2051 144A                                                                         | CUSIP: 67113XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    918393 | PA      | $784795.89    | 0.02%             | 2051-05-25      | 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        |    293226 | PA      | $252218.75    | 0.01%             | 2029-11-01      | Fixed         | 0.04%                 | 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        |    653147 | PA      | $652227.88    | 0.02%             | 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        |   2079000 | PA      | $2030914.98   | 0.05%             | 2024-07-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS LTD                                                                | PARK AEROSPACE HOLDINGS LTD 5.5% 02/15/2024 144A                                                            | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    470000 | PA      | $463086.81    | 0.01%             | 2024-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-2                                                                | CARMAX AUTO OWNER TR 2022-2 SOFR30A+74 05/15/2025                                                           | CUSIP: 14317HAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2316188 | PA      | $2312042.46   | 0.06%             | 2025-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                | AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A                                                          | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1035000 | PA      | $885901.14    | 0.02%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2020-D                                                       | NAVIENT STUDENT LOAN TRUST 1.69% 05/15/2069 144A                                                            | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    423887 | PA      | $379135.29    | 0.01%             | 2069-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                               | NEXTERA ENERGY CAP HLDGS INC FRN SFRIX+40 11/03/2023                                                        | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5948746.50   | 0.14%             | 2023-11-03      | Variable      | 0.04%                 | 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        |   2426077 | PA      | $2327349.17   | 0.06%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                                     | GSK CONSUMER HEALTHCARE CAPITAL US LLC FRN SOFR+89 03/24/2024                                               | CUSIP: 36264FAJ0<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3539049.39   | 0.09%             | 2024-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                                    | SMB PRIVATE EDUCATION LOAN TRUST 2018-B 1ML+72 01/15/2037 144A                                              | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |    908695 | PA      | $885199.40    | 0.02%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 MORTGAGE LOAN TRUST                                                            | COLT 2020-3 A1 MORTGAGE LOAN TRUST 1.817% 04/27/2065 144A                                                   | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80238 | PA      | $72550.40     | 0.00%             | 2065-04-27      | 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        |   1960000 | PA      | $1911775.18   | 0.05%             | 2024-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                               | SABINE PASS LIQUEFACTION LLC 5.625% 03/01/2025                                                              | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1107752.23   | 0.03%             | 2025-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 2.63%/VAR SOFR+0 02/18/2026                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1006582.19   | 0.02%             | 2026-02-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-B OWNER TR                                                    | TOYOTA AUTO RECEIVABLES 2022-B OWNER TR SOFR30A+0 01/15/2025                                                | CUSIP: 89238FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1668235 | PA      | $1664595.50   | 0.04%             | 2025-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2                                               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2 2.56% 07/22/2024                                               | CUSIP: 36259PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445000 | PA      | $443178.26    | 0.01%             | 2024-07-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                               | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 SOFR30A+210 03/25/2042 144A                                    | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930921 | PA      | $919769.98    | 0.02%             | 2042-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P MTG TR                                                                      | COMM 2013-300P MTG TR                                                                                       | CUSIP: 12625XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $603707.95    | 0.01%             | 2030-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 15YR 5.0% 12/01/2023#G13378                                                                            | CUSIP: 3128MB6P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8321 | PA      | $8305.41      | 0.00%             | 2023-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021                                              | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 0.26% 11/18/2024                                              | CUSIP: 03066RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280414 | PA      | $279771.84    | 0.01%             | 2024-11-18      | Fixed         | 0.00%                 | 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        |   2908978 | PA      | $2868045.39   | 0.07%             | 2029-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                          | SCHLUMBERGER HOLDINGS CORPORATION 4% 12/21/2025 144A                                                        | CUSIP: 806851AG6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364912.31    | 0.01%             | 2025-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 5.55% 10/36 #1G2603                                                                                | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10238 | PA      | $10288.85     | 0.00%             | 2036-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS LTD                                                                | PARK AEROSPACE HOLDINGS LTD 4.5% 03/15/2023 144A                                                            | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    660000 | PA      | $656714.42    | 0.02%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2020-1                                                         | DAIMLER TRUCKS RETAIL TRUST 2020-1 1.37% 06/15/2027                                                         | CUSIP: 233854AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820000 | PA      | $1808336.35   | 0.04%             | 2027-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONG ISLAND PWR AUTH NY ELEC                                                               | LIPA NY .764% 3/1/2023                                                                                      | CUSIP: 542691DP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $356556.35    | 0.01%             | 2023-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 4.25% 04/01/2024                                                                         | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68603.76     | 0.00%             | 2024-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 3.620%/VAR 04/17/2025                                                                        | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1247538.75   | 0.03%             | 2025-04-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                                                    | ALEXANDER FUNDING TRUST 1.841% 11/15/2023 144A                                                              | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $867451.40    | 0.02%             | 2023-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-1                                                                   | GALTON FUNDING MORTGAGE TRUST 2019-1 A32 4% 02/25/2059 144A                                                 | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33633 | PA      | $31513.34     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2                                            | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 3.74% 09/15/2025                                            | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4936917.50   | 0.12%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                        | AMERICAN TOWER CORP 2.4% 03/15/2025                                                                         | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    665000 | PA      | $625746.17    | 0.02%             | 2025-03-15      | Fixed         | 0.02%                 | 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        |    496000 | PA      | $482813.49    | 0.01%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                         | NORTHWESTERN MUTUAL GLOBAL FUNDING 4.35% 09/15/2027 144A                                                    | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    845000 | PA      | $828571.98    | 0.02%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                          | EVERSOURCE ENERGY FRN SFRIX+25 08/15/2023                                                                   | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4978973.50   | 0.12%             | 2023-08-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                                 | NBN CO LTD 1.45% 05/05/2026 144A                                                                            | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1765000 | PA      | $1563313.45   | 0.04%             | 2026-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                   | TOYOTA MOTOR CREDIT CORP FRN SFRIX+65 12/29/2023                                                            | CUSIP: 89236TKB0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5990666.10   | 0.15%             | 2023-12-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                               | ENBRIDGE INC 2.5% 01/15/2025                                                                                | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $1057097.99   | 0.03%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 3.5% 02/01/2048#BH9277                                                                            | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74189 | PA      | $69178.85     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2022-1                                                               | SG RESIDENTIAL MORTGAGE TRUST 2022-2 3.166% 03/27/2062 144A                                                 | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1167438 | PA      | $1037627.98   | 0.03%             | 2062-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2021-2                                                                | CARMAX AUTO OWNER TR 2021-2 C 1.34% 02/16/2027                                                              | CUSIP: 14314QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    545000 | PA      | $488998.25    | 0.01%             | 2027-02-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYMPHONY STATIC CLO I LTD                                                                  | SYMPHONY STATIC CLO I LTD 3ML+145 10/25/2029 144A                                                           | CUSIP: 87190TAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1385000 | PA      | $1326273.23   | 0.03%             | 2029-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL            | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025           | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3971616.53   | 0.10%             | 2025-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TR                                                                           | ONSLOW BAY MORTGAGE LOAN TRUST 3% 05/25/2060 144A                                                           | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    436162 | PA      | $374144.77    | 0.01%             | 2060-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                        | NATWEST MARKETS PLC 2.375% 05/21/2023 144A                                                                  | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1525000 | PA      | $1499405.57   | 0.04%             | 2023-05-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 2.514% 03/08/2024 144A                                                                | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2192537.14   | 0.05%             | 2024-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                              | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+95 06/07/2024 144A                                                   | CUSIP: 928668BQ4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7955360.00   | 0.19%             | 2024-06-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAP AMER 2.375% 02/10/2023 144A                                                                     | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1913278.94   | 0.05%             | 2023-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ISHARES U S ETF TR                                                                         | iShares US ETF Trust: BlackRock Short Maturity Bond ETF                                                     | CUSIP: 46431W507<br>LEI: 549300BV2WH8444C2Y33 | Long             | EC               | RF                | US        |   2595806 | NS      | $127921319.68 | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                                    | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A                                                | CUSIP: 29449WAK3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1272068.48   | 0.03%             | 2024-11-12      | Fixed         | 0.01%                 | 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        |   2040000 | PA      | $1920087.98   | 0.05%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4                                  | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 1.05% 05/18/2026                                  | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $385244.16    | 0.01%             | 2026-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR 2021-A                                                      | SANTANDER RETAIL AUTO LEASE TR 2021-A 1.14% 03/20/2026 144A                                                 | CUSIP: 80286TAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1815000 | PA      | $1703458.99   | 0.04%             | 2026-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                            | ROSS STORES INC 4.6% 04/15/2025                                                                             | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2299475.20   | 0.06%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MTG INS LKD NT CL M-1A VAR 144A 3C7 GRLS                                                   | MTG INS LKD NT CL M-1A VAR 144A 3C7 GRLS SOFR30A+155 04/25/2034 144A                                        | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460000 | PA      | $454740.50    | 0.01%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                               | STRYKER CORP 0.6% 12/01/2023                                                                                | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310402.79    | 0.01%             | 2023-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2022-1                                                    | EXETER AUTOMOBILE RECEIVABLES TRUST 3.02% 06/15/2028                                                        | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1215756.27   | 0.03%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORPORATION 0.81%/VAR 10/24/2024                                                            | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    755000 | PA      | $721204.89    | 0.02%             | 2024-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                     | COX COMMUNICATIONS INC 2.95% 06/30/2023 144A                                                                | CUSIP: 224044CA3<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1918988.27   | 0.05%             | 2023-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                         | AVIS BUDGET RENTCAR FDG AE LLC 3.35% 09/22/2025 144A                                                        | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $623638.54    | 0.02%             | 2025-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                  | CHESAPEAKE FUNDING II LLC 0.87% 08/15/2032 144A                                                             | CUSIP: 165183CJ1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   1443165 | PA      | $1415299.67   | 0.03%             | 2032-08-15      | Fixed         | 0.01%                 | 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        |    907000 | PA      | $867204.92    | 0.02%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4.5% 01/01/2050#CA5186                                                                            | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44196 | PA      | $43460.38     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-1                                                 | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-1 2.56% 04/17/2028                                                 | CUSIP: 80286EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1630000 | PA      | $1548808.72   | 0.04%             | 2028-04-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                                                    | SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A                                               | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    289720 | PA      | $254881.86    | 0.01%             | 2053-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                            | NXP B V/NXP FDG LLC/NXP USA INC 4.4% 06/01/2027                                                             | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    155000 | PA      | $148441.95    | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2019-INV1                                                      | STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.916% 09/27/2049 144A                                                | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    388376 | PA      | $366623.03    | 0.01%             | 2049-09-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                               | WP CAREY INC 4.6% 04/01/2024                                                                                | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    770000 | PA      | $765350.61    | 0.02%             | 2024-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                              | CSMC 2020-NET VAR 08/15/2037 144A                                                                           | CUSIP: 126438AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $867689.85    | 0.02%             | 2037-08-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                 | ECOLAB INC 1.65% 02/01/2027                                                                                 | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356925.55    | 0.01%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 MTG TR                                                                    | COMM 2015-CCRE22 MTG TR VAR 03/10/2048                                                                      | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $676893.17    | 0.02%             | 2048-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                            | PHILIP MORRIS INTL INC 5% 11/17/2025                                                                        | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499637.63    | 0.01%             | 2025-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                               | BANQUE FED CRED MUTUEL PARIS 0.998% 02/04/2025 144A                                                         | CUSIP: 06675FAX5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1145000 | PA      | $1045384.86   | 0.03%             | 2025-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 A                                                                             | MF1 2021-FL7 A 1ML+108 10/16/2036 144A                                                                      | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $759430.48    | 0.02%             | 2036-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                             | MAGALLANES INC FRN SFRIX+178 03/15/2024 144A                                                                | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3122000 | PA      | $3111461.91   | 0.08%             | 2024-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                                          | KEYBANK NATL ASSN FRN SOFR+32 06/14/2024                                                                    | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9893054.60   | 0.24%             | 2024-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                             | GINNIE MAE I POOL 30YR 5.5% 09/45#784653                                                                    | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283164 | PA      | $291620.82    | 0.01%             | 2045-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                                | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 A1 0.899% 04/25/2066 144A                                       | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    201685 | PA      | $164492.11    | 0.00%             | 2066-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 M2 SOFR30A+180 11/25/2041 144A                                      | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    555000 | PA      | $514964.96    | 0.01%             | 2041-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                              | VOLKSWAGEN GROUP AMER FIN LLC 0.875% 11/22/2023 144A                                                        | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    590000 | PA      | $564685.27    | 0.01%             | 2023-11-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 3.45% 01/15/2023                                                                         | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109791.91    | 0.00%             | 2023-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                    | SIMON PROPERTY GROUP LP 3.375% 10/01/2024                                                                   | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    985000 | PA      | $954893.28    | 0.02%             | 2024-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2018-DSNY                                                           | BAMLL COML MTG SECS TR 2018-DSNY A 1ML+85 09/15/2034 144A                                                   | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $948945.08    | 0.02%             | 2034-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                             | MAGALLANES INC 3.755% 03/15/2027 144A                                                                       | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2788525.43   | 0.07%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2022D                                                                | FORD CR AUTO OWNER TR 2022D 5.37% 08/15/2025                                                                | CUSIP: 345295AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000526.50   | 0.12%             | 2025-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-3                                          | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-3 3.5% 09/16/2025                                           | CUSIP: 36265WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6796000 | PA      | $6709293.23   | 0.16%             | 2025-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                         | MITSUBISHI UFJ FIN GRP INC FRN SOFR+138.5 09/12/2025                                                        | CUSIP: 606822CP7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4979295.10   | 0.12%             | 2025-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                      | FLORIDA PWR and LT CO FRN SFRIX+25 05/10/2023                                                               | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3574000 | PA      | $3564312.07   | 0.09%             | 2023-05-10      | Variable      | 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        |    980000 | PA      | $899663.36    | 0.02%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                                        | FIRST REPUBLIC BANK 1.912%/VAR 02/12/2024                                                                   | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |   4071000 | PA      | $4036717.58   | 0.10%             | 2024-02-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                              | SYMPHONY CLO XXVI LTD 2021-26A AR 3ML+108 04/20/2033 144A                                                   | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    465000 | PA      | $450864.93    | 0.01%             | 2033-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                                   | HUNTINGTON NATL BK COLUMBUS OH FRN SFRIX+119 05/16/2025                                                     | CUSIP: 44644MAE1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7969226.56   | 0.19%             | 2025-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2020-A                                                           | WORLD OMNI SELECT AUTO TR 2020-A 1.25% 10/15/2026                                                           | CUSIP: 98163DAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    585000 | PA      | $550117.04    | 0.01%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                    | BANK OF NOVA SCOTIA FRN SOFR+38 07/31/2024                                                                  | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4939975.85   | 0.12%             | 2024-07-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORPORATION 1.843%/VAR 02/04/2025                                                           | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    850000 | PA      | $811746.60    | 0.02%             | 2025-02-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2022-3                                                                      | HPEFS EQUIP TR 2022-3 5.26% 08/20/2029 144A                                                                 | CUSIP: 403951AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2744000 | PA      | $2732725.18   | 0.07%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                        | ELEVANCE HEALTH INC 2.375% 01/15/2025                                                                       | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    410000 | PA      | $390692.59    | 0.01%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                    | BANK OF NOVA SCOTIA FRN SOFR+0 09/15/2023                                                                   | CUSIP: 0641598L3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4972957.85   | 0.12%             | 2023-09-15      | Variable      | 0.03%                 | 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        |    667000 | PA      | $629795.72    | 0.02%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORPORATION FRN SOFR+69 04/22/2025                                                          | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9831821.70   | 0.24%             | 2025-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                    | FHLM ARM 2.875% 07/01/2038#1B4142                                                                           | CUSIP: 3128JPP46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10138 | PA      | $10179.43     | 0.00%             | 2038-07-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2020-C                                                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C 2.15% 11/15/2068 144A                                      | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2323606 | PA      | $2055909.72   | 0.05%             | 2068-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4% 11/49#CA4571                                                                                   | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75621 | PA      | $72385.98     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                  | UST NOTES 3.25% 08/31/2024                                                                                  | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7180000 | PA      | $7034997.67   | 0.17%             | 2024-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA ARM 4.92% 8/38 #983349                                                                                 | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5897 | PA      | $5993.69      | 0.00%             | 2038-08-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 5.00% 12/35 #003795                                                                                 | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8411 | PA      | $8488.45      | 0.00%             | 2035-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                                                  | BANCO DEL ESTADO DE CHILE 2.704% 01/09/2025 144A                                                            | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    665000 | PA      | $626679.38    | 0.02%             | 2025-01-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                                 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 1.162% 08/25/2056 144A                                           | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1175906 | PA      | $938476.64    | 0.02%             | 2056-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                             | PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A                                                  | CUSIP: 74368CBM5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7426305.75   | 0.18%             | 2025-03-28      | Variable      | 0.04%                 | 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        |   5000000 | PA      | $4781924.20   | 0.12%             | 2023-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                               | NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027                                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1118775.66   | 0.03%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 5.875% 01/15/2024                                                                        | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2384089.65   | 0.06%             | 2024-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 MTG TR                                                                    | COMM 2015-CCRE22 MTG TR 3.93% 03/10/2048                                                                    | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $376433.28    | 0.01%             | 2048-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 3.5% 07/50#FM3972                                                                                 | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21678 | PA      | $20052.99     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAP AMER 0.8% 01/08/2024 144A                                                                       | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    910000 | PA      | $862811.62    | 0.02%             | 2024-01-08      | 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        |   1690000 | PA      | $1555080.05   | 0.04%             | 2024-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                             | PNC FINANCIAL SERVICES GRP INC SFRIX 5.671%/VAR 10/28/2025                                                  | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1209501.91   | 0.03%             | 2025-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                   | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+50 06/14/2023 144A                                        | CUSIP: 233853AA8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7978992.08   | 0.19%             | 2023-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING LLC 2019-3                                                           | ENTERPRISE FLEET FING LLC 2019-3 2.06% 05/20/2025 144A                                                      | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38476 | PA      | $38372.63     | 0.00%             | 2025-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                 | VERIZON COMMUNICATIONS INC FRN SFRIX+50 03/22/2024                                                          | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2546181.47   | 0.06%             | 2024-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                                   | SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027                                                              | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    695000 | PA      | $608761.90    | 0.01%             | 2027-06-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                              | CITIGROUP INC 4.14%/VAR 05/24/2025                                                                          | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1050142.37   | 0.03%             | 2025-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                               | ANGEL OAK MORTGAGE TRUST LLC 1.691% 04/25/2065 144A                                                         | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    319134 | PA      | $281790.92    | 0.01%             | 2065-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-2                                                            | ANGEL OAK MORTGAGE TRUST 2021-2 A1 0.985% 04/25/2066 144A                                                   | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    484210 | PA      | $384613.00    | 0.01%             | 2066-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                 | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                            | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8258 | PA      | $8154.35      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING FRN SFRIX+70 05/24/2024 144A                                                          | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7846073.44   | 0.19%             | 2024-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                      | JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027                                                              | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    747000 | PA      | $726048.89    | 0.02%             | 2027-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                   | MHC COML MTG TR 2021-MHC B 1ML+110.1 04/15/2026 144A                                                        | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $676496.09    | 0.02%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 1.164/VAR 10/21/2025                                                                         | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $946747.49    | 0.02%             | 2025-10-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP 2018-1 LTD                                                            | TOORAK MORTGAGE CORP 2018-1 LTD 1.409% 07/25/2056 144A                                                      | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221448 | PA      | $172136.65    | 0.00%             | 2056-07-25      | Fixed         | 0.01%                 | 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        |    690000 | PA      | $606909.87    | 0.01%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FDS II                                                                           | BlackRock Low Duration Bond Inv A                                                                           | CUSIP: 09260B523<br>LEI: N/A                  | Long             | EC               | RF                | US        |  14301123 | NS      | $127709028.06 | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                                         | ANALOG DEVICES INC FRN SOFR+0 10/01/2024                                                                    | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   2353000 | PA      | $2320853.43   | 0.06%             | 2024-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                               | NEXTERA ENERGY CAP HLDGS INC 4.45% 06/20/2025                                                               | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1043420.02   | 0.03%             | 2025-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BVINV 2021-5 A20                                                                           | BVINV 2021-5 A20 2.5% 11/25/2051 144A                                                                       | CUSIP: 07336JAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1674546 | PA      | $1430951.54   | 0.03%             | 2051-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                      | JPMORGAN CHASE and CO FRN SOFR+132 04/26/2026                                                               | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4952850.00   | 0.12%             | 2026-04-26      | Variable      | 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        |    365000 | PA      | $321001.33    | 0.01%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                               | SBA TOWER TR 6.599% 01/15/2028 144A                                                                         | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $552442.66    | 0.01%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2020-B                                                        | FORD CREDIT AUTO OWNER TRUST 2020-B 2.04% 12/15/2026                                                        | CUSIP: 34533GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1270000 | PA      | $1207616.84   | 0.03%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TR 2019-WOLF                                                                    | GREAT WOLF TR 2019-WOLF 1ML+ 12/15/2029 144A                                                                | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1906000 | PA      | $1838858.48   | 0.04%             | 2036-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                           | WILLIAMS COS INC 4.3% 03/04/2024                                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301406.99    | 0.01%             | 2024-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2021-2                                                         | STARWOOD MTG RESIDENTIAL TR 2021-2 0.943% 05/25/2065 144A                                                   | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    472976 | PA      | $412087.98    | 0.01%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2021-3                                                    | EXETER AUTOMOBILE RECEIVABLES TR 2021-3A D 1.55% 06/15/2027                                                 | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $581210.12    | 0.01%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                  | GNII II 3.5% 11/20/2050#MA6997                                                                              | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1012217 | PA      | $948429.20    | 0.02%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORPORATION 3.384%/VAR 04/02/2026                                                           | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1090297.03   | 0.03%             | 2026-04-02      | Variable      | 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        |    505000 | PA      | $482044.84    | 0.01%             | 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        |   4240122 | PA      | $4168154.62   | 0.10%             | 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        |   2215000 | PA      | $2036878.03   | 0.05%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TR                                                                           | MFA 2021-NQM2 TR 1.317% 11/25/2064 144A                                                                     | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229003 | PA      | $181101.76    | 0.00%             | 2064-11-25      | Fixed         | 0.01%                 | 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        |   3577000 | PA      | $3501811.46   | 0.09%             | 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        |    840000 | PA      | $782371.45    | 0.02%             | 2026-04-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                     | PLANET FITNESS MASTER ISSUER LLC 18-1A 4.666% 09/05/2048 144A                                               | CUSIP: 72703PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1492800 | PA      | $1393869.16   | 0.03%             | 2048-09-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 TRUST                                                                        | OBX 2020-INV1 TRUST 3.5% 12/25/2049 144A                                                                    | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98377 | PA      | $84930.08     | 0.00%             | 2049-12-25      | Fixed         | 0.04%                 | 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        |   1430000 | PA      | $1334686.14   | 0.03%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC 3.885%/VAR 03/15/2024 144A                                                           | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $362340.51    | 0.01%             | 2024-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2022-B                                                      | WORLD OMNI AUTO RECEIVABLES TR 2022-B SOFR30A+105 10/15/2025                                                | CUSIP: 98163QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3347000 | PA      | $3337303.74   | 0.08%             | 2025-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                                         | TRITON CONTAINER INTERNATIONAL LTD 0.8% 08/01/2023 144A                                                     | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1301062.50   | 0.03%             | 2023-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                     | US 10YR ULTRA FUT MAR23 UXYH3                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -58 | NC      | $-69863.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                                                                           | PAYPAL HLDGS INC 2.65% 10/01/2026                                                                           | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1203305.62   | 0.03%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1                                                 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1 1.26% 08/20/2026                                                 | CUSIP: 92868JAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    545000 | PA      | $522863.84    | 0.01%             | 2026-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                             | BRUNSWICK CORP 0.85% 08/18/2024                                                                             | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1092707.19   | 0.03%             | 2024-08-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                         | BANCO SANTANDER SA .0701%/VAR T1Y+ 06/30/2024                                                               | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193516.55    | 0.00%             | 2024-06-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                         | BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A                                                             | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7456221.90   | 0.18%             | 2025-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-6                                                          | VERUS SECURITIZATION TRUST 2022-6 4.91% 06/25/2067 144A                                                     | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    631372 | PA      | $611042.03    | 0.01%             | 2067-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                       | CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025                                                      | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1476960.42   | 0.04%             | 2025-03-31      | Fixed         | 0.06%                 | 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        |   1970000 | PA      | $1957954.93   | 0.05%             | 2024-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                              | FHLG 15YR 5.50% 12/23 #G13617                                                                               | CUSIP: 3128MCG25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.14         | 0.00%             | 2023-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MTG TR 2020-1INV                                                                  | FLAGSTAR MTG TR 2020-1INV 1ML+85 03/25/2050 144A                                                            | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    242832 | PA      | $220666.25    | 0.01%             | 2050-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                                        | UBS AG LON BRANCH FRN SOFR+47 01/13/2025 144A                                                               | CUSIP: 902674YT1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4946200.00   | 0.12%             | 2025-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer